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Ignore tiny runners in agent overlap limits

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Theodore Song
2026-08-18 08:41:01 -04:00
parent dc9199a433
commit 9fea16988c
2 changed files with 14 additions and 6 deletions
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README.md
+2
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@@ -31,6 +31,8 @@ Engine v36 treats each binary stake as capable of falling to zero even when the
aggressive positions at 3%-5%, with lower limits for near-term, extreme-price, aggressive positions at 3%-5%, with lower limits for near-term, extreme-price,
reversal, and fast-moving setups. Oversized positions inherited from older reversal, and fast-moving setups. Oversized positions inherited from older
engines are reduced to the same loss budget during live marking. engines are reduced to the same loss budget during live marking.
The two-agent overlap guard counts only positions worth at least 1.25% of an
agent's equity, so tiny profit-lock runners do not block a new material trade.
A separate walk-forward ledger records each trade-ready signal before its future A separate walk-forward ledger records each trade-ready signal before its future
price is known, grades it at least 12 hours later, and combines that broad market price is known, grades it at least 12 hours later, and combines that broad market
index.html
+12 -6
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@@ -1967,6 +1967,7 @@ function peerMarketStats(st,selfId){
const p=st.agents&&st.agents[a.id]; if(!p)return; const p=st.agents&&st.agents[a.id]; if(!p)return;
const ret=(equity(p)/Math.max(p.starting_balance||STARTING_BALANCE,1)-1)*100; const ret=(equity(p)/Math.max(p.starting_balance||STARTING_BALANCE,1)-1)*100;
(p.positions||[]).forEach(pos=>{ (p.positions||[]).forEach(pos=>{
if(!isMaterialPosition(p,pos))return;
const id=pos.market_id||pos.asset; if(!id)return; const id=pos.market_id||pos.asset; if(!id)return;
const key=`${id}:${pos.side}`; const key=`${id}:${pos.side}`;
const opp=`${id}:${pos.side==="YES"?"NO":"YES"}`; const opp=`${id}:${pos.side==="YES"?"NO":"YES"}`;
@@ -1991,15 +1992,17 @@ function peerAdjustedSuggestion(s,peer){
if(m.opposite&&m.oppositePnl>50){boost-=Math.min(12,4+m.opposite*2);peerNote=`peer warning: opposite-side holders are winning`;} if(m.opposite&&m.oppositePnl>50){boost-=Math.min(12,4+m.opposite*2);peerNote=`peer warning: opposite-side holders are winning`;}
return Object.assign({},s,{peer_boost:boost,peer_note:peerNote,peer_conviction:+(Number(s.conviction||0)+boost).toFixed(1)}); return Object.assign({},s,{peer_boost:boost,peer_note:peerNote,peer_conviction:+(Number(s.conviction||0)+boost).toFixed(1)});
} }
function addPortfolioMarketsToSet(set,p){ function materialPositionThreshold(p){return Math.max(50,equity(p)*0.0125);}
(p&&p.positions||[]).forEach(pos=>{const id=pos.market_id||pos.asset;if(id)set.add(String(id));}); function isMaterialPosition(p,pos){return Number(pos&&((pos.value!=null)?pos.value:Number(pos.shares||0)*Number(pos.current_price||0)))>=materialPositionThreshold(p);}
function addPortfolioMarketsToSet(set,p,{materialOnly=false}={}){
