Makefile

# =====================================================
# Crypto Event Bot — основные команды
# Запуск: make <команда>
# =====================================================

.PHONY: help install build start stop restart up down logs logs-bot logs-db py \
        shell db-shell redis-shell status health \
        migrate migrate-new migrate-down migrate-history \
        clean kill-switch kill-switch-reset test lint format \
        env-check \
        backfill backfill-long candles-count whales events-count \
        observe observe-long fng market coins indicators indicators-4h \
        regime triggers triggers-week listings news-filtered \
        positions trades trades-day balance \
        decisions decisions-week test-paper test-telegram \
        claude-test claude-stats news \
        dashboard dashboard-stop dashboard-logs dashboard-rebuild tg-login \
        watchdog watchdog-logs watchdog-stop claude-budget test-fast test-cov \
        backtest backtest-walk backtest-30d backtest-lenient \
        backtest-improved backtest-improved-2y backtest-improved-walk \
        backtest-strict-improved backtest-strict-walk \
        backtest-confidence-only backtest-fixed-stops \
        trend-status trend-deposit trend-signal trend-kill-switch \
        trend-kill-switch-reset trend-set-deposit \
        funding-arb-status funding-arb-deposit funding-arb-rates \
        funding-arb-payments funding-arb-kill-switch \
        funding-arb-kill-switch-reset funding-arb-set-deposit \
        replay-dry replay-tiny replay-smoke replay-90d replay-30d \
        replay-results replay-analyze replay-meta \
        replay-validate-dry replay-validate-all-dry replay-validate \
        replay-validate-cheap replay-validate-real replay-rule-impact \
        replay-validation-deep synthetic-control synthetic-control-strict \
        compare-meta

# Автодок: help по умолчанию
.DEFAULT_GOAL := help

# Цвета для красоты
GREEN := \033[0;32m
YELLOW := \033[0;33m
RED := \033[0;31m
NC := \033[0m

help:  ## Показать это сообщение
	@echo ""
	@echo "$(GREEN)Crypto Event Bot — команды$(NC)"
	@echo ""
	@awk 'BEGIN {FS = ":.*##"} /^[a-zA-Z_-]+:.*##/ {printf "  $(YELLOW)%-20s$(NC) %s\n", $$1, $$2}' $(MAKEFILE_LIST)
	@echo ""

# =====================================================
# УСТАНОВКА (первый раз на сервере)
# =====================================================

install:  ## Установить Docker (Ubuntu 24). Только первый запуск.
	@echo "$(GREEN)Ставим Docker...$(NC)"
	@bash scripts/install_docker.sh

env-check:  ## Проверить что .env существует
	@if [ ! -f .env ]; then \
		echo "$(RED)❌ .env не найден!$(NC)"; \
		echo "   Скопируй шаблон: cp .env.example .env"; \
		echo "   Потом заполни секреты и запускай снова."; \
		exit 1; \
	fi
	@echo "$(GREEN)✅ .env на месте$(NC)"

# =====================================================
# ПОВСЕДНЕВНОЕ
# =====================================================

build: env-check  ## Собрать Docker-образы
	docker compose build

start: env-check  ## Запустить все сервисы (postgres + redis + bot)
	docker compose up -d
	@echo "$(GREEN)✅ Запущено. Логи: make logs$(NC)"

stop:  ## Остановить все сервисы
	docker compose down

restart: stop start  ## Перезапустить всё

up: start  ## Алиас для start

down: stop  ## Алиас для stop

# =====================================================
# ЛОГИ И ОТЛАДКА
# =====================================================

logs:  ## Логи всех сервисов (Ctrl+C для выхода)
	docker compose logs -f --tail=100

logs-bot:  ## Логи только бота
	docker compose logs -f --tail=200 bot

logs-db:  ## Логи PostgreSQL
	docker compose logs -f --tail=100 postgres

shell:  ## Зайти в контейнер бота (bash)
	docker compose exec bot bash

py:  ## Python REPL внутри бота (IPython если есть)
	docker compose exec bot python -c "import IPython; IPython.embed()" || docker compose exec bot python

db-shell:  ## Зайти в PostgreSQL CLI
	docker compose exec postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot}

redis-shell:  ## Зайти в Redis CLI
	docker compose exec redis redis-cli

status:  ## Статус всех контейнеров
	docker compose ps

health:  ## Health-check всех сервисов
	@echo "$(GREEN)Docker compose services:$(NC)"
	@docker compose ps
	@echo ""
	@echo "$(GREEN)PostgreSQL:$(NC)"
	@docker compose exec -T postgres pg_isready -U $${POSTGRES_USER:-cryptobot} && echo "  ✅ OK" || echo "  ❌ FAIL"
	@echo "$(GREEN)Redis:$(NC)"
	@docker compose exec -T redis redis-cli ping | grep -q PONG && echo "  ✅ OK" || echo "  ❌ FAIL"
	@echo "$(GREEN)TimescaleDB:$(NC)"
	@docker compose exec -T postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot} \
		-c "SELECT extversion FROM pg_extension WHERE extname='timescaledb';" 2>/dev/null || true

# =====================================================
# МИГРАЦИИ БД
# =====================================================

migrate:  ## Применить все миграции
	docker compose exec bot alembic upgrade head

migrate-new:  ## Создать новую миграцию: make migrate-new msg="описание"
	@if [ -z "$(msg)" ]; then \
		echo "$(RED)❌ Укажи сообщение: make migrate-new msg=\"add something\"$(NC)"; \
		exit 1; \
	fi
	docker compose exec bot alembic revision --autogenerate -m "$(msg)"

migrate-down:  ## Откатить последнюю миграцию (ОСТОРОЖНО)
	@echo "$(YELLOW)⚠️  Откат последней миграции. Ctrl+C чтобы отменить.$(NC)"
	@sleep 3
	docker compose exec bot alembic downgrade -1

migrate-history:  ## Показать историю миграций
	docker compose exec bot alembic history

