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https://github.com/theodore-song/polymarket-analyst.git
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Quarantine losing signals and add bundle arbitrage
This commit is contained in:
Theodore Song
@@ -15,12 +15,12 @@ https://polymarket-site-eta.vercel.app/personal.html
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The site fetches live Polymarket markets, generates agent suggestions, lets you
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run frequent paper cycles, and syncs the shared arena state through Neon or
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Vercel Blob. Build 55 also installs an offline app shell and caches timestamped
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Vercel Blob. Build 56 also installs an offline app shell and caches timestamped
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market snapshots. During an outage, cycles continue locally; cached entries are
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allowed for 90 minutes, older snapshots become mark-only, and all cached data
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expires after 24 hours.
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Build 55 ranks the competition by each agent's return since Strategy 49 began.
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Build 56 ranks the competition by each agent's return since Strategy 50 began.
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Historical replay equity remains visible for context, but it no longer makes an
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agent look like the current leader when the live adaptive strategy is losing.
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@@ -31,7 +31,7 @@ The learner shrinks small samples toward neutral, caps sizing changes to
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15% of candidates for deterministic exploration so a stale regime cannot become
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permanent.
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Strategy 49 treats each binary stake as capable of falling to zero even when the
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Strategy 50 treats each binary stake as capable of falling to zero even when the
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18% stop cannot fill. New core positions are capped at 2.5%-4% of equity and
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aggressive positions at 3%-5%, with lower limits for near-term, extreme-price,
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reversal, and fast-moving setups. Oversized positions inherited from older
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@@ -57,9 +57,9 @@ Run `npm run evaluate:signals` to test the price-signal rules against one month
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of hourly Polymarket history. The evaluator forms signals only from prior
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one-hour, one-day, and one-week prices, marks them 6, 12, 24, and 72 hours later,
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applies a conservative half-cent cost estimate, and reports a chronological
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70/30 split plus three consecutive time segments. Results are also clustered by
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market so repeated observations from one contract cannot masquerade as broad
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evidence. Set `EVAL_MARKETS`, `EVAL_CONCURRENCY`, `EVAL_HORIZONS`, or
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70/30 split plus three consecutive time segments. Results are clustered by
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Polymarket event so repeated observations and correlated outcome contracts cannot
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masquerade as broad evidence. Set `EVAL_MARKETS`, `EVAL_CONCURRENCY`, `EVAL_HORIZONS`, or
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`EVAL_COST_CENTS` to change the audit. Set `EVAL_SUMMARY=1` for the compact,
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decision-focused report.
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@@ -69,7 +69,7 @@ negative in all three chronological segments. Reversals averaged -3.69%, with a
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market-clustered 90% interval entirely below zero. Crypto and Sports were also
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negative but covered only three and five markets. The 24-hour cohort improved to
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-0.82% row mean and +1.31% market mean, with no rule robustly negative across all
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segments. Strategy 49 therefore keeps reversal entries observation-only until
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segments. Strategy 50 therefore keeps reversal entries observation-only until
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their recent signal and quality cohorts independently earn promotion, retains
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their signals for paper grading, and evaluates adaptation at 24 hours.
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@@ -78,32 +78,43 @@ markets with no failures and produced 3,597 net-of-cost 24-hour outcomes across
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142 markets. No tested follow or fade rule was robustly positive. Crypto trends
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averaged -3.83% per observation and -3.99% per market; Sports trends averaged
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-5.44% and -6.61%. Both stayed negative in every chronological segment and their
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market-clustered 90% intervals were entirely below zero. Strategy 49 therefore
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market-clustered 90% intervals were entirely below zero. Strategy 50 therefore
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keeps Crypto and Sports trends observation-only while continuing to grade them.
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The August 18 event-clustered rerun loaded 499 of 500 active markets and produced
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3,894 twelve-hour observations across 156 markets and 102 independent events.
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The broad mean was -1.14%, the event mean was -1.11%, and the event-clustered
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90% interval stayed below zero. No tested category, side, price band, signal
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strength, or combined feature cohort was robustly positive. Broad trends,
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YES trends, favorite trends, strong trends, and hour-confirmed trends were all
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robustly negative. Strategy 50 therefore makes every directional trend or
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reversal observation-only until its own signal, side, and category cohorts each
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earn positive promotion from recent independent events. This is a strategy reset,
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so current adaptive returns begin from the portfolio equity at migration.
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A corrected 200-market audit paged through 197 markets with usable history and
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1,912 twelve-hour outcomes. Reversals remained negative in every chronological
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segment and averaged -4.13%. Sports trends were negative in train and test and
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averaged -3.53% at 72 hours. Politics trends were the sole cohort with positive
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row-level returns in all three 72-hour segments, but its market-cluster interval
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still crossed zero; that supports a longer hold test, not a larger entry bet.
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Strategy 49 gives Politics trend positions that 72-hour observation window before
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Strategy 50 gives previously opened Politics trend positions that 72-hour observation window before
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ordinary signal exits. Stops, profit locks, settlement handling, and risk-budget
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reductions remain immediate.
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Strategy 49 also subtracts a half-cent round-trip cost when grading each live
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Strategy 50 also subtracts a half-cent round-trip cost when grading each live
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walk-forward signal. Confidence uses the largest independent matching bucket,
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not the sum of five overlapping feature buckets, and evidence from older engine
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versions is down-weighted. This prevents a handful of duplicated observations
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from authorizing larger positions or hiding a modest negative regime.
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Strategy 49 adds uncertainty-aware promotion and demotion. A matching setup must
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Strategy 50 adds uncertainty-aware promotion and demotion. A matching setup must
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accumulate at least eight effective observations and agree across at least two
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feature views before repeatable positive evidence can increase size or repeatable
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negative evidence can block a new entry. Mixed evidence stays close to neutral
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instead of being mistaken for an edge.
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Build 55 enforces the documented offline boundary end to end. Cached snapshots
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Build 56 enforces the documented offline boundary end to end. Cached snapshots
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under 90 minutes old may continue paper execution. Older snapshots remain usable
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for valuation and chart snapshots for up to 24 hours, but cannot trigger entries,
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stop-losses, gain-stops, risk rebalances, settlements, or policy exits. Network
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@@ -116,12 +127,12 @@ adaptive baselines, pending signal grades, and trade evidence remain in one stra
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lineage until the actual entry, sizing, or exit logic changes. Legacy build 40 and 41
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records are migrated into the same strategy lineage without losing evidence.
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Build 55 independently refreshes markets for matured pending signals that have
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Build 56 independently refreshes markets for matured pending signals that have
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left the current top-500 activity scan. Unavailable markets remain queued for a
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bounded retry window. This prevents activity-rank survivorship from deciding
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which wins and losses reach the adaptive calibration ledger.
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Strategy 49 coordinates high-risk exploration globally. Near-term, extreme-price,
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Strategy 50 coordinates high-risk exploration globally. Near-term, extreme-price,
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and other gap-prone positions may be held materially by only one agent, while
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ordinary independently confirmed markets retain the two-agent cap. The robustly
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negative Sports- and Crypto-trend cohorts cannot enter through exploration.
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@@ -140,10 +151,16 @@ cohort robust. Environment variables beginning with
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Run `npm run evaluate:neg-risk` to scan complete active negative-risk events for
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whole-event YES or NO bundles using executable best asks/bids, per-leg costs, and
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a minimum-liquidity requirement. The 500-event audit found 33 complete liquid
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negative-risk events and zero positive worst-case bundle returns after costs.
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Midpoint price sums sometimes looked attractive, but executable spreads removed
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the apparent edge, so Strategy 49 does not pretend those snapshots are arbitrage.
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a minimum-liquidity requirement. An earlier 500-event audit found 33 complete
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liquid negative-risk events and zero positive worst-case bundle returns after
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costs. Midpoint price sums sometimes looked attractive, but executable spreads
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removed the apparent edge. The August 18 rerun found 35 eligible events and one
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three-leg NO bundle with a 0.25%
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modeled margin after estimated costs. Strategy 50 can paper-trade such a bundle
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only from live executable prices, opens every leg together, and holds the hedge
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intact until settlement. It also requires at least a 0.15% modeled net return so
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large bundles cannot tie up capital for a negligible absolute edge. Cached bundle
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prices are never allowed to open positions.
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The expanded event-clustered run loaded history for 498 of the 500 highest-volume
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resolved markets with no fetch failures. No side, price band, category, trend,
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@@ -154,19 +171,19 @@ static settlement-direction boost from this audit.
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The earlier 200-resolved-market audit found short-dated NO entries strongly
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negative, but the 500-market rerun did not reproduce that loss in its newer test
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segment. Strategy 49 therefore treats the result as a provisional prior instead
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segment. Strategy 50 therefore treats the result as a provisional prior instead
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of a permanent ban: NO entries with 21 days or less remain observation-only until
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the recent walk-forward calibration promotes their matching side and duration
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cohorts. Exact numeric-range contracts are excluded from new entries because a
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settlement jump can pass directly through an 18% stop; the live audit found that
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this failure mode caused the largest latest-day loss.
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Strategy 49 also excludes path-dependent barriers such as "reach $66,000," "hit
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Strategy 50 also excludes path-dependent barriers such as "reach $66,000," "hit
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$90," and "dip to $62,000." These contracts can resolve abruptly as soon as the
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barrier is touched, so a later hourly stop cannot reliably cap the loss. Fixed-date
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level questions such as "above $66,000 on August 23" remain eligible.
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Strategy 49 clusters live walk-forward observations by Polymarket event before
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Strategy 50 clusters live walk-forward observations by Polymarket event before
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calculating confidence. Multiple six-hour snapshots and correlated outcome
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markets from the same event are averaged into one effective outcome, so one
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election or tournament cannot promote or demote an entire feature cohort.
