mirror of
https://github.com/theodore-song/polymarket-analyst.git
synced 2026-08-24 13:08:10 +00:00
Disable unproven shock capital pending forward evidence
This commit is contained in:
Theodore Song
@@ -15,11 +15,14 @@ const OUTPUT_FILE = String(process.env.SHOCK_OUTPUT_FILE || "").trim();
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const SUMMARY_ONLY = process.env.SHOCK_SUMMARY === "1";
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const SUMMARY_CANDIDATES = Math.max(0, Math.min(10, Number(process.env.SHOCK_SUMMARY_CANDIDATES || 10)));
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const HOUR = 3600;
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const STRATEGY4_MINIMUM_RUNWAY_HOURS = 14;
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const HORIZONS = [3, 6, 12, 24];
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const WINDOWS = [1, 3, 6, 24];
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const MIN_MOVES = [0.005, 0.01, 0.02, 0.04, 0.08];
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const CONFIRMATIONS = ["any", "aligned", "opposed", "accelerating"];
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const MAX_VOLS = [0.01, 0.02, 0.04, 1];
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const CATEGORIES = ["All", "Politics", "Sports", "Crypto", "Economy", "Pop Culture", "Other"];
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const PRICE_BANDS = ["All", "longshot", "lower-mid", "center", "upper-mid", "favorite"];
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function parseJson(value) {
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if (Array.isArray(value)) return value;
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@@ -65,6 +68,21 @@ function categoryOf(raw) {
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return "Other";
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}
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function hardSettlementJumpRisk(row) {
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const text = `${row?.question || ""} ${row?.eventTitle || ""}`.toLowerCase();
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const numericRange = /\b\d+(?:\.\d+)?\s*(?:%|percent)?\s*(?:-|\u2013|\u2014|to)\s*\d+(?:\.\d+)?\s*(?:%|percent|votes?|points?|seats?|bps|basis points?|tweets?|posts?|goals?)(?![a-z])/;
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const currencyRange = /[$\u20ac\u00a3]\d+(?:\.\d+)?\s*(?:-|\u2013|\u2014|to)\s*[$\u20ac\u00a3]?\d+(?:\.\d+)?/;
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const betweenRange = /\bbetween\s+[$\u20ac\u00a3]?\d+(?:\.\d+)?\s*(?:%|percent)?\s+(?:and|to)\s+[$\u20ac\u00a3]?\d+(?:\.\d+)?/;
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const pathBarrier = /\b(?:reach|hit|touch|dip(?:\s+(?:to|below))?|rise\s+(?:to|above)|fall\s+(?:to|below))\b[^?]{0,45}(?:[$\u20ac\u00a3]\s*)?\d[\d,]*(?:\.\d+)?\s*(?:%|percent|k|m|b|points?|bps|basis points?)?/;
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return numericRange.test(text) || currencyRange.test(text) || betweenRange.test(text) || pathBarrier.test(text)
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|| /\bexact score\b|\bscore:\s*\d|\bposts? \d+-\d+|\bnumber of (tweets|posts)\b/.test(text);
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}
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function contractSafeEligible(row, horizonHours) {
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return !row.hardSettlementJumpRisk && Number.isFinite(row.endTs)
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&& row.endTs - row.observedAt >= (Number(horizonHours) + 2) * HOUR;
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}
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async function fetchMarkets(limit, universe = "active") {
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const markets = [], seen = new Set();
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if (universe === "closed") {
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@@ -81,7 +99,9 @@ async function fetchMarkets(limit, universe = "active") {
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&& ((outcomes[0] >= 0.99 && outcomes[1] <= 0.01) || (outcomes[1] >= 0.99 && outcomes[0] <= 0.01));
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if (!id || seen.has(id) || !resolved || labels[0] !== "yes" || labels[1] !== "no" || tokens.length !== 2) continue;
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seen.add(id);
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const endTs = Date.parse(raw.endDate || raw.events?.[0]?.endDate || "") / 1000;
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markets.push({ id, token: tokens[0], category: categoryOf(raw), question: raw.question || "",
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eventTitle: raw.events?.[0]?.title || "", endTs: Number.isFinite(endTs) ? endTs : null,
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eventKey: String(raw.events?.[0]?.id || raw.events?.[0]?.slug || raw.eventId || id) });
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if (markets.length >= limit) break;
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}
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@@ -103,7 +123,9 @@ async function fetchMarkets(limit, universe = "active") {
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if (!id || seen.has(id) || labels[0] !== "yes" || labels[1] !== "no" || tokens.length !== 2) continue;