# =====================================================
# ДАННЫЕ
# =====================================================

backfill:  ## Скачать 90 дней свечей с Binance во все пары
	docker compose exec bot python scripts/backfill_data.py

backfill-long:  ## Скачать 365 дней свечей (для бэктестов)
	docker compose exec bot python scripts/backfill_data.py --days 365

candles-count:  ## Сколько свечей в БД сейчас
	@docker compose exec postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot} \
		-c "SELECT symbol, timeframe, COUNT(*) AS cnt, MIN(open_time)::date AS earliest, MAX(open_time)::date AS latest FROM price_candles GROUP BY symbol, timeframe ORDER BY symbol, timeframe;"

whales:  ## Последние 20 whale-сделок (>= $500K)
	@docker compose exec postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot} \
		-c "SELECT created_at::timestamp(0), symbol, severity, raw_data->>'side' AS side, ROUND((raw_data->>'usd_value')::numeric, 0) AS usd FROM events WHERE event_type='whale_trade' ORDER BY created_at DESC LIMIT 20;"

events-count:  ## Количество событий по типам
	@docker compose exec postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot} \
		-c "SELECT event_type, severity, COUNT(*) AS cnt FROM events GROUP BY event_type, severity ORDER BY event_type, severity;"

observe:  ## Калибровка WHALE_THRESHOLD_USD: 2 минуты слушаем aggTrade
	docker compose exec bot python scripts/aggtrade_observer.py

observe-long:  ## То же, 5 минут (более стабильное распределение)
	docker compose exec bot python scripts/aggtrade_observer.py --duration 300

fng:  ## Текущее значение Fear & Greed Index с шкалой
	@docker compose exec bot python scripts/show_fng.py

market:  ## Глобальный рыночный контекст (CoinGecko)
	@docker compose exec bot python scripts/show_market.py

coins:  ## Цены и изменения наших пар (CoinGecko)
	@docker compose exec bot python scripts/show_coins.py

indicators:  ## Технические индикаторы по всем парам (3 таймфрейма)
	@docker compose exec bot python scripts/show_indicators.py

indicators-4h:  ## Только 4h-таймфрейм (главный для swing)
	@docker compose exec bot python scripts/show_indicators.py -t 4h

squeeze-map:  ## BB squeeze-карта по всем парам (B3/B3_short candidates) — v1.16
	@docker compose exec bot python scripts/show_squeeze.py

regime:  ## Рыночный режим (bull/bear/chop) + разбор факторов
	@docker compose exec bot python scripts/show_regime.py

triggers:  ## Последние торговые триггеры (24ч)
	@docker compose exec bot python scripts/show_triggers.py

triggers-week:  ## Триггеры за неделю
	@docker compose exec bot python scripts/show_triggers.py --hours 168 --limit 100

listings:  ## Текущие USDT-пары на Binance + последние new_listing/delisting
	@docker compose exec bot python scripts/show_listings.py

# =====================================================
# CLAUDE API
# =====================================================

claude-test:  ## Smoke-тест Claude API (Haiku фильтр + Opus решение)
	docker compose exec bot python scripts/check_claude_integration.py

claude-stats:  ## Накопленные метрики Claude (токены, стоимость)
	@docker compose exec redis redis-cli HGETALL claude:stats
	@echo ""
	@docker compose exec redis redis-cli GET claude:cost_usd | xargs -I {} echo "Total cost USD: {}"

news-filtered:  ## Отфильтрованные новости (relevant) за 24ч
	@docker compose exec bot python scripts/show_news_filtered.py

decisions:  ## Торговые решения Opus за 24ч
	@docker compose exec bot python scripts/show_decisions.py

decisions-week:  ## Решения за неделю
	@docker compose exec bot python scripts/show_decisions.py --hours 168 --limit 100

# =====================================================
# ТОРГОВЛЯ
# =====================================================

positions:  ## Открытые позиции с плавающим PnL
	@docker compose exec bot python scripts/show_positions.py

trades:  ## Закрытые сделки за неделю
	@docker compose exec bot python scripts/show_trades.py

trades-day:  ## Закрытые сделки за 24ч
	@docker compose exec bot python scripts/show_trades.py --hours 24

test-paper:  ## Принудительный тест paper-trade pipeline (создаёт fake decision)
	docker compose exec bot python scripts/test_paper_trade.py

test-telegram:  ## Тест Telegram-нотификатора (отправит сообщение в чат)
	docker compose exec bot python scripts/test_telegram.py

# =====================================================
# DASHBOARD
# =====================================================

dashboard:  ## Запустить Streamlit dashboard (порт 8501)
	docker compose up -d dashboard
	@sleep 3
	@docker compose ps dashboard
	@echo ""
	@echo "$(GREEN)✅ Dashboard запущен:$(NC)"
	@echo "$(GREEN)   http://$$(curl -4 -s ifconfig.me 2>/dev/null || hostname -I | awk '{print $$1}'):8501$(NC)"
	@echo "$(YELLOW)Логи: make dashboard-logs$(NC)"

dashboard-stop:  ## Остановить dashboard
	docker compose stop dashboard

dashboard-logs:  ## Логи dashboard
	docker compose logs -f --tail=100 dashboard

dashboard-rebuild:  ## Пересобрать dashboard (требует общий ребилд через make build)
	@echo "$(YELLOW)⚠️  Образ общий с bot. Используй: make build && make restart$(NC)"
	@echo "   После этого dashboard и watchdog подхватятся автоматически."