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+185
-31
@@ -341,7 +341,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
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<nav class="topnav">
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<div class="brand">
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<div class="logo">🏆</div>
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<div><div class="brand-name">Polymarket Arena</div><div class="brand-sub">10 agents · 5 core + 5 aggressive</div><div class="build-badge">Adaptive strategy 49 · build 55</div></div>
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<div><div class="brand-name">Polymarket Arena</div><div class="brand-sub">10 agents · 5 core + 5 aggressive</div><div class="build-badge">Adaptive strategy 50 · build 56</div></div>
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</div>
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<div class="tabs" id="tabs">
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<button class="tab" data-tab="overview">Overview</button>
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@@ -363,7 +363,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
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<div class="personal-banner" id="personalBanner">
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<b>Personal research mode.</b> This copy is for your own analysis, paper tracking, and manual trade research only. It does not pool money, onboard investors, custody funds, bypass eligibility rules, or place orders without your manual approval.
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</div>
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<div class="live-build-banner"><b>Build 55 active:</b> the competition is ranked by current adaptive-strategy return rather than legacy replay equity. Event-clustered evidence, protected signal grading, and transaction conservation tests remain active. This remains paper trading; profits are not guaranteed.</div>
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<div class="live-build-banner"><b>Build 56 active:</b> unproven directional signals train the event-clustered learner without risking cash. Cohorts can trade only after independent positive promotion. Live-priced complete negative-risk bundles may trade when their worst-case payout remains positive after estimated costs; cached bundle prices never open positions. This remains paper trading; profits are not guaranteed.</div>
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<!-- ============ OVERVIEW ============ -->
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<section class="tabpanel" data-tab="overview">
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@@ -745,7 +745,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color
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</section>
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<footer>
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Build 55 · Adaptive strategy 49 · Paper trading only · Live prices from Polymarket's public Gamma API · Not financial advice ·
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Build 56 · Adaptive strategy 50 · Paper trading only · Live prices from Polymarket's public Gamma API · Not financial advice ·
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<a class="market-link" href="https://github.com/theodore-song/polymarket-analyst" target="_blank" rel="noopener">Source on GitHub</a>
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</footer>
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</div>
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@@ -774,9 +774,9 @@ const POLITICS_TREND_MIN_HOLD_HOURS = 72;
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const EXIT_CONFIRM_HOURS = 6;
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const AGENTS_KEY = "pma_agents_v2";
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const SUG_KEY = "pma_suggestions_v5";
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const BUILD_VERSION = 55;
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const SUGGESTION_ENGINE_VERSION = 49;
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const PREVIOUS_STRATEGY_VERSION = 48;
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const BUILD_VERSION = 56;
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const SUGGESTION_ENGINE_VERSION = 50;
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const PREVIOUS_STRATEGY_VERSION = 49;
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const LEGACY_BUILD_STRATEGY_LINEAGE = Object.freeze({40:40,41:40});
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function normalizedStrategyVersion(value){
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const version=Number(value||0);
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@@ -861,7 +861,7 @@ async function refreshTradeEmailStatus(){
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Five core and five aggressive strategies share the same live suggestion pool. */
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const AGENTS = [
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{id:"value", name:"Value Hunter", emoji:"🎯", color:"#7c8cff", kind:"strategy",
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blurb:"Looks for the strongest confirmed movement that remains after liquidity friction, chase penalties, and evidence checks. It requires agreement across independent time windows and sizes positions moderately so one bad read does not dominate the portfolio.",
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blurb:"Scans complete negative-risk events for executable multi-leg pricing gaps whose worst-case payout remains positive after estimated costs. Directional ideas stay observation-only until their own category, side, and signal cohorts earn adaptive promotion.",
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rank:(s)=>[...s].sort((a,b)=>(Math.abs(b.net_edge||b.edge||0)*120+b.conviction+Number(b.evidence_score||0)*18)-(Math.abs(a.net_edge||a.edge||0)*120+a.conviction+Number(a.evidence_score||0)*18)),
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maxNew:4, maxFrac:0.055, minConv:58, kelly:0.24, targetExposure:0.62, drawdownExposure:0.42},
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{id:"momentum", name:"Momentum Chaser", emoji:"🚀", color:"#34d399", kind:"strategy",
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@@ -990,7 +990,7 @@ function normalizeMarket(raw,{allowClosed=false}={}){
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const events=raw.events||[]; const ev=events.length?events[0]:{};
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const tags=Array.isArray(raw.tags)?raw.tags:[];
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return {category:classifyCategory(tags),tags:tags.map(t=>t.label).filter(Boolean).slice(0,4),
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id:String(raw.id),question:(raw.question||"").trim(),event:(ev.title||"").trim(),
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id:String(raw.id),question:(raw.question||"").trim(),event:(ev.title||"").trim(),event_id:String(ev.id||raw.eventId||""),
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clob_token_ids:parseJsonField(raw.clobTokenIds).map(String),
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yes_price:+yes.toFixed(4),no_price:+prices[1].toFixed(4),
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volume:toNum(raw.volumeNum||raw.volume),volume_24hr:toNum(raw.volume24hr),volume_1wk:toNum(raw.volume1wk),
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@@ -1038,6 +1038,47 @@ async function fetchMarketPrice(id){
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try{const r=await fetchWithTimeout(`${GAMMA}/markets/${id}`,{},PRICE_REQUEST_TIMEOUT_MS);if(!r.ok)return null;return normalizeMarket(await r.json(),{allowClosed:true});}
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catch(e){return null;}
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}
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function negativeRiskBundleSuggestion(event){
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if(!event||!event.negRisk||event.enableNegRisk===false)return null;
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const rawLegs=Array.isArray(event.markets)?event.markets:[];
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if(rawLegs.length<2||rawLegs.some(m=>m.closed||m.active===false||m.acceptingOrders===false))return null;
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const eventTags=Array.isArray(event.tags)?event.tags:[],category=classifyCategory(eventTags);
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const legs=rawLegs.map(raw=>{
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const prices=parseJsonField(raw.outcomePrices).map(toNum),tokens=parseJsonField(raw.clobTokenIds).map(String);
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const yesBid=toNum(raw.bestBid,NaN),noMid=prices[1],liquidity=toNum(raw.liquidityNum||raw.liquidity);