(p&&p.positions||[]).forEach(pos=>{const id=pos.market_id||pos.asset;if(id&&(!materialOnly||isMaterialPosition(p,pos)))set.add(String(id));});
return set; return set;
} }
function occupiedStrategyMarkets(st,selfId=null){ function occupiedStrategyMarkets(st,selfId=null){
const ids=new Set(); const ids=new Set();
AGENTS.filter(a=>a.kind==="strategy").forEach(a=>{ AGENTS.filter(a=>a.kind==="strategy").forEach(a=>{
if(a.id===selfId)return; if(a.id===selfId)return;
addPortfolioMarketsToSet(ids,st.agents&&st.agents[a.id]); addPortfolioMarketsToSet(ids,st.agents&&st.agents[a.id],{materialOnly:true});
}); });
return ids; return ids;
} }
@@ -2024,6 +2027,7 @@ function reduceStrategyOverlap(st){
AGENTS.filter(a=>a.kind==="strategy").forEach(cfg=>{ AGENTS.filter(a=>a.kind==="strategy").forEach(cfg=>{
const p=st.agents&&st.agents[cfg.id]; if(!p)return; const p=st.agents&&st.agents[cfg.id]; if(!p)return;
(p.positions||[]).forEach(pos=>{ (p.positions||[]).forEach(pos=>{
if(!isMaterialPosition(p,pos))return;
const id=pos.market_id||pos.asset; if(!id)return; const id=pos.market_id||pos.asset; if(!id)return;
if(!groups[id])groups[id]=[]; if(!groups[id])groups[id]=[];
groups[id].push({cfg,p,pos,score:overlapKeeperScore(pos,cfg)}); groups[id].push({cfg,p,pos,score:overlapKeeperScore(pos,cfg)});
@@ -4058,7 +4062,7 @@ window.PMA_ENGINE_DIAGNOSTICS=Object.freeze({
boundedStakeForRisk, boundedStakeForRisk,
offlineCachePolicy, offlineCachePolicy,
gainStopTargets:(entry)=>GAIN_STOP_TIERS.map(t=>gainStopTarget({entry_price:Number(entry),cost:1,shares:1,gain_stops:{}},t)), gainStopTargets:(entry)=>GAIN_STOP_TIERS.map(t=>gainStopTarget({entry_price:Number(entry),cost:1,shares:1,gain_stops:{}},t)),
rules:Object.freeze({minimumPolicyHoldHours:MIN_POLICY_HOLD_HOURS,exitConfirmationHours:EXIT_CONFIRM_HOURS,maxAgentOverlap:2,stopLossPct:18, rules:Object.freeze({minimumPolicyHoldHours:MIN_POLICY_HOLD_HOURS,exitConfirmationHours:EXIT_CONFIRM_HOURS,maxAgentOverlap:2,materialOverlapPct:1.25,stopLossPct:18,
coreTradeLossPct:MAX_CORE_TRADE_LOSS_PCT*100,aggressiveTradeLossPct:MAX_AGGRESSIVE_TRADE_LOSS_PCT*100, coreTradeLossPct:MAX_CORE_TRADE_LOSS_PCT*100,aggressiveTradeLossPct:MAX_AGGRESSIVE_TRADE_LOSS_PCT*100,
coreGapTradeLossPct:MAX_CORE_GAP_TRADE_LOSS_PCT*100,aggressiveGapTradeLossPct:MAX_AGGRESSIVE_GAP_TRADE_LOSS_PCT*100, coreGapTradeLossPct:MAX_CORE_GAP_TRADE_LOSS_PCT*100,aggressiveGapTradeLossPct:MAX_AGGRESSIVE_GAP_TRADE_LOSS_PCT*100,
offlineEntryMaxAgeMinutes:OFFLINE_ENTRY_MAX_AGE_MS/60000,offlineCacheMaxAgeHours:OFFLINE_CACHE_MAX_AGE_MS/3600000,explorationPct:15}), offlineEntryMaxAgeMinutes:OFFLINE_ENTRY_MAX_AGE_MS/60000,offlineCacheMaxAgeHours:OFFLINE_CACHE_MAX_AGE_MS/3600000,explorationPct:15}),
@@ -4117,9 +4121,11 @@ function runEngineSelfTest(){
riskBook.positions=[riskPos]; riskBook.positions=[riskPos];
normalizeLegacyPositionRisk(riskBook,riskPos,riskCfg,market({id:"risk-test",yes_price:0.5,no_price:0.5,days_to_resolution:5,price_change_1d:0.06})); normalizeLegacyPositionRisk(riskBook,riskPos,riskCfg,market({id:"risk-test",yes_price:0.5,no_price:0.5,days_to_resolution:5,price_change_1d:0.06}));
const mock={agents:{}};AGENTS.forEach(a=>mock.agents[a.id]=defaultPortfolio()); const mock={agents:{}};AGENTS.forEach(a=>mock.agents[a.id]=defaultPortfolio());