# =====================================================
# WATCHDOG (внешний наблюдатель)
# =====================================================

watchdog:  ## Запустить watchdog-сервис (heartbeat monitoring)
	docker compose up -d watchdog
	@echo "$(GREEN)✅ Watchdog запущен. Логи: make watchdog-logs$(NC)"

watchdog-logs:  ## Логи watchdog
	docker compose logs -f --tail=50 watchdog

watchdog-stop:  ## Остановить watchdog
	docker compose stop watchdog

claude-budget:  ## Сегодняшняя стоимость Claude API
	@docker compose exec redis redis-cli GET "claude:cost:daily:$$(date -u +%Y-%m-%d)" | xargs -I {} echo "Today: \$$ {}"
	@docker compose exec redis redis-cli GET claude:cost_usd | xargs -I {} echo "All-time: \$$ {}"

balance:  ## Текущий депозит (Redis) + USDT баланс на бирже (live)
	@docker compose exec bot python scripts/show_balance.py

# =====================================================
# v1.17 TREND-FOLLOWING (Donchian breakout на 1d)
# =====================================================

trend-status:  ## 📈 Статус trend-подсистемы (открытые позиции + closed)
	@echo "$(GREEN)📈 Trend-Following status$(NC)"
	@docker compose exec postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot} \
		-c "SELECT id, symbol, variant, entry_price, quantity, position_size_usd, status, EXTRACT(EPOCH FROM (NOW() - entry_time))/86400 AS hold_days FROM trades_trend WHERE status='open' ORDER BY entry_time DESC;"
	@echo "$(YELLOW)Last 10 closed trades:$(NC)"
	@docker compose exec postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot} \
		-c "SELECT id, symbol, variant, entry_price, exit_price, pnl_percent, close_reason, EXTRACT(EPOCH FROM (exit_time - entry_time))/86400 AS hold_days FROM trades_trend WHERE status != 'open' ORDER BY exit_time DESC LIMIT 10;"

trend-deposit:  ## 📈 Текущий trend-депозит (Redis)
	@echo "Trend deposit:"
	@docker compose exec redis redis-cli GET trend:trading_deposit_usd | xargs -I {} echo "  \$$ {}"
	@echo "Trend kill-switch:"
	@docker compose exec redis redis-cli GET trend:kill_switch | xargs -I {} echo "  {}"
	@echo "Last check date:"
	@docker compose exec redis redis-cli GET trend:last_check_date | xargs -I {} echo "  {}"

trend-signal:  ## 📈 Текущий Donchian signal на BTCUSDT (без открытия позиции)
	@docker compose exec bot python -c "import asyncio; from bot.trend_following.donchian_strategy import compute_donchian_signal, load_1d_candles; from bot.config import TREND_VARIANT, TREND_EMA_FILTER; \
async def main(): df = await load_1d_candles('BTCUSDT', days_back=365); print(f'Candles: {len(df)}'); sig = compute_donchian_signal(df, TREND_VARIANT, ema_filter=TREND_EMA_FILTER, symbol='BTCUSDT'); print(f'State: {sig.state.value}'); print(f'Close: {sig.close}'); print(f'N-day high: {sig.n_day_high}'); print(f'N-day low: {sig.n_day_low}'); print(f'EMA-{TREND_EMA_FILTER}: {sig.ema_value}'); print(f'Macro bull: {sig.macro_bull}'); print(f'Note: {sig.note}'); \
asyncio.run(main())"

trend-kill-switch:  ## 📈 АВАРИЙНАЯ остановка trend-стратегии (закроет все trend-позиции)
	@echo "$(YELLOW)⚠️  Активирую trend kill-switch — закроем все trend-позиции$(NC)"
	docker compose exec redis redis-cli SET trend:kill_switch 1
	@echo "$(GREEN)trend:kill_switch=1$(NC) (TrendPositionTracker закроет позиции в течение часа)"

trend-kill-switch-reset:  ## 📈 СНЯТЬ trend kill-switch
	@echo "$(GREEN)Снимаю trend kill-switch — торговля trend разрешена$(NC)"
	docker compose exec redis redis-cli DEL trend:kill_switch

trend-set-deposit:  ## 📈 Установить trend-депозит (например: make trend-set-deposit AMOUNT=1000)
	@echo "$(GREEN)Устанавливаю trend:trading_deposit_usd = $(AMOUNT)$(NC)"
	docker compose exec redis redis-cli SET trend:trading_deposit_usd $(AMOUNT)

# =====================================================
# v1.18.21 FUNDING ARBITRAGE (Phase D Variant K — paper $500)
# =====================================================

funding-arb-status:  ## 💱 Статус funding arb подсистемы (open + closed trades)
	@echo "$(GREEN)💱 Funding Arb status$(NC)"
	@docker compose exec postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot} \
		-c "SELECT id, symbol, entry_funding_rate, entry_price, notional_usd, funding_income_usd, total_funding_payments, status, EXTRACT(EPOCH FROM (NOW() - entry_time))/3600 AS hold_h FROM trades_funding_arb WHERE status='open' ORDER BY entry_time DESC;"
	@echo "$(YELLOW)Last 10 closed trades:$(NC)"
	@docker compose exec postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot} \
		-c "SELECT id, symbol, entry_price, exit_price, direction_pnl_usd, funding_income_usd, pnl_usd, pnl_percent, close_reason FROM trades_funding_arb WHERE status != 'open' ORDER BY exit_time DESC LIMIT 10;"

funding-arb-deposit:  ## 💱 Текущий funding-arb депозит и kill-switch (Redis)
	@echo "Funding Arb deposit:"
	@docker compose exec redis redis-cli GET funding_arb:trading_deposit_usd | xargs -I {} echo "  \$$ {}"
	@echo "Funding Arb kill-switch:"
	@docker compose exec redis redis-cli GET funding_arb:kill_switch | xargs -I {} echo "  {}"

funding-arb-rates:  ## 💱 Текущие cached funding rates по small-cap парам
	@echo "$(GREEN)💱 Cached funding rates:$(NC)"
	@for symbol in INJUSDT JUPUSDT WIFUSDT TIAUSDT SEIUSDT; do \
		echo "$$symbol:"; \
		docker compose exec redis redis-cli GET funding_arb:rate:$$symbol | head -c 200; \
		echo ""; \
	done

funding-arb-payments:  ## 💱 Последние funding payments (audit log)
	@docker compose exec postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot} \
		-c "SELECT id, trade_id, symbol, funding_time, funding_rate, payment_usd FROM funding_payments ORDER BY funding_time DESC LIMIT 20;"