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const entry=Number.isFinite(yesBid)?1-yesBid+SIGNAL_ROUND_TRIP_COST:NaN;
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return {market_id:String(raw.id||""),question:(raw.question||"").trim(),token_id:tokens[1]||null,
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entry_price:+entry.toFixed(4),current_price:+Number(noMid).toFixed(4),liquidity,url:event.slug?`https://polymarket.com/event/${event.slug}`:""};
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});
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if(legs.some(leg=>!leg.market_id||!Number.isFinite(leg.entry_price)||!Number.isFinite(leg.current_price)
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||leg.entry_price<=0||leg.entry_price>=1||leg.liquidity<NEG_RISK_MIN_LIQUIDITY))return null;
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const cost=legs.reduce((sum,leg)=>sum+leg.entry_price,0),payout=legs.length-1,profit=payout-cost,netReturn=cost>0?profit/cost:0;
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if(!(profit>=NEG_RISK_MIN_NET_PROFIT)||!(netReturn>=NEG_RISK_MIN_NET_RETURN))return null;
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const minLiquidity=Math.min(...legs.map(leg=>leg.liquidity));
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return {market_id:`bundle:${event.id}`,bundle_id:`bundle:${event.id}`,question:`Complete NO bundle: ${event.title||"multi-outcome event"}`,
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event:event.title||"",url:event.slug?`https://polymarket.com/event/${event.slug}`:"",category,tags:eventTags.map(t=>t.label).filter(Boolean).slice(0,4),
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side:"NO",entry_price:+(cost/legs.length).toFixed(4),yes_price:+(1-cost/legs.length).toFixed(4),no_price:+(cost/legs.length).toFixed(4),
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fair_value:+(payout/legs.length).toFixed(4),edge:+netReturn.toFixed(4),net_edge:+netReturn.toFixed(4),friction:+(SIGNAL_ROUND_TRIP_COST*legs.length).toFixed(4),chase_penalty:0,
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evidence_score:1,evidence_source_count:0,quality:"bundle-arb",conviction:+clamp(78+netReturn*1200,78,96).toFixed(1),
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volume:rawLegs.reduce((sum,m)=>sum+toNum(m.volumeNum||m.volume),0),volume_24hr:rawLegs.reduce((sum,m)=>sum+toNum(m.volume24hr),0),liquidity:minLiquidity,
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spread:Math.max(...rawLegs.map(m=>toNum(m.spread))),price_change_1h:0,price_change_1d:0,price_change_1w:0,momentum_strength:0,
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signal_strength:1,signal_confidence:1,signal_type:"bundle-arb",trade_ready:true,entry_candidate:true,audited_observation_only:false,
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adaptive_promotion:false,watch_only:false,jump_risk:false,requires_live:true,days_to_resolution:daysUntil(event.endDate),
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bundle_cost_per_unit:+cost.toFixed(4),bundle_payout_per_unit:payout,bundle_net_profit_per_unit:+profit.toFixed(4),bundle_legs:legs,
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drivers:["complete negative-risk event","executable bid/ask gap","positive margin after estimated costs"],
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rationale:`Complete bundle: buy every NO leg together for ${cost.toFixed(3)} per bundle unit against a ${payout.toFixed(2)} worst-case payout. The modeled margin is ${profit.toFixed(3)} (${(netReturn*100).toFixed(2)}%) after ${(SIGNAL_ROUND_TRIP_COST*100).toFixed(1)}c estimated cost per leg. This requires live prices and must stay intact until settlement.`};
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}
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async function fetchNegativeRiskBundles(limit=NEG_RISK_EVENT_SCAN_LIMIT){
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const events=[],pageSize=100;
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for(let offset=0;offset<limit;offset+=pageSize){
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const size=Math.min(pageSize,limit-offset),params=new URLSearchParams({active:"true",closed:"false",archived:"false",limit:String(size),offset:String(offset),order:"volume24hr",ascending:"false"});
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const response=await fetchWithTimeout(`${GAMMA}/events?${params}`);
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if(!response.ok)throw new Error(`Polymarket event API ${response.status}`);
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const page=await response.json();if(!Array.isArray(page)||!page.length)break;
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events.push(...page);if(page.length<size)break;
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}
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return events.map(negativeRiskBundleSuggestion).filter(Boolean).sort((a,b)=>b.net_edge-a.net_edge).slice(0,20);
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}
|
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|
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/* ---------- Analysis engine ---------- */
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const W={LIQ:0.24,MOM:0.18,SIGNAL:0.38,TIME:0.20};
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@@ -1075,6 +1116,10 @@ const SUGGESTION_PER_CATEGORY=180;
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const VISIBLE_SUGGESTIONS=900;
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const REAL_WORLD_SIGNAL_LIMIT=120;
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const SIGNAL_ROUND_TRIP_COST=0.005;
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const NEG_RISK_EVENT_SCAN_LIMIT=500;
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const NEG_RISK_MIN_LIQUIDITY=1000;
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const NEG_RISK_MIN_NET_PROFIT=0.003;
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const NEG_RISK_MIN_NET_RETURN=0.0015;
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const clamp=(x,a,b)=>Math.max(a,Math.min(b,x));
|
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function liquiditySignal(m){const vol=Math.min(1,Math.log10(m.volume+1)/6.0);const liq=Math.min(1,Math.log10(m.liquidity+1)/5.3);return 0.6*vol+0.4*liq;}
|
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function momentumSignal(m){const da=m.volume_1wk?m.volume_1wk/7:0;if(da<=0)return m.volume_24hr>0?0.3:0;return clamp((m.volume_24hr/da-0.5)/2.0,0,1);}
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@@ -1197,7 +1242,8 @@ function effectiveEntryEdge(s){
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||||
}
|
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function isGapProneTrade(s={}){
|
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const days=Number(s.days_to_resolution),entry=Number(s.entry_price),dayMove=Math.abs(Number(s.price_change_1d||0));
|
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return (Number.isFinite(days)&&days<=14)||(Number.isFinite(entry)&&(entry<=0.22||entry>=0.80))
|
||||
const hasDays=s.days_to_resolution!=null&&s.days_to_resolution!==""&&Number.isFinite(days);
|
||||
return (hasDays&&days<=14)||(Number.isFinite(entry)&&(entry<=0.22||entry>=0.80))
|
||||
||dayMove>=0.045||s.signal_type==="reversal"||Boolean(s.jump_risk);
|
||||
}
|
||||
function maxAgentOverlapForTrade(s={}){return (isGapProneTrade(s)||(s.category||"Other")==="Crypto")?1:2;}
|
||||
@@ -1236,7 +1282,7 @@ function analyzeMarket(m,realWorldSignals={}){
|
||||
const trendTradeReady=!strictTradeReady&&!catalystTradeReady&&!reversalTradeReady&&!liquidityTradeReady&&commonReady&&signal.type==="trend"
|
||||
&&absNet>=Math.max(MIN_TREND_EDGE,policy.minEdge)&&signal.confidence>=0.60&&evidence.score>=policy.minEvidence;
|
||||
const entryCandidate=strictTradeReady||catalystTradeReady||reversalTradeReady||liquidityTradeReady||trendTradeReady;
|
||||
const auditedObservationOnly=signal.type==="reversal"||(signal.type==="trend"&&["Sports","Crypto"].includes(m.category));
|
||||
const auditedObservationOnly=["trend","reversal"].includes(signal.type);
|
||||
const tradeReady=!auditedObservationOnly&&entryCandidate;
|
||||
const quality=signal.type==="reversal"?"reversal":(strictTradeReady?"confirmed":(catalystTradeReady?"catalyst":(liquidityTradeReady?"liquid-trend":(trendTradeReady?"trend":"watch"))));
|
||||
const side=signal.side||((Number(m.price_change_1d||0)>=0)?"YES":"NO");
|
||||
@@ -1244,8 +1290,9 @@ function analyzeMarket(m,realWorldSignals={}){
|
||||
let rationale;
|
||||
if(jumpRisk){rationale="Watch only: this market can jump directly to settlement before an hourly stop can protect the position, so agents will not buy it.";}
|
||||
else if(signal.type==="reversal"){rationale=`Observation only: the hourly move opposes the one-day direction, but independent audits found this reversal rule lost after costs. The signal will be graded without risking portfolio cash.`;}