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if (skipped < ACTIVE_SKIP) { skipped++; continue; }
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seen.add(id);
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const endTs = Date.parse(raw.endDate || raw.events?.[0]?.endDate || "") / 1000;
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markets.push({ id, token: tokens[0], category: categoryOf(raw), question: raw.question || "",
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eventTitle: raw.events?.[0]?.title || "", endTs: Number.isFinite(endTs) ? endTs : null,
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eventKey: String(raw.events?.[0]?.id || raw.events?.[0]?.slug || raw.eventId || id) });
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if (markets.length >= limit) break;
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}
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@@ -203,7 +225,8 @@ function observations(market, points) {
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for (const horizon of HORIZONS) {
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const future = atOrAfter(points, current.t + horizon * HOUR);
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if (!future || future.t - (current.t + horizon * HOUR) > 2 * HOUR) continue;
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rows.push({ marketId: market.id, eventKey: market.eventKey, category: market.category, observedAt: current.t,
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rows.push({ marketId: market.id, eventKey: market.eventKey, category: market.category, question: market.question,
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endTs: Number(market.endTs), hardSettlementJumpRisk: hardSettlementJumpRisk(market), observedAt: current.t,
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evaluatedAt: future.t, horizon, price: current.p, futurePrice: future.p, ...features });
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captured = true;
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}
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@@ -222,6 +245,7 @@ function confirmationPass(row, move, confirmation) {
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function simulate(row, rule) {
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if (row.horizon !== rule.horizon || row.volatility > rule.maxVol) return null;
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if (rule.contractGate === "strategy4" && !contractSafeEligible(row, rule.horizon)) return null;
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if (rule.category !== "All" && row.category !== rule.category) return null;
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const move = row.moves[rule.window];
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if (Math.abs(move) < rule.minMove || !confirmationPass(row, move, rule.confirmation)) return null;
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@@ -279,7 +303,7 @@ const partitionByHorizon = Object.fromEntries(Object.entries(partitions).map(([n
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Object.fromEntries(HORIZONS.map((horizon) => [horizon, partitionRows.filter((row) => row.horizon === horizon)]))]));
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const simulationCache = Object.fromEntries(Object.keys(partitions).map((name) => [name, new Map()]));
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function simulatedRows(rule, partition) {
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const key = rule.baseId || rule.id;
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const key = `${rule.baseId || rule.id}|${rule.contractGate || "all"}`;
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if (!simulationCache[partition].has(key)) {
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const baseRule = { ...rule, category: "All", band: "All" };
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simulationCache[partition].set(key, (partitionByHorizon[partition][rule.horizon] || []).map((row) => simulate(row, baseRule)).filter(Boolean));
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@@ -293,8 +317,8 @@ const trainWinners = baseRules.map((rule) => ({ rule, train: evaluate(rule, "tra
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.filter((candidate) => candidate.train.attempts >= 100 && candidate.train.events >= 20 && candidate.train.lower > 0);
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const refinedRules = [];
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for (const candidate of trainWinners) {
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for (const category of ["All", "Politics", "Sports", "Crypto", "Economy", "Pop Culture", "Other"])
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for (const band of ["All", "longshot", "lower-mid", "center", "upper-mid", "favorite"])
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for (const category of CATEGORIES)
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for (const band of PRICE_BANDS)
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refinedRules.push({ ...candidate.rule, id: `${candidate.rule.id}_${category}_${band}`, category, band });
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}
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const uniqueRefined = [...new Map(refinedRules.map((rule) => [rule.id, rule])).values()];
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@@ -333,6 +357,29 @@ const exactStrategy3 = { rule: exactStrategy3Rule,