funding-arb-kill-switch:  ## 💱 АВАРИЙНАЯ остановка funding arb (закроет все позиции)
	@echo "$(YELLOW)⚠️  Активирую funding-arb kill-switch — закроем все позиции$(NC)"
	docker compose exec redis redis-cli SET funding_arb:kill_switch 1
	@echo "$(GREEN)funding_arb:kill_switch=1$(NC) (PositionTracker закроет позиции в течение минуты)"

funding-arb-kill-switch-reset:  ## 💱 СНЯТЬ funding-arb kill-switch
	@echo "$(GREEN)Снимаю funding-arb kill-switch — торговля разрешена$(NC)"
	docker compose exec redis redis-cli DEL funding_arb:kill_switch

funding-arb-set-deposit:  ## 💱 Установить funding-arb депозит (например: AMOUNT=500)
	@echo "$(GREEN)Устанавливаю funding_arb:trading_deposit_usd = $(AMOUNT)$(NC)"
	docker compose exec redis redis-cli SET funding_arb:trading_deposit_usd $(AMOUNT)

# =====================================================
# HISTORICAL REPLAY (реальный Opus на исторических событиях)
# =====================================================

replay-dry:  ## 📼 DRY-RUN replay 30 дней (без вызовов Opus, только детекция)
	@echo "$(GREEN)📼 Replay DRY-RUN — детекция событий за 30 дней без Opus$(NC)"
	docker compose exec bot python scripts/backtest_with_real_opus.py --days 30 --dry-run

replay-tiny:  ## 📼 TINY replay (1 событие, ~$0.15) — быстрая проверка fix'а парсера
	@echo "$(GREEN)📼 Replay TINY — 1 событие с реальным Opus (~\$$0.15)$(NC)"
	docker compose exec bot python scripts/backtest_with_real_opus.py --days 90 --max-events 1 --output-prefix replay-tiny

replay-smoke:  ## 📼 SMOKE replay (20 событий, ~$2-3) — проверить что всё работает
	@echo "$(YELLOW)📼 Replay SMOKE — 20 событий с реальным Opus (~\$$2-3)$(NC)"
	@echo "$(YELLOW)Подтверди что готов потратить ~\$$2-3 на Claude API$(NC)"
	@read -p "Продолжить? [y/N]: " confirm && [ "$$confirm" = "y" ] || exit 1
	docker compose exec bot python scripts/backtest_with_real_opus.py --days 90 --max-events 20 --output-prefix replay-smoke

replay-90d:  ## 📼 ПОЛНЫЙ replay 90 дней (~$8-15) — главный тест edge'а Opus
	@echo "$(YELLOW)📼 Replay 90 days — все B5/B3 события с реальным Opus$(NC)"
	@echo "$(YELLOW)Ожидаемая стоимость: \$$8-15. Это главный тест проекта.$(NC)"
	@read -p "Продолжить? [y/N]: " confirm && [ "$$confirm" = "y" ] || exit 1
	docker compose exec bot python scripts/backtest_with_real_opus.py --days 90 --output-prefix replay-90d

replay-30d:  ## 📼 Replay 30 дней (~$3-5) — короткая версия
	@echo "$(YELLOW)📼 Replay 30 days с реальным Opus (~\$$3-5)$(NC)"
	@read -p "Продолжить? [y/N]: " confirm && [ "$$confirm" = "y" ] || exit 1
	docker compose exec bot python scripts/backtest_with_real_opus.py --days 30 --output-prefix replay-30d

replay-results:  ## 📼 Показать последний replay результат
	@ls -lt data/replay/*.json 2>/dev/null | head -3 | awk '{print $$NF}' | head -1 | xargs -I {} cat {} | python3 -m json.tool | head -100

replay-analyze:  ## 📊 Post-hoc анализ replay (БЕСПЛАТНО — без Claude calls)
	@echo "$(GREEN)📊 Post-hoc анализ replay-30d (бесплатно)$(NC)"
	docker compose exec bot python scripts/analyze_replay_results.py

replay-meta:  ## 🧠 Meta-analysis Opus on Opus (~$0.50) — анализ ошибок + skip-rules
	@echo "$(YELLOW)🧠 Meta-analysis: Opus анализирует свои losses (~\$$0.50)$(NC)"
	@read -p "Продолжить? [y/N]: " confirm && [ "$$confirm" = "y" ] || exit 1
	docker compose exec bot python scripts/meta_analyze_with_opus.py

replay-validate-dry:  ## ✅ DRY validation: programmatic rules только (БЕСПЛАТНО)
	@echo "$(GREEN)✅ Validation DRY-RUN — только hard rules без Opus calls$(NC)"
	docker compose exec bot python scripts/replay_validation.py --top-n 20 --dry-run

replay-validate-all-dry:  ## ✅ DRY validation на ВСЕ 65 trades (БЕСПЛАТНО) — wins+losses impact
	@echo "$(GREEN)✅ Full impact analysis: wins vs losses (БЕСПЛАТНО)$(NC)"
	docker compose exec bot python scripts/replay_validation.py --dry-run --all-trades

replay-rule-impact:  ## 🔬 PER-RULE impact analyzer (БЕСПЛАТНО) — найти optimal subset
	@echo "$(GREEN)🔬 Per-rule impact analysis — найти лучшие правила$(NC)"
	docker compose exec bot python scripts/per_rule_impact_analyzer.py

replay-validation-deep:  ## 🔬 Deep analysis validation_*.json (БЕСПЛАТНО)
	@echo "$(GREEN)🔬 Sporting analysis: skip rules + symbol breakdown + Opus reasoning$(NC)"
	docker compose exec bot python scripts/analyze_validation_results.py

synthetic-control:  ## 🔬 Synthetic Control (~$0.30) — shuffle outcomes (weak control)
	@echo "$(YELLOW)🔬 Synthetic control SHUFFLE: same loss/win ratio$(NC)"
	@read -p "Продолжить? [y/N]: " confirm && [ "$$confirm" = "y" ] || exit 1
	docker compose exec bot python scripts/synthetic_control_test.py --mode shuffle