|
||||
else if(signal.type==="trend"&&m.category==="Crypto"){rationale="Observation only: the 500-market walk-forward audit found Crypto trends lost after costs at both 24 and 72 hours. This signal keeps training the ledger without risking portfolio cash.";}
|
||||
else if(signal.type==="trend"&&m.category==="Sports"){rationale="Observation only: the 500-market walk-forward audit found Sports trends lost after costs at 24 hours across every chronological segment. This signal keeps training the ledger without risking portfolio cash.";}
|
||||
else if(signal.type==="trend"&&m.category==="Crypto"){rationale="Observation only: the event-clustered 500-market walk-forward audit found Crypto trends unreliable after costs. This signal keeps training the ledger without risking portfolio cash.";}
|
||||
else if(signal.type==="trend"&&m.category==="Sports"){rationale="Observation only: the event-clustered 500-market walk-forward audit found Sports trends lost after costs across every chronological segment. This signal keeps training the ledger without risking portfolio cash.";}
|
||||
else if(signal.type==="trend"){rationale=`Observation only: the event-clustered 500-market audit found the broad trend family lost after costs. This ${side} ${m.category} cohort must independently promote before agents can risk cash.`;}
|
||||
else if(strictTradeReady){rationale=`Confirmed setup: ${side} has ${Math.round(signal.strength*100)} signal strength across independent time windows and a ${(absNet*100).toFixed(1)}c signal margin after friction and category uncertainty.`;}
|
||||
else if(catalystTradeReady){rationale=`Catalyst-confirmed setup: ${side} price action agrees across the required windows, recent outside coverage exists, and ${(absNet*100).toFixed(1)}c of estimated movement remains after friction. News coverage confirms activity, not direction.`;}
|
||||
else if(reversalTradeReady){rationale=`Confirmed reversal: the one-day move is reversing in the hourly window with adequate liquidity and a ${(absNet*100).toFixed(1)}c post-friction signal margin.`;}
|
||||
@@ -1404,6 +1451,8 @@ function compactSuggestionForSync(s){
|
||||
signal_strength:s.signal_strength,signal_confidence:s.signal_confidence,signal_type:s.signal_type,
|
||||
trade_ready:s.trade_ready,entry_candidate:s.entry_candidate,audited_observation_only:s.audited_observation_only,
|
||||
adaptive_promotion:s.adaptive_promotion,watch_only:s.watch_only,jump_risk:s.jump_risk,
|
||||
requires_live:s.requires_live,bundle_id:s.bundle_id,bundle_cost_per_unit:s.bundle_cost_per_unit,
|
||||
bundle_payout_per_unit:s.bundle_payout_per_unit,bundle_net_profit_per_unit:s.bundle_net_profit_per_unit,bundle_legs:s.bundle_legs,
|
||||
days_to_resolution:s.days_to_resolution,drivers:s.drivers,rationale:s.rationale,
|
||||
};
|
||||
}
|
||||
@@ -1434,7 +1483,7 @@ function saveState(st){localStorage.setItem(AGENTS_KEY,JSON.stringify(compactAge
|
||||
function loadSuggestions(){try{const s=localStorage.getItem(SUG_KEY);return s?JSON.parse(s):{date:null,suggestions:[]};}catch(e){return {date:null,suggestions:[]};}}
|
||||
function saveSuggestions(sugs,marketCount=0,analyzedCount=null){const p={date:todayStr(),generated_at:nowIso(),engine_version:BUILD_VERSION,strategy_version:SUGGESTION_ENGINE_VERSION,market_count:marketCount,analyzed_count:analyzedCount==null?marketCount:analyzedCount,analysis_limit:MARKET_ANALYSIS_LIMIT,suggestion_cap:SUGGESTION_TOTAL,suggestions:sugs};const compact=compactSuggestionsForSync(p);localStorage.setItem(SUG_KEY,JSON.stringify(compact));return compact;}
|
||||
function compactCachedMarket(m){
|
||||
return {id:m.id,question:m.question,event:m.event,url:m.url,category:m.category,tags:m.tags,
|
||||
return {id:m.id,question:m.question,event:m.event,event_id:m.event_id,url:m.url,category:m.category,tags:m.tags,
|
||||
clob_token_ids:m.clob_token_ids,yes_price:m.yes_price,no_price:m.no_price,volume:m.volume,
|
||||
volume_24hr:m.volume_24hr,volume_1wk:m.volume_1wk,liquidity:m.liquidity,spread:m.spread,
|
||||
best_bid:m.best_bid,best_ask:m.best_ask,price_change_1h:m.price_change_1h,
|
||||
@@ -1462,6 +1511,10 @@ function offlineCachePolicy(ageMs){
|
||||
return {usable,entriesAllowed:executionAllowed,exitsAllowed:executionAllowed,
|
||||
markOnly:usable&&!executionAllowed};
|
||||
}
|
||||
function prepareCycleSuggestions(suggestions,runMode,entriesAllowed){
|
||||
return (suggestions||[]).map(s=>(entriesAllowed&&(runMode==="live"||!s.requires_live))
|
||||
?s:Object.assign({},s,{trade_ready:false,entry_candidate:false,watch_only:true}));
|
||||
}
|
||||
function collectSyncItems(){const items={};SYNC_KEYS.forEach(k=>{const v=localStorage.getItem(k);if(v!=null)items[k]=v;});return compactSyncItems(items);}
|
||||
function applySyncItems(items){
|
||||
if(!items||typeof items!=="object")return false;
|
||||
@@ -1799,10 +1852,12 @@ function stableExploration(agentId,marketId){
|
||||
return Boolean(owner&&owner.id===agentId);
|
||||
}
|
||||
function historicalOpportunityPrior(s){
|
||||
const rows=[];
|
||||
const rows=[],resolutionDays=Number(s.days_to_resolution),hasResolution=s.days_to_resolution!=null&&s.days_to_resolution!==""&&Number.isFinite(resolutionDays);
|
||||
if((s.signal_type||"")==="trend")rows.push({feature:"broad-trend",score:-0.0123,samples:3239,blocked:true,requiresPromotion:true,
|
||||
requiredPromotionFeatures:["signal:trend",`side:${s.side||"unknown"}`,`category:${s.category||"Other"}`]});
|
||||
if((s.signal_type||"")==="reversal")rows.push({feature:"reversal",score:-0.0369,samples:207,blocked:true,requiresPromotion:true,
|
||||
requiredPromotionFeatures:["signal:reversal","quality:reversal"]});
|
||||
if((s.side||"")==="NO"&&Number(s.days_to_resolution)<=21)rows.push({feature:"short-no",score:-0.3733,samples:64,blocked:true,requiresPromotion:true,
|
||||
if((s.side||"")==="NO"&&hasResolution&&resolutionDays<=21)rows.push({feature:"short-no",score:-0.3733,samples:64,blocked:true,requiresPromotion:true,
|
||||
requiredPromotionFeatures:["side:NO","duration:short"]});
|
||||
if((s.signal_type||"")==="trend"&&(s.category||"Other")==="Sports")rows.push({feature:"sports-trend",score:-0.0544,samples:307,blocked:true,hardBlocked:true});
|
||||
if((s.signal_type||"")==="trend"&&(s.category||"Other")==="Crypto")rows.push({feature:"crypto-trend",score:-0.0383,samples:341,blocked:true,hardBlocked:true});
|
||||
@@ -2142,6 +2197,13 @@ function markToMarket(p,priceMap,cfg=null,{policyExits=false,executeTrades=true}
|
||||
pos.peak_price=+Math.max(Number(pos.peak_price||pos.entry_price||price),price).toFixed(4);
|
||||
if(executeTrades)delete pos.price_status;else pos.price_status="cached-mark-only";
|
||||
if(!executeTrades){stillOpen.push(pos);continue;}
|
||||
if(pos.requires_complete_bundle){
|
||||
if(fresh.closed||fresh.accepting_orders===false){closePosition(p,pos,"Complete bundle leg settled","CLOSE");continue;}
|
||||
stillOpen.push(pos);continue;
|
||||
}
|
||||
if(policyExits&&normalizedStrategyVersion(pos.strategy_version)<SUGGESTION_ENGINE_VERSION&&["trend","reversal"].includes(pos.signal_type||"")){
|
||||
closePosition(p,pos,`Strategy ${SUGGESTION_ENGINE_VERSION} retired this unproven directional setup`,"EXIT");continue;
|
||||
}
|
||||
for(const stopTier of triggeredStopLosses(pos))scaleStopLossPosition(p,pos,stopTier);
|
||||
if(pos._closedByStop){delete pos._closedByStop;continue;}
|
||||
for(const gainTier of triggeredGainStops(pos))takeProfitPosition(p,pos,gainTier);
|
||||
@@ -2243,6 +2305,7 @@ function reduceStrategyOverlap(st){
|
||||
function agentAcceptsSuggestion(cfg,s){
|
||||
const quality=s.quality||"watch",edge=effectiveEntryEdge(s),evidence=Number(s.evidence_score||0);
|
||||
if(quality==="watch")return false;
|
||||
if(quality==="bundle-arb")return cfg.id==="value";
|
||||
if(cfg.id==="value")return ["confirmed","liquid-trend"].includes(quality)&&edge>=MIN_SELECTIVE_ENTRY_EDGE
|
||||
&&Number(s.entry_price||0)>=0.20&&Number(s.entry_price||0)<=0.80;
|
||||
if(cfg.id==="momentum")return ["confirmed","trend","liquid-trend","catalyst"].includes(quality)
|
||||
@@ -2266,6 +2329,32 @@ function agentAcceptsSuggestion(cfg,s){
|
||||
&&edge>=MIN_ENTRY_EDGE&&Number(s.conviction||0)>=72&&Number(s.signal_confidence||0)>=0.66&&evidence>=0.52;
|
||||
return quality==="confirmed"&&edge>=MIN_ENTRY_EDGE;
|
||||
}
|
||||
function openNegativeRiskBundle(p,cfg,s,stake,decision){
|
||||
const legs=Array.isArray(s.bundle_legs)?s.bundle_legs:[],unitCost=Number(s.bundle_cost_per_unit);
|
||||
if(legs.length<2||!(unitCost>0)||!(Number(s.bundle_net_profit_per_unit)>0))return null;
|
||||
const units=+(Math.max(0,stake)/unitCost).toFixed(2);if(units<=0)return null;
|
||||
const openedAt=cycleIso(),positions=legs.map(leg=>{
|
||||
const entry=Number(leg.entry_price),current=Number(leg.current_price),cost=+(units*entry).toFixed(2);
|
||||
return {market_id:String(leg.market_id),question:leg.question,side:"NO",shares:units,token_id:leg.token_id||null,
|
||||
entry_price:+entry.toFixed(4),current_price:+current.toFixed(4),cost,value:+(units*current).toFixed(2),
|
||||
