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Diversify verified bundle search by event

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Theodore Song
2026-08-22 08:22:47 -04:00
parent a6c9fc1a14
commit 7ae2d6bdfc
5 changed files with 74 additions and 10 deletions
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scripts/evaluate-adaptive.mjs
+7 -5
View File
@@ -103,7 +103,7 @@ function observations(market, points) {
}
if (!complete) continue;
const future = {};
for (const hours of [24, 72]) {
for (const hours of [6, 24, 72]) {
const next = atOrAfter(points, current.t + hours * HOUR);
if (next && next.t - (current.t + hours * HOUR) <= 3 * HOUR) future[hours] = next.p;
}
@@ -203,11 +203,13 @@ function evaluateHorizon(horizon) {
}
const compact = (stats) => Object.fromEntries(Object.entries(stats).map(([key, value]) => [key, Number.isFinite(value) ? +value.toFixed(5) : value]));
const horizons = [24, 72].map(evaluateHorizon).map((result) => ({ ...result,
const horizons = [6, 24, 72].map(evaluateHorizon).map((result) => ({ ...result,
candidates: result.candidates.map((candidate) => ({ rule: candidate.rule, passesHoldout: candidate.passesHoldout,
train: compact(candidate.train), validation: compact(candidate.validation), test: compact(candidate.test) })) }));
const passedByHorizon = horizons.map((result) => new Set(result.candidates.filter((candidate) => candidate.passesHoldout).map((candidate) => candidate.rule.id)));
const durableRuleIds = [...passedByHorizon[0]].filter((id) => passedByHorizon[1].has(id));
const passedByHorizon = Object.fromEntries(horizons.map((result) => [result.horizon,
new Set(result.candidates.filter((candidate) => candidate.passesHoldout).map((candidate) => candidate.rule.id))]));
const probationRuleIds = [...passedByHorizon[6]];
const durableRuleIds = [...passedByHorizon[24]].filter((id) => passedByHorizon[72].has(id));
console.log(JSON.stringify({ generatedAt: new Date().toISOString(), requestedMarkets: MARKET_LIMIT, fetchedMarkets: markets.length,
historiesWithData: histories.filter((result) => result && !result.error && result.points).length,
@@ -215,4 +217,4 @@ console.log(JSON.stringify({ generatedAt: new Date().toISOString(), requestedMar
methodology: { costCents: COST * 100, observationSpacingHours: 12, split: "60% train / 20% validation / 20% untouched holdout",
clusterUnit: "Polymarket event", candidateRules: rules.length,
promotionGate: "positive event-clustered 90% lower bound with minimum support in train, validation, and holdout" },
durableRuleIds, horizons }, null, 2));
probationRuleIds, durableRuleIds, horizons }, null, 2));
scripts/test-autonomous-runtime.mjs
+8
View File
@@ -8,6 +8,7 @@ const workflow = fs.readFileSync(new URL("../.github/workflows/autonomous-cycle.
const runner = fs.readFileSync(new URL("./run-autonomous-cycle.mjs", import.meta.url), "utf8");
const resolutionAudit = JSON.parse(fs.readFileSync(new URL("../research/resolution-week-no-audit.json", import.meta.url), "utf8"));
const sportsContestAudit = JSON.parse(fs.readFileSync(new URL("../research/sports-contest-no-exploration-audit.json", import.meta.url), "utf8"));
const adaptiveAudit = JSON.parse(fs.readFileSync(new URL("../research/adaptive-strategy-64-audit.json", import.meta.url), "utf8"));
const build = Number(index.match(/const BUILD_VERSION = (\d+);/)?.[1]);
assert.equal(build, 121);
@@ -79,6 +80,8 @@ assert.match(index, /const BUNDLE_MAX_VERIFIED_NOTIONAL=400;/);
assert.match(index, /const BUNDLE_EVENT_CAP_PCT=0\.12;/);
assert.match(index, /const BUNDLE_MIN_DAILY_RETURN=0\.0002;/);
assert.match(index, /function compareBundleOpportunities\(a,b\)/);
assert.match(index, /function prioritizeIndependentBundles\(candidates,limit=Infinity\)/);
assert.match(index, /prioritizesIndependentEventsBeforeAlternates:/);
assert.match(index, /function bundleEventExposure\(portfolio,eventKey\)/);
assert.match(index, /prioritizesReturnPerLockedDay:/);
assert.match(index, /capsUnderlyingEventExposure:/);
@@ -108,6 +111,11 @@ assert.ok(sportsContestAudit.corrected_5000_market_result.validation.lower_95 <
assert.equal(sportsContestAudit.production_constraints.initial_position_pct, 0.5);
assert.equal(sportsContestAudit.production_constraints.total_lane_cap_pct, 3);
assert.equal(sportsContestAudit.production_constraints.exact_entry_fee_required, true);
assert.equal(adaptiveAudit.strategy, 64);
assert.equal(adaptiveAudit.fetched_markets, 500);
assert.deepEqual(adaptiveAudit.probation_rule_ids, []);
assert.deepEqual(adaptiveAudit.durable_rule_ids, []);
assert.ok(adaptiveAudit.horizons.every((row) => row.validation_selected === 0 && row.holdout_passed === 0));
assert.match(index, /function sportsContestKey\(m\)/);
assert.match(index, /function sportsContestNoSuggestions\(markets\)/);
assert.match(index, /const SPORTS_FAVORITE_MAX_NEW_PER_CYCLE=1;/);