synthetic-control-strict:  ## 🔬 STRICT Synthetic Control (~$0.30) — truly random 50/50
	@echo "$(YELLOW)🔬 STRICT control: truly random 50/50 outcomes — strongest negative control$(NC)"
	@echo "$(YELLOW)Если Opus и здесь найдёт patterns → 100% data dredging$(NC)"
	@read -p "Продолжить? [y/N]: " confirm && [ "$$confirm" = "y" ] || exit 1
	docker compose exec bot python scripts/synthetic_control_test.py --mode truly_random

compare-meta:  ## 🔬 Side-by-side comparison: real vs synthetic controls (БЕСПЛАТНО)
	@echo "$(GREEN)🔬 Comparing real meta-analysis vs both synthetic controls$(NC)"
	docker compose exec bot python scripts/compare_meta_outputs.py

replay-validate:  ## ✅ Validation: 20 worst losses с новым SYSTEM_PROMPT (~$4)
	@echo "$(YELLOW)✅ Validation 20 events с новым промптом (~\$$4)$(NC)"
	@read -p "Продолжить? [y/N]: " confirm && [ "$$confirm" = "y" ] || exit 1
	docker compose exec bot python scripts/replay_validation.py --top-n 20

replay-validate-cheap:  ## ✅ CHEAP validation: 5 events (~$1)
	@echo "$(GREEN)✅ Cheap validation: 5 worst losses (~\$$1)$(NC)"
	@read -p "Продолжить? [y/N]: " confirm && [ "$$confirm" = "y" ] || exit 1
	docker compose exec bot python scripts/replay_validation.py --top-n 5

replay-validate-real:  ## ✅ REAL validation: ВСЕ 65 trades через calibrated rules + Opus (~$4-5)
	@echo "$(YELLOW)✅ REAL validation: hard rules skip ~41, Opus оценивает оставшиеся ~24 (~\$$4-5)$(NC)"
	@read -p "Продолжить? [y/N]: " confirm && [ "$$confirm" = "y" ] || exit 1
	docker compose exec bot python scripts/replay_validation.py --all-trades

kill-switch-reset:  ## СНЯТЬ kill-switch (возобновить торговлю)
	@echo "$(YELLOW)⚠️  Снимаем kill-switch — торговля разрешена$(NC)"
	docker compose exec bot python scripts/kill_switch.py --reset

# =====================================================
# TELEGRAM
# =====================================================

tg-login:  ## ОДНОРАЗОВАЯ авторизация в Telegram (нужен SMS-код)
	docker compose exec -it bot python scripts/telegram_login.py

news:  ## Последние 20 новостей из Telegram-каналов
	@docker compose exec postgres psql -U $${POSTGRES_USER:-cryptobot} -d $${POSTGRES_DB:-cryptobot} \
		-c "SELECT created_at::timestamp(0), severity, source, LEFT(raw_data->>'text', 80) AS preview FROM events WHERE event_type='news_raw' ORDER BY created_at DESC LIMIT 20;"

# =====================================================
# ТЕСТЫ И КАЧЕСТВО КОДА
# =====================================================

test:  ## Запустить unit-тесты (RiskManager, OrderExecutor, PositionTracker)
	docker compose exec bot pytest -v --tb=short

test-fast:  ## Тесты с минимумом вывода
	docker compose exec bot pytest -q

test-cov:  ## Тесты с coverage-отчётом
	docker compose exec bot pytest --cov=bot --cov-report=term-missing

# =====================================================
# BACKTEST (Этап 6.7) — валидация стратегии на истории
# =====================================================

backtest:  ## Прогнать стратегию на 365 дней истории (single period)
	docker compose exec bot python scripts/backtest.py --days 365

backtest-30d:  ## Быстрая проверка на 30 днях
	docker compose exec bot python scripts/backtest.py --days 30

# Phase D — scalp эксперимент на 15m timeframe
backtest-scalp:  ## ⚡ Phase D: scalp backtest на 15m, variant=tight (TP 1.0/SL 0.6/4h)
	docker compose exec bot python scripts/backtest_scalp.py --days 365

backtest-scalp-medium:  ## ⚡ Phase D: scalp variant=medium (TP 1.5/SL 0.8/12h)
	docker compose exec bot python scripts/backtest_scalp.py --days 365 --variant medium

backtest-scalp-30d:  ## ⚡ Phase D: scalp быстрая проверка на 30 днях
	docker compose exec bot python scripts/backtest_scalp.py --days 30

backfill-perp-15m:  ## ⚡ Phase D: backfill 15m свечей за 365 дней (нужен ДО backtest-scalp)
	docker compose exec bot python scripts/backfill_perp_data.py --days 365 --timeframes 15m

backtest-scalp-1h:  ## ⚡ Phase D Variant B: scalp на 1h (TP 2.5/SL 1.5/24h)
	docker compose exec bot python scripts/backtest_scalp.py --days 365 --timeframe 1h --tp 2.5 --sl 1.5 --hold 24

# Phase D Variant A — Funding rate arbitrage
backfill-funding:  ## ⚖️ Phase D: backfill funding history за 365 дней (нужен ДО backtest-funding-arb)
	docker compose exec bot python scripts/backfill_funding_history.py --days 365

backtest-funding-arb:  ## ⚖️ Phase D Variant A: delta-neutral funding arbitrage
	docker compose exec bot python scripts/backtest_funding_arb.py --days 365

backtest-funding-arb-aggressive:  ## ⚖️ Funding arb с низким threshold (entry 0.02%/8h)
	docker compose exec bot python scripts/backtest_funding_arb.py --days 365 --entry 0.02 --exit 0.005