original_shares:units,original_cost:cost,unrealized_pnl:+(units*current-cost).toFixed(2),conviction:s.conviction,peer_conviction:s.conviction,
|
||||
category:s.category,opened_at:openedAt,url:leg.url||s.url||"",peer_note:"",entry_reason:s.rationale||"",net_edge:s.net_edge,evidence_score:1,evidence_source_count:0,
|
||||
friction:s.friction,chase_penalty:0,quality:"bundle-arb",strategy_version:SUGGESTION_ENGINE_VERSION,build_version:BUILD_VERSION,
|
||||
momentum_strength:0,signal_strength:1,signal_confidence:1,signal_type:"bundle-arb",price_change_1d:0,price_change_1w:0,
|
||||
days_to_resolution:s.days_to_resolution,jump_risk:false,bundle_id:s.bundle_id,bundle_name:s.event||s.question,bundle_leg_count:legs.length,
|
||||
bundle_payout_per_unit:s.bundle_payout_per_unit,bundle_net_profit_per_unit:s.bundle_net_profit_per_unit,requires_complete_bundle:true,
|
||||
learning_score:0,learning_confidence:0,market_learning_score:0,market_learning_confidence:0,learning_state:"priced-bundle",market_learning_state:"priced-bundle",
|
||||
historical_prior_score:0,historical_prior_confidence:0,historical_prior_features:[],historical_requires_promotion:false,
|
||||
learning_multiplier:1,learning_exploration:false,risk_budget_pct:+(tradeLossBudgetPct(cfg,s)*100).toFixed(2),
|
||||
peak_price:+current.toFixed(4),gain_stops:{},stop_losses:{}};
|
||||
});
|
||||
const totalCost=+positions.reduce((sum,pos)=>sum+pos.cost,0).toFixed(2);
|
||||
if(totalCost>p.cash||totalCost<50)return null;
|
||||
p.cash=+(p.cash-totalCost).toFixed(2);p.positions.push(...positions);
|
||||
p.history.push({date:logDay(),action:"OPEN",question:s.question,side:"NO",
|
||||
detail:`${decision?decision.mode+" mode — ":""}Opened complete ${legs.length}-leg NO bundle for ${fmtUSD(totalCost)} · ${units} bundle units · modeled settlement profit ${fmtUSD(units*Number(s.bundle_net_profit_per_unit))} after estimated costs · live prices required`});
|
||||
return {cost:totalCost,marketIds:positions.map(pos=>pos.market_id)};
|
||||
}
|
||||
function openPositions(p,cfg,rankedSugs,focus,decision,avoidMarketIds,peerStats=null){
|
||||
const d=decision||{minConv:Math.max(cfg.minConv||0,cfg.aggressive?60:64),maxNew:Math.min(cfg.maxNew||4,cfg.aggressive?4:3),maxFrac:Math.min(cfg.maxFrac||0.05,cfg.aggressive?0.07:0.045),reserve:cfg.aggressive?0.10:0.18,targetExposure:cfg.targetExposure??(cfg.aggressive?0.75:0.62),minExposure:0};
|
||||
const learningProfile=d.learning||buildAdaptiveProfile(p);
|
||||
@@ -2279,7 +2368,7 @@ function openPositions(p,cfg,rankedSugs,focus,decision,avoidMarketIds,peerStats=
|
||||
const minExposure=0,belowFloor=false;
|
||||
const tradeReadyCount=rankedSugs.filter(s=>s.trade_ready).length;
|
||||
const entryCandidateCount=rankedSugs.filter(s=>s.trade_ready||s.entry_candidate).length;
|
||||
const strategyMatches=rankedSugs.filter(s=>(s.trade_ready||s.entry_candidate)&&agentAcceptsSuggestion(cfg,s));
|
||||
const strategyMatches=rankedSugs.filter(s=>s.trade_ready&&agentAcceptsSuggestion(cfg,s));
|
||||
const strategyCount=strategyMatches.length;
|
||||
if((p.positions||[]).length>=maxPositions||d.maxNew<=0){
|
||||
p.lastDecision=Object.assign({},d,{currentExposure:+currentExposure.toFixed(3),targetExposure:+targetExposure.toFixed(3),minExposure:+minExposure.toFixed(3),tradeReadyCount,entryCandidateCount,strategyCandidates:strategyCount,eligibleCandidates:0,opened:0,
|
||||
@@ -2300,6 +2389,12 @@ function openPositions(p,cfg,rankedSugs,focus,decision,avoidMarketIds,peerStats=
|
||||
learning_multiplier:learning.multiplier,learning_exploration:learning.exploration,learning_allowed:learning.allowed});
|
||||
}).filter(s=>{
|
||||
if(!s.learning_allowed)return reject(s.learning_block_reason==="historical"?"historical_prior":"learning");
|
||||
if(s.quality==="bundle-arb"){
|
||||
if(!Array.isArray(s.bundle_legs)||s.bundle_legs.length<2||!(Number(s.bundle_net_profit_per_unit)>0))return reject("bundle_integrity");
|
||||
if((p.positions||[]).length+s.bundle_legs.length>maxPositions)return reject("portfolio_limit");
|
||||
if((p.positions||[]).some(pos=>pos.bundle_id===s.bundle_id))return reject("already_held");
|
||||
return true;
|
||||
}
|
||||
if(s.side!=="YES"&&s.side!=="NO")return reject("direction");
|
||||
if((cfg.aggressive?s.conviction:s.peer_conviction)<d.minConv||s.conviction<58)return reject("confidence");
|
||||
if(s.entry_price<0.08||s.entry_price>0.92)return reject("price");
|
||||
@@ -2327,6 +2422,14 @@ function openPositions(p,cfg,rankedSugs,focus,decision,avoidMarketIds,peerStats=
|
||||
const exposureGap=Math.max(0,eq*targetExposure-positionValue);
|
||||
const investable=Math.min(p.cash-eq*d.reserve,exposureGap,cycleBudgetRemaining);
|
||||
if(investable<=50)break;
|
||||
if(s.quality==="bundle-arb"){
|
||||
const bundleStake=boundedStakeForRisk(eq,Math.min(eq*Math.min(d.maxFrac,0.04),investable),cfg,s);
|
||||
const bundle=openNegativeRiskBundle(p,cfg,s,bundleStake,decision);
|
||||
if(!bundle)continue;
|
||||
cycleBudgetRemaining=Math.max(0,cycleBudgetRemaining-bundle.cost);
|
||||
opened++;openedIds.push(String(s.bundle_id||s.market_id));
|
||||
continue;
|
||||
}
|
||||
let frac;
|
||||
if(probeQualities.includes(s.quality)){frac=Math.min(d.maxFrac,cfg.aggressive?0.05:0.025);}
|
||||
else if(cfg.flat){frac=d.maxFrac;}
|
||||
@@ -2488,17 +2591,20 @@ async function runDailyCycle(){
|
||||
return {suggestions:(loadSuggestions().suggestions||[]).length,skipped:true,hour};
|
||||
}
|
||||
SNAP_TS=nowIso();
|
||||
let markets=[],analysisMarkets=[],sugs=[],cache=loadMarketCache(),runMode="live",cacheAgeMs=0;
|
||||
let markets=[],analysisMarkets=[],sugs=[],bundleSugs=[],cache=loadMarketCache(),runMode="live",cacheAgeMs=0;
|
||||
try{
|
||||
setStatus("loading the 500 most active markets…",true);
|
||||
markets=await fetchMarkets(Math.ceil(ACTIVE_MARKET_FETCH_LIMIT/100),100,count=>setStatus(`loaded ${Math.min(count,ACTIVE_MARKET_FETCH_LIMIT).toLocaleString()} of 500 active markets…`,true));
|
||||
analysisMarkets=selectMarketsForAnalysis(markets);
|
||||
if(!analysisMarkets.length)throw new Error("No active markets returned");
|
||||
setStatus(`analyzing ${analysisMarkets.length.toLocaleString()} most-active markets…`,true);
|
||||
setStatus("checking complete live-priced event bundles…",true);
|
||||
try{bundleSugs=await fetchNegativeRiskBundles();}catch(e){bundleSugs=[];}
|
||||
setStatus("checking real-world context…",true);
|
||||
const realWorldSignals=await fetchRealWorldSignals(analysisMarkets);
|
||||
setStatus("analyzing expected value…",true);
|
||||
sugs=generateSuggestions(analysisMarkets,SUGGESTION_TOTAL,SUGGESTION_PER_CATEGORY,realWorldSignals);
|
||||
sugs=[...bundleSugs,...generateSuggestions(analysisMarkets,SUGGESTION_TOTAL,SUGGESTION_PER_CATEGORY,realWorldSignals)]
|
||||
.sort((a,b)=>(Number(b.quality==="bundle-arb")-Number(a.quality==="bundle-arb"))||(b.conviction-a.conviction)).slice(0,SUGGESTION_TOTAL);
|
||||
saveSuggestions(sugs,markets.length,analysisMarkets.length);
|
||||
}catch(networkError){
|
||||
cache=cache||loadMarketCache();
|
||||
@@ -2556,7 +2662,7 @@ async function runDailyCycle(){
|
||||
}
|
||||
if(executeTrades)reduceStrategyOverlap(st);
|
||||
const entriesAllowed=runMode==="live"||cachePolicy.entriesAllowed;
|
||||
const cycleSuggestions=entriesAllowed?sugs:sugs.map(s=>Object.assign({},s,{trade_ready:false,entry_candidate:false,watch_only:true}));
|
||||
const cycleSuggestions=prepareCycleSuggestions(sugs,runMode,entriesAllowed);
|
||||
const claimedMarkets=new Set();
|
||||
for(const cfg of strategyExecutionOrder(st)){
|
||||
const p=st.agents[cfg.id];
|
||||
@@ -2650,7 +2756,7 @@ function renderTopPicks(){
|
||||
if(!top.length){root.innerHTML=`<div class="empty">Run a cycle to see top picks.</div>`;return;}
|
||||
root.innerHTML=top.map(s=>`<div class="pos"><div>
|
||||
<div class="pq">${s.url?`<a class="market-title" href="${esc(s.url)}" target="_blank" rel="noopener">${esc(s.question.slice(0,58))}${s.question.length>58?"…":""}</a>`:`${esc(s.question.slice(0,58))}${s.question.length>58?"…":""}`}</div>
|
||||
<div class="sub"><span class="cat-badge" style="background:${catColor(s.category)}22;color:${catColor(s.category)}">${esc(s.category)}</span> BUY ${s.side} @ ${Math.round(s.entry_price*100)}¢</div>
|
||||
<div class="sub"><span class="cat-badge" style="background:${catColor(s.category)}22;color:${catColor(s.category)}">${esc(s.category)}</span> ${s.quality==="bundle-arb"?`COMPLETE ${s.bundle_legs.length}-LEG NO BUNDLE · ${(s.bundle_net_profit_per_unit*100).toFixed(1)}c modeled profit/unit`:`BUY ${s.side} @ ${Math.round(s.entry_price*100)}¢`}</div>
|
||||
</div><div class="right"><div style="font-family:'Space Grotesk';font-weight:700">${Math.round(s.conviction)}</div><div class="sub">conviction</div></div></div>`).join("");
|
||||
}
|
||||
function renderEmailAlerts(){
|
||||
@@ -2956,8 +3062,8 @@ function renderSuggestions(){
|
||||
const scanned=Number(data.market_count||0).toLocaleString();
|
||||
const analyzed=Number(data.analyzed_count||data.market_count||0).toLocaleString();
|
||||
$("focusNote").textContent=focus==="All"
|
||||