["value","momentum","favorite"].forEach((id,i)=>mock.agents[id].positions.push({market_id:"overlap-test",question:"Overlap test",side:"YES",shares:100,current_price:0.5,entry_price:0.5,cost:50,value:50,unrealized_pnl:0,conviction:70-i,opened_at:hoursAgo(24)})); ["value","momentum","favorite"].forEach((id,i)=>mock.agents[id].positions.push({market_id:"overlap-test",question:"Overlap test",side:"YES",shares:1000,current_price:0.5,entry_price:0.5,cost:500,value:500,unrealized_pnl:0,conviction:70-i,opened_at:hoursAgo(24)}));
reduceStrategyOverlap(mock); reduceStrategyOverlap(mock);
const overlapRemaining=AGENTS.reduce((sum,a)=>sum+mock.agents[a.id].positions.filter(p=>p.market_id==="overlap-test").length,0); const overlapRemaining=AGENTS.reduce((sum,a)=>sum+mock.agents[a.id].positions.filter(p=>p.market_id==="overlap-test").length,0);
mock.agents.tailalpha.positions.push({market_id:"runner-test",question:"Runner test",side:"YES",shares:100,current_price:0.5,entry_price:0.5,cost:50,value:50,unrealized_pnl:0,conviction:70,opened_at:hoursAgo(24)});
const immaterialRunnerDoesNotBlock=!occupiedStrategyMarkets(mock).has("runner-test");
return {version:SUGGESTION_ENGINE_VERSION, return {version:SUGGESTION_ENGINE_VERSION,
trend:{ready:trend.trade_ready,quality:trend.quality,side:trend.side,margin:trend.net_edge}, trend:{ready:trend.trade_ready,quality:trend.quality,side:trend.side,margin:trend.net_edge},
noSignal:{ready:noSignal.trade_ready,quality:noSignal.quality,signal:noSignal.signal_type,margin:noSignal.net_edge}, noSignal:{ready:noSignal.trade_ready,quality:noSignal.quality,signal:noSignal.signal_type,margin:noSignal.net_edge},
@@ -4134,7 +4140,7 @@ function runEngineSelfTest(){
legacyNormalizedValue:riskPos.value,equityPreserved:+equity(riskBook).toFixed(2),capsBinaryGap:aggressiveGapBudget===0.03&&riskPos.value<=300.01}, legacyNormalizedValue:riskPos.value,equityPreserved:+equity(riskBook).toFixed(2),capsBinaryGap:aggressiveGapBudget===0.03&&riskPos.value<=300.01},
offline:{fresh:offlineCachePolicy(30*60000),staleEntry:offlineCachePolicy(3*3600000),expired:offlineCachePolicy(25*3600000)}, offline:{fresh:offlineCachePolicy(30*60000),staleEntry:offlineCachePolicy(3*3600000),expired:offlineCachePolicy(25*3600000)},
exits:{youngConflict:exitReason(young,fresh,conflict,AGENTS[0]),matureConflict:exitReason(mature,fresh,conflict,AGENTS[0]),trailing:trailingProfitReason(trailing)}, exits:{youngConflict:exitReason(young,fresh,conflict,AGENTS[0]),matureConflict:exitReason(mature,fresh,conflict,AGENTS[0]),trailing:trailingProfitReason(trailing)},
overlapRemaining,rules:window.PMA_ENGINE_DIAGNOSTICS.rules}; overlapRemaining,immaterialRunnerDoesNotBlock,rules:window.PMA_ENGINE_DIAGNOSTICS.rules};
} }
if(new URLSearchParams(location.search).get("engine_test")==="1"){ if(new URLSearchParams(location.search).get("engine_test")==="1"){
const output=document.createElement("output");output.id="engineSelfTest";output.hidden=true;output.textContent=JSON.stringify(runEngineSelfTest());document.body.appendChild(output); const output=document.createElement("output");output.id="engineSelfTest";output.hidden=true;output.textContent=JSON.stringify(runEngineSelfTest());document.body.appendChild(output);