# Phase D Variants C/D/E — нестандартные стратегии
backtest-liq-fade:  ## 🌊 Phase D Variant C: Liquidation Cascade Fade (mean-reversion)
	docker compose exec bot python scripts/backtest_liquidation_fade.py --days 365

backtest-liq-fade-strong:  ## 🌊 Liquidation Fade с более жёсткими dumps (-3.5%+)
	docker compose exec bot python scripts/backtest_liquidation_fade.py --days 365 --dump-pct -3.5 --volume-mult 2.5

backtest-whale-flow:  ## 🐋 Phase D Variant D: Whale Flow Proxy (volume + price imbalance)
	docker compose exec bot python scripts/backtest_whale_flow_proxy.py --days 365

backtest-whale-flow-strict:  ## 🐋 Whale Flow с более строгим триггером (vol×3, price>1%)
	docker compose exec bot python scripts/backtest_whale_flow_proxy.py --days 365 --vol-mult 3.0 --price-move 1.0

backtest-funding-flip:  ## 🔄 Phase D Variant E: Funding Flip Strategy (sentiment shift)
	docker compose exec bot python scripts/backtest_funding_flip.py --days 365

backtest-funding-flip-sensitive:  ## 🔄 Funding Flip с более чувствительным трешхолдом
	docker compose exec bot python scripts/backtest_funding_flip.py --days 365 --lookback 3 --threshold 0.00005

# Phase D Variants F/G/H — улучшенные версии после анализа провалов
backtest-liq-fade-nosl:  ## 🌊 Phase D Variant F: Liq Fade БЕЗ SL (только time_stop) — фикс gap risk
	docker compose exec bot python scripts/backtest_liq_fade_no_sl.py --days 365

backtest-pair-trading:  ## 📊 Phase D Variant G: ETH/BTC ratio mean reversion (statistical arb)
	docker compose exec bot python scripts/backtest_pair_trading.py --days 365

backtest-pair-trading-aggressive:  ## 📊 Pair trading с более чувствительным z-score (±1.5)
	docker compose exec bot python scripts/backtest_pair_trading.py --days 365 --z-entry 1.5 --z-exit 0.3

backtest-inverse-whale:  ## 🔻 Phase D Variant H: Inverse Whale (fade pumps) — short on volume spike
	docker compose exec bot python scripts/backtest_inverse_whale.py --days 365

backtest-inverse-whale-strict:  ## 🔻 Inverse Whale strict (vol×3, price>1%)
	docker compose exec bot python scripts/backtest_inverse_whale.py --days 365 --vol-mult 3.0 --price-move 1.0

# Phase D Variant I — Trend-Following 1d (categorical другая стратегия)
backtest-trend-ema50:  ## 📈 Phase D Variant I: trend-following EMA-50 на 1d (BTC + ETH, 2 года)
	docker compose exec bot python scripts/backtest_trend_1d.py --days 730 --variant ema50

backtest-trend-ema100:  ## 📈 Trend-following EMA-100 на 1d (slower)
	docker compose exec bot python scripts/backtest_trend_1d.py --days 730 --variant ema100

backtest-trend-donchian20:  ## 📈 Donchian-20 breakout на 1d (Turtle strategy)
	docker compose exec bot python scripts/backtest_trend_1d.py --days 730 --variant donchian20

backtest-trend-all-pairs:  ## 📈 Trend-following EMA-50 на ВСЕХ 9 парах
	docker compose exec bot python scripts/backtest_trend_1d.py --days 730 --variant ema50 --symbols BTCUSDT,ETHUSDT,SOLUSDT,BNBUSDT,LINKUSDT,ADAUSDT,DOTUSDT,ATOMUSDT,ARBUSDT

# Phase D Variant J — Funding arb на small-caps
backfill-smallcaps:  ## 💎 Phase D Variant J: backfill 6 small-cap pairs (1h candles + funding)
	docker compose exec bot python scripts/backfill_smallcaps.py --days 365

backtest-funding-arb-smallcaps:  ## 💎 Funding arb на small-caps (PEPE/INJ/JUP/WIF/TIA/SEI)
	docker compose exec bot python scripts/backtest_funding_arb.py --days 365 --symbols PEPEUSDT,INJUSDT,JUPUSDT,WIFUSDT,TIAUSDT,SEIUSDT --entry 0.05 --exit 0.01

backtest-funding-arb-smallcaps-aggressive:  ## 💎 Smallcaps funding arb с low threshold
	docker compose exec bot python scripts/backtest_funding_arb.py --days 365 --symbols PEPEUSDT,INJUSDT,JUPUSDT,WIFUSDT,TIAUSDT,SEIUSDT --entry 0.02 --exit 0.005

# Donchian validation (после нахождения первого working edge на ETH)
backfill-eth-5y:  ## 🔬 Backfill ETH 1d за 5 лет (1825 дней) для validation
	docker compose exec bot python scripts/backfill_perp_data.py --days 1825 --symbol ETHUSDT --timeframes 1d

backfill-eth-btc-5y:  ## 🔬 Backfill BTC + ETH 1d за 5 лет
	docker compose exec bot python scripts/backfill_perp_data.py --days 1825 --symbol BTCUSDT --timeframes 1d
	docker compose exec bot python scripts/backfill_perp_data.py --days 1825 --symbol ETHUSDT --timeframes 1d

backtest-donchian-sweep:  ## 🔬 Parameter sweep Donchian-15/20/25/30/40/55 на ETH
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols ETHUSDT --skip-walkforward --days 730

backtest-donchian-walkforward:  ## 🔬 Walk-forward Donchian-20 на ETH (5 окон × 365d)
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols ETHUSDT --skip-sweep --windows 5 --window-days 365

backtest-donchian-validation:  ## 🔬 ПОЛНАЯ validation: sweep + walk-forward на ETH (default)
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols ETHUSDT

backtest-donchian-validation-5y:  ## 🔬 Validation на 5 лет ETH (нужен backfill-eth-5y сначала)
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols ETHUSDT --days 1825 --windows 5 --window-days 365