? `Loaded the ${scanned} most active markets, analyzed ${analyzed} by activity, liquidity, spread, and independent time-window confirmation, and kept ${all.length} ideas (${buyCount} BUY, ${watchCount} WATCH). Showing ${filtered.length}; BUY requires a confirmed non-Crypto, non-Sports trend or catalyst with positive margin after modeled friction. Reversals and audited losing cohorts remain WATCH while they train. Cash is retained when no setup qualifies. Avg evidence ${evAvg}.`
|
||||
: `Loaded the ${scanned} most active markets and analyzed ${analyzed}. Showing ${filtered.length} of ${pool.length} ${focus} ideas; agents can buy only independently confirmed setups that also fit their strategy and risk limits.`;
|
||||
? `Loaded the ${scanned} most active markets, analyzed ${analyzed}, and kept ${all.length} ideas (${buyCount} TRADE READY, ${watchCount} WATCH). Showing ${filtered.length}; directional signals remain WATCH until their own event-clustered cohorts earn positive promotion. Complete negative-risk bundles are trade ready only when live executable prices leave a positive worst-case margin after estimated costs. Cash is retained when neither condition is met. Avg evidence ${evAvg}.`
|
||||
: `Loaded the ${scanned} most active markets and analyzed ${analyzed}. Showing ${filtered.length} of ${pool.length} ${focus} ideas; directional entries require adaptive promotion and complete bundles require live positive executable margin.`;
|
||||
if(!filtered.length){root.innerHTML=`<div class="empty" style="grid-column:1/-1">No ${esc(focus)} suggestions in this live batch.</div>`;return;}
|
||||
root.innerHTML=filtered.map(s=>{
|
||||
const col=catColor(s.category);
|
||||
@@ -2968,7 +3074,7 @@ function renderSuggestions(){
|
||||
<div class="q">${s.url?`<a class="market-title" href="${esc(s.url)}" target="_blank" rel="noopener">${esc(s.question)}</a>`:esc(s.question)}</div>
|
||||
<div class="event">${esc(s.event||"")}</div>
|
||||
<div class="sug-row">
|
||||
<span class="pill ${s.side}">${s.trade_ready?"BUY":"WATCH"} ${s.side}</span>
|
||||
<span class="pill ${s.side}">${s.quality==="bundle-arb"?`COMPLETE ${s.bundle_legs.length}-LEG NO BUNDLE`:`${s.trade_ready?"BUY":"WATCH"} ${s.side}`}</span>
|
||||
<span class="muted small">${esc(String(s.quality||"watch").toUpperCase())}</span>
|
||||
<span class="muted small">@ ${Math.round(s.entry_price*100)}¢</span>
|
||||
<div class="conv-bar"><span style="width:${s.conviction}%"></span></div>
|
||||
@@ -2977,10 +3083,10 @@ function renderSuggestions(){
|
||||
<div class="rationale">${esc(s.rationale)}</div>
|
||||
<div class="drivers">${drivers}</div>
|
||||
<div class="metrics">
|
||||
<span>Signal margin <b>${((Math.abs(s.net_edge!=null?s.net_edge:s.edge))*100).toFixed(1)}c</b></span><span>Evidence <b>${Math.round((s.evidence_score||0)*100)}</b></span>
|
||||
<span>${s.quality==="bundle-arb"?`Modeled return <b>${(s.net_edge*100).toFixed(2)}%</b>`:`Signal margin <b>${((Math.abs(s.net_edge!=null?s.net_edge:s.edge))*100).toFixed(1)}c</b>`}</span><span>Evidence <b>${Math.round((s.evidence_score||0)*100)}</b></span>
|
||||
<span>Vol <b>${fmtUSD(s.volume)}</b></span><span>24h <b>${fmtUSD(s.volume_24hr)}</b></span><span>Resolves <b>${days}</b></span>
|
||||
${s.url?`<a class="market-link" href="${esc(s.url)}" target="_blank" rel="noopener">Open on Polymarket ↗</a>`:""}
|
||||
${PERSONAL_MODE?`<button class="btn ghost" data-stage-suggestion="${esc(s.market_id)}">Stage ticket</button>`:""}
|
||||
${PERSONAL_MODE&&s.quality!=="bundle-arb"?`<button class="btn ghost" data-stage-suggestion="${esc(s.market_id)}">Stage ticket</button>`:""}
|
||||
</div></div>`;
|
||||
}).join("");
|
||||
document.querySelectorAll("[data-stage-suggestion]").forEach(btn=>btn.onclick=()=>stageSuggestionTicket(btn.dataset.stageSuggestion));
|
||||
@@ -4330,6 +4436,7 @@ window.PMA_ENGINE_DIAGNOSTICS=Object.freeze({
|
||||
build_version:BUILD_VERSION,
|
||||
version:SUGGESTION_ENGINE_VERSION,
|
||||
analyzeMarket,
|
||||
negativeRiskBundleSuggestion,
|
||||
buildAdaptiveProfile,
|
||||
historicalOpportunityPrior,
|
||||
learnedOpportunity,
|
||||
@@ -4337,6 +4444,7 @@ window.PMA_ENGINE_DIAGNOSTICS=Object.freeze({
|
||||
boundedStakeForRisk,
|
||||
historicalPriceFeatures,
|
||||
offlineCachePolicy,
|
||||
prepareCycleSuggestions,
|
||||
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,politicsTrendHoldHours:POLITICS_TREND_MIN_HOLD_HOURS,exitConfirmationHours:EXIT_CONFIRM_HOURS,maxAgentOverlap:2,gapProneMaxAgentOverlap:1,globalExplorationOwner:true,materialOverlapPct:1.25,stopLossPct:18,
|
||||
coreTradeLossPct:MAX_CORE_TRADE_LOSS_PCT*100,aggressiveTradeLossPct:MAX_AGGRESSIVE_TRADE_LOSS_PCT*100,
|
||||
@@ -4347,7 +4455,9 @@ window.PMA_ENGINE_DIAGNOSTICS=Object.freeze({
|
||||
signalDueFetchLimit:SIGNAL_LEDGER_DUE_FETCH_LIMIT,survivorshipSafeSignalGrading:true,
|
||||
signalRoundTripCostCents:SIGNAL_ROUND_TRIP_COST*100,independentConfidence:true,eventClusteredCalibration:true,
|
||||
onePendingObservationPerMarketSide:true,oldestPendingEvidenceFirst:true,uncertaintyGatedCalibration:true,
|
||||
historicalPrior:"Sports and Crypto trends observation-only; reversal and short-dated NO require recent cohort promotion; exact ranges and path-dependent barriers excluded; longshots and YES sized down"}),
|
||||
directionalSignalsRequirePromotion:true,liveOnlyCompleteBundles:true,negativeRiskEventScanLimit:NEG_RISK_EVENT_SCAN_LIMIT,
|
||||
negativeRiskMinimumNetReturnPct:NEG_RISK_MIN_NET_RETURN*100,
|
||||
historicalPrior:"All directional trends and reversals require positive independent cohort promotion; Sports and Crypto trends remain excluded; exact ranges and path-dependent barriers are excluded; live-priced complete negative-risk bundles may trade when positive after estimated costs"}),
|
||||
});
|
||||
function runEngineSelfTest(){
|
||||
const market=(overrides={})=>Object.assign({
|
||||
@@ -4437,6 +4547,7 @@ function runEngineSelfTest(){
|
||||
const singleCalibration=calibratedOpportunity(calibrationCandidate,calibrationFromReturns([0.10]));
|
||||
const stablePositiveProfile=calibrationFromReturns(Array(24).fill(0.12));
|
||||
const stablePositiveCalibration=calibratedOpportunity(calibrationCandidate,stablePositiveProfile);
|
||||
const promotedTrendSuggestion=applyAdaptiveMarketPromotion(Object.assign({},trend,{entry_candidate:true}),stablePositiveProfile);
|
||||
const stableNegativeCalibration=calibratedOpportunity(calibrationCandidate,calibrationFromReturns(Array(24).fill(-0.12)));
|
||||
const noisyCalibration=calibratedOpportunity(calibrationCandidate,calibrationFromReturns(Array.from({length:24},(_,i)=>i%2?0.12:-0.12)));
|
||||
const promotedShortNoCandidate={market_id:"short-no-promoted",signal_type:"trend",quality:"confirmed",category:"Politics",side:"NO",entry_price:0.58,days_to_resolution:14};
|
||||
@@ -4492,6 +4603,36 @@ function runEngineSelfTest(){
|
||||
markToMarket(stopFixture.book,{[stopFixture.pos.market_id]:market({id:stopFixture.pos.market_id,yes_price:0.4,no_price:0.6})},AGENTS[0],{policyExits:true,executeTrades:true});
|
||||
const settlementFixture=accountingBook(1);
|
||||
markToMarket(settlementFixture.book,{[settlementFixture.pos.market_id]:market({id:settlementFixture.pos.market_id,yes_price:1,no_price:0,closed:true,accepting_orders:false})},AGENTS[0],{policyExits:true,executeTrades:true});
|
||||
const retiredFixture=accountingBook(0.45),retiredEquityBefore=equity(retiredFixture.book);
|
||||
retiredFixture.pos.strategy_version=PREVIOUS_STRATEGY_VERSION;
|
||||
markToMarket(retiredFixture.book,{[retiredFixture.pos.market_id]:market({id:retiredFixture.pos.market_id,yes_price:0.45,no_price:0.55})},AGENTS[0],{policyExits:true,executeTrades:true});
|
||||
const bundleSuggestion=negativeRiskBundleSuggestion({id:"bundle-test",title:"Three-way result",slug:"bundle-test",negRisk:true,enableNegRisk:true,tags:[{slug:"sports",label:"Sports"}],markets:[
|
||||
{id:"bundle-a",question:"A wins",outcomePrices:'["0.415","0.585"]',clobTokenIds:'["a-yes","a-no"]',bestBid:0.41,bestAsk:0.42,liquidityNum:30000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
|
||||
{id:"bundle-b",question:"B wins",outcomePrices:'["0.315","0.685"]',clobTokenIds:'["b-yes","b-no"]',bestBid:0.31,bestAsk:0.32,liquidityNum:28000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
|
||||
{id:"bundle-draw",question:"Draw",outcomePrices:'["0.305","0.695"]',clobTokenIds:'["d-yes","d-no"]',bestBid:0.30,bestAsk:0.31,liquidityNum:20000,volumeNum:100000,volume24hr:10000,acceptingOrders:true},
|
||||
]});
|
||||
const tinyReturnBundle=negativeRiskBundleSuggestion({id:"bundle-tiny",title:"Ten-way result",slug:"bundle-tiny",negRisk:true,enableNegRisk:true,markets:Array.from({length:10},(_,i)=>({
|
||||
id:`bundle-tiny-${i}`,question:`Outcome ${i+1}`,outcomePrices:'["0.1055","0.8945"]',clobTokenIds:`["tiny-${i}-yes","tiny-${i}-no"]`,
|
||||
bestBid:0.1055,bestAsk:0.1065,liquidityNum:30000,volumeNum:100000,volume24hr:10000,acceptingOrders:true,
|
||||
}))});
|
||||
const bundleBook=defaultPortfolio();
|
||||
const offlineBundleSuggestion=prepareCycleSuggestions([bundleSuggestion],"offline-cache",true)[0];
