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Add feature-aware maker learning

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Theodore Song
2026-08-23 08:20:14 -04:00
parent 53141d9071
commit 2d210ffb93
6 changed files with 88 additions and 36 deletions
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scripts/run-autonomous-cycle.mjs
+3 -1
View File
@@ -91,7 +91,9 @@ function compactMakerOutcome(row) {
if (!row || typeof row !== "object") return row;
return {
quote_id: row.quote_id, market_id: row.market_id, event_key: row.event_key, category: row.category,
spread: row.spread, spread_band: row.spread_band, reward_yield_band: row.reward_yield_band, status: row.status,
spread: row.spread, spread_band: row.spread_band, reward_yield_band: row.reward_yield_band,
price_balance_band: row.price_balance_band, day_move_band: row.day_move_band, margin_band: row.margin_band,
competition_band: row.competition_band, status: row.status,
pnl: row.pnl, shadow_only: row.shadow_only, deployed_capital: row.deployed_capital, reserved_capital: row.reserved_capital,
completed_at: row.completed_at, strategy_version: row.strategy_version, maker_strategy_version: row.maker_strategy_version,
};
scripts/test-autonomous-runtime.mjs
+9 -4
View File
@@ -16,13 +16,13 @@ const settlementCalibrationAudit = JSON.parse(fs.readFileSync(new URL("../resear
const sportsEvaluator = fs.readFileSync(new URL("./evaluate-sports-favorites.mjs", import.meta.url), "utf8");
const build = Number(index.match(/const BUILD_VERSION = (\d+);/)?.[1]);
assert.equal(build, 127);
assert.equal(build, 128);
assert.equal(vercelConfig.git?.deploymentEnabled?.["runtime-state"], false);
assert.equal(settlementCalibrationAudit.requested_markets, 5000);
assert.equal(settlementCalibrationAudit.train_passed, 0);
assert.equal(settlementCalibrationAudit.validation_selected, 0);
assert.equal(settlementCalibrationAudit.holdout_passed, 0);
assert.match(index, /Adaptive strategy 65 · expanded executable search · build 127/);
assert.match(index, /Adaptive strategy 65 · feature-aware maker research · build 128/);
assert.deepEqual([...ALLOWED_RUNTIME_KEYS].sort(), ["pma_agents_v2", "pma_suggestions_v5"]);
assert.match(index, /function collectPublicRuntimeItems\(\)/);
assert.match(index, /const PUBLIC_RUNTIME_KEYS=Object\.freeze\(\[AGENTS_KEY,SUG_KEY\]\)/);
@@ -72,7 +72,7 @@ assert.match(api, /Buffer\.from\(file\.content/);
assert.match(api, /searchParams\.set\("runtime", `\$\{Date\.now\(\)\}/);
assert.match(workflow, /cron: "2,7,12,17,22,27,32,37,42,47,52,57 \* \* \* \*"/);
assert.match(workflow, /contents: write/);
assert.match(workflow, /EXPECTED_BUILD: "127"/);
assert.match(workflow, /EXPECTED_BUILD: "128"/);
assert.equal((workflow.match(/if: always\(\)/g) || []).length, 2);
assert.match(routingReleaseWorkflow, /name: Release expanded executable search after Vercel quota reset/);
assert.match(routingReleaseWorkflow, /BUNDLE_DEPTH_CANDIDATE_LIMIT=200/);
@@ -265,7 +265,8 @@ for (const [index, portfolio] of Object.values(transportState.agents).entries())
portfolio.positions = [{ market_id: `position-${index}`, value: 1000 }];
portfolio.history = Array.from({ length: 80 }, (_, row) => ({ date: "2026-08-22", action: "WATCH", question: "q".repeat(180), detail: "d".repeat(500 + row) }));
portfolio.snapshots = Array.from({ length: 240 }, (_, row) => ({ timestamp: new Date(1_700_000_000_000 + row * 300_000).toISOString(), equity: 10000 + row }));
portfolio.maker_outcomes = Array.from({ length: 45 }, (_, row) => ({ quote_id: `${index}-${row}`, pnl: row / 100 }));
portfolio.maker_outcomes = Array.from({ length: 45 }, (_, row) => ({ quote_id: `${index}-${row}`, pnl: row / 100,
price_balance_band: "balanced", day_move_band: "calm", margin_band: "thick", competition_band: "high" }));
}
transportState.signal_ledger = {
pending: Array.from({ length: 50 }, (_, index) => ({ key: `pending-${index}`, event_key: `event-${index}` })),
@@ -287,6 +288,10 @@ assert.equal(transportedState.agents.value.snapshots.length, 96);
assert.equal(transportedState.agents.value.snapshots[0].timestamp, transportState.agents.value.snapshots[0].timestamp);
assert.equal(transportedState.agents.value.snapshots.at(-1).timestamp, transportState.agents.value.snapshots.at(-1).timestamp);
assert.equal(transportedState.agents.value.maker_outcomes.length, 30);
assert.equal(transportedState.agents.value.maker_outcomes[0].price_balance_band, "balanced");
assert.equal(transportedState.agents.value.maker_outcomes[0].day_move_band, "calm");
assert.equal(transportedState.agents.value.maker_outcomes[0].margin_band, "thick");
assert.equal(transportedState.agents.value.maker_outcomes[0].competition_band, "high");
assert.equal(JSON.parse(transportOutput.items.pma_suggestions_v5).suggestions.length, 300);
assert.equal(transportOutput.summary.signal_ledger.pending_retained, 50);
assert.equal(transportOutput.summary.signal_ledger.outcomes_retained, 144);