# === Validation Round 2: с EMA-200 macro filter ===
backfill-btc-5y:  ## 🔬 Backfill BTC 1d за 5 лет (1825 дней)
	docker compose exec bot python scripts/backfill_perp_data.py --days 1825 --symbol BTCUSDT --timeframes 1d

backtest-donchian-eth-with-filter:  ## 🔬 ETH Donchian + EMA-200 filter (5y validation)
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols ETHUSDT --days 1825 --windows 5 --window-days 365 --ema-filter 200

backtest-donchian-btc-5y:  ## 🔬 BTC Donchian validation на 5 лет
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols BTCUSDT --days 1825 --windows 5 --window-days 365

backtest-donchian-btc-with-filter:  ## 🔬 BTC Donchian + EMA-200 filter (5y validation)
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols BTCUSDT --days 1825 --windows 5 --window-days 365 --ema-filter 200

backtest-donchian-combined-filter:  ## 🔬 BTC+ETH combined Donchian + EMA-200 filter
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols BTCUSDT,ETHUSDT --days 1825 --windows 5 --window-days 365 --ema-filter 200

backtest-donchian-combined-no-filter:  ## 🔬 BTC+ETH combined Donchian без filter (baseline)
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols BTCUSDT,ETHUSDT --days 1825 --windows 5 --window-days 365

# === Round 3: Donchian-55 walk-forward + Multi-period voting ===
backtest-donchian55-btc:  ## 🔬 BTC Donchian-55 walk-forward + filter (best Sharpe!)
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols BTCUSDT --days 1825 --windows 5 --window-days 365 --walkforward-variant donchian55 --ema-filter 200 --skip-sweep

backtest-donchian55-combined:  ## 🔬 BTC+ETH Donchian-55 walk-forward + filter
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols BTCUSDT,ETHUSDT --days 1825 --windows 5 --window-days 365 --walkforward-variant donchian55 --ema-filter 200 --skip-sweep

backtest-donchian-multivote-btc:  ## 🔬 BTC Donchian-20+55 AND vote (conservative) + filter
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols BTCUSDT --days 1825 --windows 5 --window-days 365 --walkforward-variant 'donchian20+55' --ema-filter 200 --skip-sweep

backtest-donchian-multivote-combined:  ## 🔬 Combined Donchian-20+55 AND vote + filter
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols BTCUSDT,ETHUSDT --days 1825 --windows 5 --window-days 365 --walkforward-variant 'donchian20+55' --ema-filter 200 --skip-sweep

backtest-donchian-multivote-or-combined:  ## 🔬 Combined Donchian-20|55 OR vote (aggressive) + filter
	docker compose exec bot python scripts/walk_forward_donchian.py --symbols BTCUSDT,ETHUSDT --days 1825 --windows 5 --window-days 365 --walkforward-variant 'donchian20|55' --ema-filter 200 --skip-sweep

backtest-walk:  ## Walk-forward анализ окнами по 30 дней
	docker compose exec bot python scripts/backtest.py --days 365 --walk-forward 30

backtest-lenient:  ## Диагностический backtest: разрешаем все триггеры в chop
	docker compose exec bot python scripts/backtest.py --days 365 --lenient-chop

backtest-improved:  ## Backtest с ATR-stops + confidence-sizing (улучшения этап 6.7+)
	docker compose exec bot python scripts/backtest.py --days 365 --lenient-chop --atr-stops --confidence-sizing

backtest-improved-2y:  ## Backtest с улучшениями на 2 годах (730 дней)
	docker compose exec bot python scripts/backtest.py --days 730 --lenient-chop --atr-stops --confidence-sizing

backtest-improved-walk:  ## Walk-forward с улучшениями (730 дней, окна 30)
	docker compose exec bot python scripts/backtest.py --days 730 --walk-forward 30 --lenient-chop --atr-stops --confidence-sizing

backtest-strict-improved:  ## Strict mode (production) + улучшения, 730 дней
	docker compose exec bot python scripts/backtest.py --days 730 --atr-stops --confidence-sizing

backtest-strict-walk:  ## Strict mode + улучшения, walk-forward (главный production-тест)
	docker compose exec bot python scripts/backtest.py --days 730 --walk-forward 30 --atr-stops --confidence-sizing

backtest-confidence-only:  ## Только confidence-sizing (без ATR), 730 дней walk-forward
	docker compose exec bot python scripts/backtest.py --days 730 --walk-forward 30 --lenient-chop --confidence-sizing

backtest-fixed-stops:  ## Фиксированные стопы −2.5%/+5% (старая логика), 730 дней walk-forward
	docker compose exec bot python scripts/backtest.py --days 730 --walk-forward 30 --lenient-chop

# =====================================================
# v1.18.10 — Improvement experiments (без frozen baseline)
# =====================================================

backtest-vol-sizing:  ## ⚖️ #1 A/B: vol-targeted sizing vs fixed (365d, reversal mode)
	docker compose exec bot python scripts/backtest_vol_sizing.py --days 365 --reversal-mode --disable-btc-stopper --target-vol 2.0

backtest-vol-sizing-730d:  ## ⚖️ #1 vol-sizing на 730d (полный walk через эпохи)
	docker compose exec bot python scripts/backtest_vol_sizing.py --days 730 --reversal-mode --disable-btc-stopper --target-vol 2.0

backtest-vol-sizing-trend:  ## ⚖️ #1 vol-sizing на trend-стратегии (без --reversal-mode)
	docker compose exec bot python scripts/backtest_vol_sizing.py --days 365 --target-vol 2.0

backtest-rsi2:  ## 🎯 #3 RSI-2 Connors mean-reversion на 1h (default Connors params)
	docker compose exec bot python scripts/backtest_rsi2_connors.py --days 365

backtest-rsi2-strict:  ## 🎯 #3 RSI-2 strict (entry<5 + dump≥-1.5% + volume×1.5)
	docker compose exec bot python scripts/backtest_rsi2_connors.py --days 365 --rsi-entry 5 --require-dump -1.5 --require-volume 1.5

backtest-rsi2-loose:  ## 🎯 #3 RSI-2 loose (entry<10, без доп. фильтров)
	docker compose exec bot python scripts/backtest_rsi2_connors.py --days 365 --rsi-entry 10