|
||||
openPositions(bundleBook,AGENTS.find(a=>a.id==="value"),[bundleSuggestion],"All",{
|
||||
minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(bundleBook),marketLearning:{samples:0,pending:0,buckets:{}},
|
||||
},new Set(),{});
|
||||
const bundleOpenedPositions=bundleBook.positions.length,bundleOpenDecision=JSON.parse(JSON.stringify(bundleBook.lastDecision||{}));
|
||||
const bundleUnits=bundleBook.positions[0]&&bundleBook.positions[0].shares;
|
||||
markToMarket(bundleBook,{
|
||||
"bundle-a":market({id:"bundle-a",yes_price:0.8,no_price:0.2}),
|
||||
"bundle-b":market({id:"bundle-b",yes_price:0.1,no_price:0.9}),
|
||||
"bundle-draw":market({id:"bundle-draw",yes_price:0.1,no_price:0.9}),
|
||||
},AGENTS.find(a=>a.id==="value"),{policyExits:true,executeTrades:true});
|
||||
const bundleSurvivedIntermediateMove=bundleBook.positions.length===3&&bundleBook.positions.every(pos=>pos.shares===bundleUnits);
|
||||
markToMarket(bundleBook,{
|
||||
"bundle-a":market({id:"bundle-a",yes_price:1,no_price:0,closed:true,accepting_orders:false}),
|
||||
"bundle-b":market({id:"bundle-b",yes_price:0,no_price:1,closed:true,accepting_orders:false}),
|
||||
"bundle-draw":market({id:"bundle-draw",yes_price:0,no_price:1,closed:true,accepting_orders:false}),
|
||||
},AGENTS.find(a=>a.id==="value"),{policyExits:true,executeTrades:true});
|
||||
const adaptiveRankFixture=rankBoardRows([
|
||||
{c:{id:"legacy-leader"},eq:20000,enginePnl:-200,engineRet:-1},
|
||||
{c:{id:"adaptive-leader"},eq:9000,enginePnl:200,engineRet:2},
|
||||
@@ -4515,7 +4656,7 @@ function runEngineSelfTest(){
|
||||
const immaterialRunnerDoesNotBlock=!occupiedStrategyMarkets(mock).has("runner-test");
|
||||
const rejectBook=defaultPortfolio();rejectBook.cash=9900;
|
||||
rejectBook.positions.push({market_id:trend.market_id,question:trend.question,side:trend.side,shares:100/Number(trend.entry_price),current_price:trend.entry_price,entry_price:trend.entry_price,cost:100,value:100,unrealized_pnl:0,opened_at:hoursAgo(24)});
|
||||
openPositions(rejectBook,AGENTS[0],[trend],"All",{minConv:0,maxNew:1,maxFrac:0.04,reserve:0.1,targetExposure:0.6,learning:buildAdaptiveProfile(rejectBook),marketLearning:{samples:0,pending:0,buckets:{}}},new Set(),{});
|
||||
openPositions(rejectBook,AGENTS[0],[promotedTrendSuggestion],"All",{minConv:0,maxNew:1,maxFrac:0.04,reserve:0.1,targetExposure:0.6,learning:buildAdaptiveProfile(rejectBook),marketLearning:stablePositiveProfile},new Set(),{});
|
||||
const rejectionAccounting=Number(rejectBook.lastDecision&&rejectBook.lastDecision.rejectionCounts&&rejectBook.lastDecision.rejectionCounts.already_held||0)===1;
|
||||
const convictionCfg=AGENTS.find(a=>a.id==="conviction"),convictionCapacityCoversTarget=convictionCfg.maxPositions*MAX_AGGRESSIVE_TRADE_LOSS_PCT>=convictionCfg.targetExposure;
|
||||
const historyFixture={"2026-01-01":0.40,"2026-01-07":0.50,"2026-01-08":0.55,"2026-01-09":0.90};
|
||||
@@ -4534,11 +4675,11 @@ function runEngineSelfTest(){
|
||||
minConv:0,maxNew:1,maxFrac:0.04,reserve:0.10,targetExposure:0.60,learning:buildAdaptiveProfile(staleEntryBook),marketLearning:{samples:0,pending:0,buckets:{}},
|
||||
},new Set(),{});
|
||||
const buildMigrationState=defaultState();
|
||||
buildMigrationState.engine_version=54;buildMigrationState.strategy_version=SUGGESTION_ENGINE_VERSION;
|
||||
buildMigrationState.engine_version=55;buildMigrationState.strategy_version=SUGGESTION_ENGINE_VERSION;
|
||||
buildMigrationState.agents.value.engine_baseline={version:SUGGESTION_ENGINE_VERSION,started_at:hoursAgo(2),equity:9876.54};
|
||||
reconcileStateVersions(buildMigrationState);
|
||||
const strategyMigrationState=defaultState();
|
||||
strategyMigrationState.engine_version=54;strategyMigrationState.strategy_version=PREVIOUS_STRATEGY_VERSION;
|
||||
strategyMigrationState.engine_version=55;strategyMigrationState.strategy_version=PREVIOUS_STRATEGY_VERSION;
|
||||
strategyMigrationState.agents.value.cash=9876.54;
|
||||
strategyMigrationState.agents.value.engine_baseline={version:PREVIOUS_STRATEGY_VERSION,started_at:hoursAgo(2),equity:10000};
|
||||
reconcileStateVersions(strategyMigrationState);
|
||||
@@ -4552,6 +4693,8 @@ function runEngineSelfTest(){
|
||||
highEntryTargets:targets,targetsReachable:targets.every(x=>x>0.82&&x<1),
|
||||
adaptation:{samples:learningProfile.samples,trendMultiplier:learnedTrend.multiplier,reversalMultiplier:learnedReversal.multiplier,learnsDirection:learnedTrend.multiplier>learnedReversal.multiplier,
|
||||
calibrationSamples:calibrationProfile.samples,trendMarketScore:learnedTrend.market_score,reversalMarketScore:learnedReversal.market_score,
|
||||
broadTrendStartsObservationOnly:!trend.trade_ready&&trend.entry_candidate&&trend.audited_observation_only,
|
||||
recentProofCanUnlockTrend:promotedTrendSuggestion.trade_ready&&promotedTrendSuggestion.adaptive_promotion,
|
||||
historicalPriorBlocksReversal:!priorReversal.allowed&&priorReversal.blocked_by==="historical",
|
||||
reversalRemainsBlockedForExplorer:!explorerReversal.allowed&&explorerReversal.blocked_by==="historical",
|
||||
recentProofCanUnlockReversal:promotedReversal.allowed&&promotedReversal.market_state==="promoted"&&promotedReversalSuggestion.trade_ready,
|
||||
@@ -4561,10 +4704,10 @@ function runEngineSelfTest(){
|
||||
historicalPriorSizesRisk:!priorCryptoLongshot.blocked&&priorCryptoLongshot.multiplier<1&&priorCryptoLongshot.features.length===2,
|
||||
historicalPriorBlocksSportsTrend:!priorSportsTrend.allowed&&priorSportsTrend.blocked_by==="historical",
|
||||
historicalPriorBlocksCryptoTrend:!priorCryptoTrend.allowed&&priorCryptoTrend.blocked_by==="historical",
|
||||
historicalPriorAllowsPoliticsTrend:!priorPoliticsTrend.blocked,
|
||||
historicalPriorBlocksUnprovenPoliticsTrend:priorPoliticsTrend.blocked&&priorPoliticsTrend.requiresPromotion,
|
||||
blocksShortDatedNo:!shortNoPrior.allowed&&shortNoPrior.blocked_by==="historical",
|
||||
recentProofCanUnlockShortDatedNo:promotedShortNo.allowed&&promotedShortNo.market_state==="promoted",
|
||||
allowsLongDatedNo:!longNoPrior.blocked,
|
||||
blocksLongDatedNoWithoutProof:longNoPrior.blocked&&longNoPrior.requiresPromotion,
|
||||
observesConfirmedSignalsWithoutTrading:observationLedgerState.signal_ledger.pending.length===1&&observationLedgerState.signal_ledger.pending[0].trade_ready_at_observation===false,
|
||||
deduplicatesPendingMarketSide:observationLedgerState.signal_ledger.pending.length===1,
|
||||
oldestPendingSignalsSurviveCapacity:queueLedgerState.signal_ledger.pending.length===SIGNAL_LEDGER_PENDING_LIMIT
|
||||
@@ -4608,9 +4751,20 @@ function runEngineSelfTest(){
|
||||
partialThenCloseReconciles:partialFixture.book.cash===10200&&partialFixture.pos.realized_pnl===200,
|
||||
stopOutReconciles:stopFixture.book.positions.length===0&&stopFixture.book.cash===9800&&stopFixture.book.closed[0].realized_pnl===-200,
|
||||
settlementReconciles:settlementFixture.book.positions.length===0&&settlementFixture.book.cash===11000&&settlementFixture.book.closed[0].realized_pnl===1000,
|
||||
retiredDirectionalPositionExitsAtFreshPrice:retiredFixture.book.positions.length===0&&retiredFixture.book.closed[0].close_reason.includes("retired")&&Math.abs(retiredFixture.book.cash-retiredEquityBefore)<=0.02,
|
||||
riskTrimConservesEquity:+equity(riskBook).toFixed(2)===10000,
|
||||
adaptiveReturnSetsLeader:adaptiveRankFixture[0].c.id==="adaptive-leader",
|
||||
},
|
||||
bundleArbitrage:{
|
||||
identifiesPositiveCompleteBundle:bundleSuggestion&&bundleSuggestion.trade_ready&&bundleSuggestion.bundle_legs.length===3&&bundleSuggestion.bundle_net_profit_per_unit===0.005,
|
||||
rejectsEconomicallyTinyLargeBundle:tinyReturnBundle===null,
|
||||
opensAllLegsAtomically:bundleOpenedPositions===3&&bundleUnits>0&&bundleBook.closed.length===3,
|
||||
ignoresIndividualLegStops:bundleSurvivedIntermediateMove,
|
||||
settlementProducesModeledProfit:bundleBook.positions.length===0&&bundleBook.cash>STARTING_BALANCE&&Math.abs(bundleBook.cash-(STARTING_BALANCE+bundleUnits*0.005))<=0.03,
|
||||
requiresLivePrices:Boolean(bundleSuggestion&&bundleSuggestion.requires_live),
|
||||
staleOfflineSnapshotCannotOpen:!offlineBundleSuggestion.trade_ready&&!offlineBundleSuggestion.entry_candidate&&offlineBundleSuggestion.watch_only,
|
||||
openedPositions:bundleOpenedPositions,closedPositions:bundleBook.closed.length,cash:bundleBook.cash,units:bundleUnits||0,decision:bundleOpenDecision,
|
||||
},
|
||||
offline:{fresh:offlineCachePolicy(30*60000),staleEntry:offlineCachePolicy(3*3600000),expired:offlineCachePolicy(25*3600000),
|
||||
staleMarkUpdatesValue:markOnlyBook.positions.length===1&&markOnlyBook.positions[0].value===800,
|
||||
staleMarkPreservesTrades:markOnlyBook.positions.length===1&&markOnlyBook.positions[0].shares===1000&&markOnlyBook.cash===9500&&markOnlyBook.positions[0].price_status==="cached-mark-only",
|
||||
|
||||
@@ -118,7 +118,7 @@ function evaluateMarket(market, points) {
|
||||
const netReturn = grossReturn - (COST_CENTS / 100) / entry;
|
||||
const fadeNetReturn = fadeEntry > 0.02 && fadeEntry < 0.98
|
||||
