Add feature-aware maker learning

This commit is contained in:
Theodore Song
2026-08-23 08:20:14 -04:00
parent 53141d9071
commit 2d210ffb93
6 changed files with 88 additions and 36 deletions
+14 -7
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@@ -23,7 +23,7 @@ Offline cycles can apply calibration already earned from live observations, but
the evidence ledger is read-only: cached prices cannot grade pending signals,
expire horizons, or create new observations.
Build 127 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
Build 128 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
The mutable snapshot stays on the dedicated `runtime-state` branch, which is
explicitly excluded from Vercel Git deployments through
`git.deploymentEnabled`. This prevents high-frequency state commits from
@@ -70,7 +70,7 @@ Polymarket event key. Related Ethereum or Bitcoin contracts cannot create
several simultaneous copies of one move, and outcomes from the same underlying
three-hour shock window count as one learner event.
Each Build 127 cycle also scans the 1,000 most-active Polymarket events for
Each Build 128 cycle also scans the 1,000 most-active Polymarket events for
complete negative-risk bundles and logically nested threshold or deadline
pairs, plus same-market YES/NO complements whose equal shares have a fixed
$1 redemption value. Polymarket's documented complete-set merge converts equal
@@ -131,7 +131,7 @@ The Suggestions view stores scan, depth, fee, actionable, and closest
executable-margin counts so an empty lane is evidence rather than an ambiguous
failure.
Build 127 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
Build 128 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
the market's Gamma fee schedule at both the entry and future checkpoint, plus a
separate half-cent round-trip slippage allowance. Fee-free markets pay only the
slippage allowance; an unavailable fee schedule gets a conservative four-cent
@@ -164,7 +164,7 @@ target fell to -44.14% in validation and remained negative in holdout, so it
cannot authorize capital. The reproducible result is stored in
`research/settlement-calibration-exact-fee-5000-audit.json`.
Build 127 retains Build 100's retirement of the old 3-6 day resolution-window
Build 128 retains Build 100's retirement of the old 3-6 day resolution-window
capital permission. That audit clustered confidence by event but still averaged
several correlated contracts inside each event, while production could choose
only one. The corrected replay chooses the highest-volume eligible contract per event and
@@ -284,7 +284,7 @@ evidence proves an edge.
Run `npm run evaluate:sports-favorites` for the retired pregame favorite audit.
Its 12-hour, 60%-75% cohort had positive point estimates but did not establish a
reliable confidence bound, so Build 127 no longer allocates capital to that rule.
reliable confidence bound, so Build 128 no longer allocates capital to that rule.
Strategy 65 also tracks the exact-fee settlement calibration's three-day Sports
NO cohort as a zero-capital forward lane. The corrected 5,000-market run
@@ -344,14 +344,21 @@ passed the chronological path screen at 25% of the present reward estimate, but
both did so without an adverse historical touch; this prioritizes shadow
research and does not authorize capital.
Maker research version 3 lets all ten agents split distinct zero-capital shadow
Maker research version 4 lets all ten agents split distinct zero-capital shadow
quote pairs selected by the shared reward-book audit. Token histories are fetched
in batches, so the learner no longer silently ignores quotes after the first ten
markets. A live cycle must still verify each touch from public CLOB price history
or a current book cross. After the first one-sided touch, the shadow engine now
buys the complement only when the current executable ask locks a positive margin
after modeled cost; otherwise it grades an immediate executable exit. It no
longer waits with adverse one-sided shadow inventory.
longer waits with adverse one-sided shadow inventory. Build 128 records seven
reproducible setup cohorts for every completed observation: category, spread,
reward yield, quote-price balance, recent movement, paired locked margin, and
visible competition. Shadow selection adds a bounded novelty score so the ten
agents rotate toward under-sampled configurations instead of repeatedly measuring
one dominant setup. A mature losing cohort vetoes risk; promotion would require
every matching cohort to clear its independent-event confidence and locked-fill
requirements, as well as a separately approved chronological backtest.
The August 21 expanded audit loaded both token histories for all 500 requested
markets, formed 7,335 observations, and tested 6,048 wait and immediate-hedge