backtest-rsi2-730d:  ## 🎯 #3 RSI-2 на 730d полная история
	docker compose exec bot python scripts/backtest_rsi2_connors.py --days 730

backtest-rsi2-favorable:  ## 🎯 #3 RSI-2 с favorable R:R (TP+2.5/SL-1.5/24h)
	docker compose exec bot python scripts/backtest_rsi2_connors.py --days 365 --tp 2.5 --sl 1.5 --time-stop 24

backtest-rsi2-strict-favorable:  ## 🎯 #3 RSI-2 strict + favorable R:R (главный тест)
	docker compose exec bot python scripts/backtest_rsi2_connors.py --days 365 --rsi-entry 5 --require-dump -1.5 --require-volume 1.5 --tp 2.5 --sl 1.5 --time-stop 24

backtest-regime-stops:  ## 🌊 #2 A/B: regime-adaptive TP/SL vs fixed (365d, reversal)
	docker compose exec bot python scripts/backtest_regime_stops.py --days 365 --reversal-mode --disable-btc-stopper

backtest-regime-stops-730d:  ## 🌊 #2 regime-adaptive на 730d (полные эпохи)
	docker compose exec bot python scripts/backtest_regime_stops.py --days 730 --reversal-mode --disable-btc-stopper

backtest-regime-stops-trend:  ## 🌊 #2 regime-adaptive на trend-стратегии (без --reversal-mode)
	docker compose exec bot python scripts/backtest_regime_stops.py --days 365

backtest-funding-filter:  ## 💸 #5 Funding cohort analysis (требует backfill-funding)
	docker compose exec bot python scripts/backtest_funding_filter.py --days 365

backtest-funding-filter-730d:  ## 💸 #5 Funding cohort на 730d
	docker compose exec bot python scripts/backtest_funding_filter.py --days 730

# Walk-forward validation для best candidates перед production
walkforward-improvements:  ## 🚶 Walk-forward Vol-Sizing trend + Regime-Adaptive B3 (450d × 5 окон)
	docker compose exec bot python scripts/walk_forward_improvements.py --target both --days 450 --window-days 90

walkforward-vol-sizing:  ## 🚶 Walk-forward только Vol-Sizing на trend
	docker compose exec bot python scripts/walk_forward_improvements.py --target vol-sizing --days 450 --window-days 90

walkforward-regime-stops:  ## 🚶 Walk-forward только Regime-Adaptive на B3 reversal
	docker compose exec bot python scripts/walk_forward_improvements.py --target regime-stops --days 450 --window-days 90

walkforward-improvements-730d:  ## 🚶 Walk-forward на 720d × 8 окон по 90d (более robust)
	docker compose exec bot python scripts/walk_forward_improvements.py --target both --days 720 --window-days 90

# v1.18.20 — Inverse Funding Arb (negative funding на small-caps)
backtest-funding-arb-negative:  ## ⚖️ Phase D Variant K: inverse funding arb (LONG perp при negative funding)
	docker compose exec bot python scripts/backtest_funding_arb_negative.py --days 365 --entry -0.05

backtest-funding-arb-negative-aggressive:  ## ⚖️ Inverse funding arb агрессивный (entry -0.02%, чаще)
	docker compose exec bot python scripts/backtest_funding_arb_negative.py --days 365 --entry -0.02 --exit -0.005

backtest-funding-arb-negative-extreme:  ## ⚖️ Inverse funding arb extreme only (entry -0.10%)
	docker compose exec bot python scripts/backtest_funding_arb_negative.py --days 365 --entry -0.10 --tp 7.0

# v1.18.19 — Bootstrap + DSR validation для replay results
# v1.18.19.1: используем bash -c чтобы glob expand-ился внутри контейнера
bootstrap-latest:  ## 🎲 Bootstrap+DSR на последний replay-30d JSON (validation edge)
	@LATEST=$$(docker compose exec -T bot bash -c 'ls -t /app/data/replay/replay-30d_*.json 2>/dev/null | head -1' | tr -d '\r'); \
	if [ -z "$$LATEST" ]; then \
	  echo "❌ Нет replay-30d JSON. Доступные файлы:"; \
	  docker compose exec -T bot ls /app/data/replay/ 2>/dev/null | head -20; \
	  exit 1; \
	fi; \
	echo "📁 Анализирую: $$LATEST"; \
	docker compose exec bot python scripts/bootstrap_validation.py "$$LATEST"

bootstrap:  ## 🎲 Bootstrap+DSR validation (укажи FILE=path/to/replay.json)
	@if [ -z "$(FILE)" ]; then echo "Usage: make bootstrap FILE=data/replay/replay-30d_XXX.json"; exit 1; fi
	docker compose exec bot python scripts/bootstrap_validation.py $(FILE)

lint:  ## Проверить код (ruff)
	docker compose exec bot ruff check bot/

format:  ## Отформатировать код (ruff)
	docker compose exec bot ruff format bot/
	docker compose exec bot ruff check --fix bot/

# =====================================================
# ОПАСНОЕ
# =====================================================

clean:  ## УДАЛИТЬ все контейнеры И volumes (данные пропадут!)
	@echo "$(RED)⚠️  Это удалит все данные: БД, Redis, логи!$(NC)"
	@echo "$(RED)Нажми Enter для подтверждения, Ctrl+C для отмены.$(NC)"
	@read _
	docker compose down -v
	rm -rf logs/*
	@echo "$(YELLOW)Готово. Для старта с нуля: make build && make start && make migrate$(NC)"

kill-switch:  ## АВАРИЙНАЯ ОСТАНОВКА: cancel ордеров + закрытие всех позиций по market
	@echo "$(RED)🚨 KILL SWITCH — отменяю ордера и закрываю позиции$(NC)"
	docker compose exec bot python scripts/kill_switch.py --reason "manual_cli"
	@echo "$(YELLOW)Бот ПРОДОЛЖАЕТ работать в режиме мониторинга.$(NC)"
	@echo "$(YELLOW)Чтобы возобновить торговлю: make kill-switch-reset$(NC)"