? fadeExit / fadeEntry - 1 - (COST_CENTS / 100) / fadeEntry : null;
|
||||
outcomes.push({ marketId: market.id, question: market.question, category: market.category,
|
||||
outcomes.push({ marketId: market.id, eventKey: market.eventKey, question: market.question, category: market.category,
|
||||
type: signal.type, side: signal.side, band: priceBand(entry), entry, exit, horizonHours,
|
||||
grossReturn, netReturn, fadeNetReturn, hourMove: signal.hourMove, dayMove: signal.dayMove, weekMove: signal.weekMove,
|
||||
observedAt: current.t, evaluatedAt: future.t });
|
||||
@@ -135,17 +135,18 @@ function median(values) {
|
||||
}
|
||||
|
||||
function summarize(rows, field = "netReturn") {
|
||||
if (!rows.length) return { count: 0, markets: 0, mean: 0, median: 0, winRate: 0, worst: 0, best: 0, marketMean: 0, lower90: 0, upper90: 0 };
|
||||
if (!rows.length) return { count: 0, markets: 0, events: 0, mean: 0, median: 0, winRate: 0, worst: 0, best: 0, marketMean: 0, lower90: 0, upper90: 0 };
|
||||
const returns = rows.map((row) => row[field]).filter(Number.isFinite);
|
||||
if (!returns.length) return { count: 0, markets: 0, mean: 0, median: 0, winRate: 0, worst: 0, best: 0, marketMean: 0, lower90: 0, upper90: 0 };
|
||||
const marketBuckets = new Map();
|
||||
if (!returns.length) return { count: 0, markets: 0, events: 0, mean: 0, median: 0, winRate: 0, worst: 0, best: 0, marketMean: 0, lower90: 0, upper90: 0 };
|
||||
const eventBuckets = new Map();
|
||||
rows.forEach((row) => {
|
||||
const value = row[field];
|
||||
if (!Number.isFinite(value)) return;
|
||||
const bucket = marketBuckets.get(row.marketId) || [];
|
||||
bucket.push(value); marketBuckets.set(row.marketId, bucket);
|
||||
const key = row.eventKey || row.marketId;
|
||||
const bucket = eventBuckets.get(key) || [];
|
||||
bucket.push(value); eventBuckets.set(key, bucket);
|
||||
});
|
||||
const marketReturns = [...marketBuckets.values()].map((values) => values.reduce((sum, value) => sum + value, 0) / values.length);
|
||||
const marketReturns = [...eventBuckets.values()].map((values) => values.reduce((sum, value) => sum + value, 0) / values.length);
|
||||
const marketMean = marketReturns.reduce((sum, value) => sum + value, 0) / Math.max(1, marketReturns.length);
|
||||
const variance = marketReturns.length > 1
|
||||
? marketReturns.reduce((sum, value) => sum + (value - marketMean) ** 2, 0) / (marketReturns.length - 1) : 0;
|
||||
@@ -153,7 +154,7 @@ function summarize(rows, field = "netReturn") {
|
||||
return { count: returns.length,
|
||||
mean: returns.reduce((sum, value) => sum + value, 0) / returns.length,
|
||||
median: median(returns), winRate: returns.filter((value) => value > 0).length / returns.length,
|
||||
worst: Math.min(...returns), best: Math.max(...returns), markets: marketReturns.length,
|
||||
worst: Math.min(...returns), best: Math.max(...returns), markets: new Set(rows.map((row) => row.marketId)).size, events: marketReturns.length,
|
||||
marketMean, lower90: marketMean - margin90, upper90: marketMean + margin90 };
|
||||
}
|
||||
|
||||
@@ -191,6 +192,36 @@ const RULES = [
|
||||
})),
|
||||
];
|
||||
|
||||
const COMBINATION_CATEGORIES = ["Politics", "Sports", "Crypto", "Economy", "Pop Culture", "Other"];
|
||||
const COMBINATION_BANDS = ["longshot", "mid", "favorite", "heavy-favorite"];
|
||||
for (const category of COMBINATION_CATEGORIES) {
|
||||
const slug = category.toLowerCase().replace(/\s+/g, "_");
|
||||
for (const side of ["YES", "NO"]) {
|
||||
RULES.push({ name: `follow_trend_${slug}_${side.toLowerCase()}`, field: "netReturn",
|
||||
test: (row) => row.type === "trend" && row.category === category && row.side === side });
|
||||
RULES.push({ name: `follow_reversal_${slug}_${side.toLowerCase()}`, field: "netReturn",
|
||||
test: (row) => row.type === "reversal" && row.category === category && row.side === side });
|
||||
for (const band of COMBINATION_BANDS) {
|
||||
RULES.push({ name: `follow_trend_${slug}_${side.toLowerCase()}_${band.replace("-", "_")}`, field: "netReturn",
|
||||
test: (row) => row.type === "trend" && row.category === category && row.side === side && row.band === band });
|
||||
}
|
||||
}
|
||||
}
|
||||
for (const side of ["YES", "NO"]) {
|
||||
for (const band of COMBINATION_BANDS) {
|
||||
RULES.push({ name: `follow_trend_${side.toLowerCase()}_${band.replace("-", "_")}`, field: "netReturn",
|
||||
test: (row) => row.type === "trend" && row.side === side && row.band === band });
|
||||
RULES.push({ name: `follow_reversal_${side.toLowerCase()}_${band.replace("-", "_")}`, field: "netReturn",
|
||||
test: (row) => row.type === "reversal" && row.side === side && row.band === band });
|
||||
}
|
||||
}
|
||||
RULES.push(
|
||||
{ name: "follow_strong_trend_yes", field: "netReturn", test: (row) => row.type === "trend" && row.side === "YES" && Math.abs(row.dayMove) >= 0.015 && Math.abs(row.weekMove) >= 0.03 },
|
||||
{ name: "follow_strong_trend_no", field: "netReturn", test: (row) => row.type === "trend" && row.side === "NO" && Math.abs(row.dayMove) >= 0.015 && Math.abs(row.weekMove) >= 0.03 },
|
||||
{ name: "follow_hour_confirmed_trend_yes", field: "netReturn", test: (row) => row.type === "trend" && row.side === "YES" && Math.sign(row.hourMove) === Math.sign(row.dayMove) },
|
||||
{ name: "follow_hour_confirmed_trend_no", field: "netReturn", test: (row) => row.type === "trend" && row.side === "NO" && Math.sign(row.hourMove) === Math.sign(row.dayMove) },
|
||||
);
|
||||
|
||||
function evaluateRules(rows) {
|
||||
return Object.fromEntries(RULES.map((rule) => [rule.name, summarize(rows.filter(rule.test), rule.field)]));
|
||||
}
|
||||
@@ -209,7 +240,7 @@ function chronologicalEvaluation(rows) {
|
||||
const robustRules = Object.fromEntries(RULES.map((rule) => {
|
||||
const segments = thirdRules.map((result) => result[rule.name]);
|
||||
const trainStats = trainRules[rule.name], testStats = testRules[rule.name], pooledStats = pooled[rule.name];
|
||||
const enoughData = segments.every((segment) => segment.count >= 20 && segment.markets >= 5);
|
||||
const enoughData = segments.every((segment) => segment.count >= 20 && segment.events >= 5);
|
||||
const trainTestPositive = trainStats.count >= 40 && testStats.count >= 20
|
||||
&& trainStats.mean > 0 && trainStats.marketMean > 0 && testStats.mean > 0 && testStats.marketMean > 0;
|
||||
const trainTestNegative = trainStats.count >= 40 && testStats.count >= 20
|
||||
@@ -246,6 +277,7 @@ async function fetchActiveMarkets(limit) {
|
||||
|
||||
const rawMarkets = await fetchActiveMarkets(MARKET_LIMIT);
|
||||
const markets = rawMarkets.map((raw) => ({ id: String(raw.id), question: raw.question || "", category: categoryOf(raw),
|
||||
eventKey: String(raw.events?.[0]?.id || raw.events?.[0]?.slug || raw.eventId || raw.id),
|
||||
tokenId: String(parseJson(raw.clobTokenIds)[0] || "") })).filter((market) => market.id && market.tokenId);
|
||||
const histories = await mapLimit(markets, CONCURRENCY, async (market) => {
|
||||
const data = await fetchJson(`${CLOB}/prices-history?market=${encodeURIComponent(market.tokenId)}&interval=1m&fidelity=60`);
|
||||
@@ -260,8 +292,8 @@ const primaryOutcomes = outcomes.filter((row) => row.horizonHours === primaryHor
|
||||
const report = {
|
||||
generatedAt: new Date().toISOString(), marketLimit: MARKET_LIMIT, marketsWithHistory: successful.length,
|
||||
methodology: { horizonHours: HORIZONS, primaryHorizon, observationBucketHours: 6, historyInterval: "1m", fidelityMinutes: 60,
|
||||
estimatedRoundTripCostCents: COST_CENTS, clusterUnit: "market",
|
||||
note: "Current active-market selection and current category tags are a survivorship-biased proxy; signal inputs and future marks are time-ordered without lookahead. Confidence intervals use per-market means to reduce repeated-observation distortion." },
|
||||
estimatedRoundTripCostCents: COST_CENTS, clusterUnit: "event",
|
||||
note: "Current active-market selection and current category tags are a survivorship-biased proxy; signal inputs and future marks are time-ordered without lookahead. Confidence intervals cluster correlated markets by Polymarket event." },
|
||||
overall: summarize(primaryOutcomes), byType: grouped(primaryOutcomes, "type"), byCategory: grouped(primaryOutcomes, "category"),
|
||||
byBand: grouped(primaryOutcomes, "band"), bySide: grouped(primaryOutcomes, "side"),
|
||||
chronologicalSplit: chronologicalEvaluation(primaryOutcomes),
|
||||
@@ -272,7 +304,7 @@ const report = {
|
||||
failures: histories.filter((result) => result?.error).length,
|
||||
};
|
||||
const compact = process.env.EVAL_SUMMARY === "1";
|
||||
const compactStats = (stats = {}) => ({ count: stats.count || 0, markets: stats.markets || 0,
|
||||
const compactStats = (stats = {}) => ({ count: stats.count || 0, markets: stats.markets || 0, events: stats.events || 0,
|
||||
mean: stats.mean || 0, marketMean: stats.marketMean || 0, lower90: stats.lower90 || 0, upper90: stats.upper90 || 0,
|
||||
winRate: stats.winRate || 0 });
|
||||
const compactRules = (rules = {}) => Object.fromEntries(Object.entries(rules)
|
||||
|
||||
Reference in New Issue
Block a user