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train: compact(evaluate(exactStrategy3Rule, "train")), validation: compact(evaluate(exactStrategy3Rule, "validation")),
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holdout: compact(evaluate(exactStrategy3Rule, "holdout")),
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eventHoldout: compact(summary(eventHoldoutRows.map((row) => simulate(row, exactStrategy3Rule)).filter(Boolean))) };
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const exactStrategy4Rule = { ...exactStrategy3Rule, id: "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4", contractGate: "strategy4" };
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const exactStrategy4 = { rule: exactStrategy4Rule,
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train: compact(evaluate(exactStrategy4Rule, "train")), validation: compact(evaluate(exactStrategy4Rule, "validation")),
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holdout: compact(evaluate(exactStrategy4Rule, "holdout")),
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eventHoldout: compact(summary(eventHoldoutRows.map((row) => simulate(row, exactStrategy4Rule)).filter(Boolean))) };
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const strategy4Refinements = CATEGORIES.flatMap((category) => PRICE_BANDS.map((band) => {
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const rule = { ...exactStrategy4Rule, id: `${exactStrategy4Rule.id}_${category}_${band}`, category, band };
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return { rule, train: compact(evaluate(rule, "train")), validation: compact(evaluate(rule, "validation")),
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holdout: compact(evaluate(rule, "holdout")),
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eventHoldout: compact(summary(eventHoldoutRows.map((row) => simulate(row, rule)).filter(Boolean))) };
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}));
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const exactPrimaryWinner24Rule = { ...exactStrategy3Rule, id: "fade_h24_w3_m0.08_accelerating_v1_All_All",
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baseId: "fade_h24_w3_m0.08_accelerating_v1", horizon: 24 };
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const exactPrimaryWinner24 = { rule: exactPrimaryWinner24Rule,
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train: compact(evaluate(exactPrimaryWinner24Rule, "train")), validation: compact(evaluate(exactPrimaryWinner24Rule, "validation")),
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holdout: compact(evaluate(exactPrimaryWinner24Rule, "holdout")),
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eventHoldout: compact(summary(eventHoldoutRows.map((row) => simulate(row, exactPrimaryWinner24Rule)).filter(Boolean))) };
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const exactContractSafe24Rule = { ...exactPrimaryWinner24Rule,
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id: "fade_h24_w3_m0.08_accelerating_v1_contract_safe", contractGate: "strategy4" };
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const exactContractSafe24 = { rule: exactContractSafe24Rule,
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train: compact(evaluate(exactContractSafe24Rule, "train")), validation: compact(evaluate(exactContractSafe24Rule, "validation")),
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holdout: compact(evaluate(exactContractSafe24Rule, "holdout")),
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eventHoldout: compact(summary(eventHoldoutRows.map((row) => simulate(row, exactContractSafe24Rule)).filter(Boolean))) };
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const coverageDays = Object.values(fetched.history).map((points) => points.length > 1 ? (points.at(-1).t - points[0].t) / 86400 : 0).sort((a, b) => a - b);
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const medianCoverageDays = coverageDays.length ? coverageDays[Math.floor(coverageDays.length / 2)] : 0;
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const candidateRow = (candidate) => ({ rule: candidate.rule, passesHoldout: candidate.passesHoldout,
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@@ -356,8 +403,10 @@ const report = { generatedAt: new Date().toISOString(), requestedMarkets: MARKET
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eventSplit: "25% deterministic event-disjoint holdout reserved before search",
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split: "Remaining events use 60% train / 20% validation / 20% untouched chronological holdout with future-mark purge",
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clusterUnit: "Polymarket event", refinementSource: "Only base rules with a positive train lower bound are refined by category and entry band",
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strategy4ContractGate: `Reject path barriers and exact numeric ranges; require ${STRATEGY4_MINIMUM_RUNWAY_HOURS} hours to market end at entry`,
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limitation: "Current active-market selection is survivorship biased; any holdout winner still requires resolved-market external validation" },
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partitions: Object.fromEntries(Object.entries(partitions).map(([key, value]) => [key, value.length])), exactStrategy3,
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partitions: Object.fromEntries(Object.entries(partitions).map(([key, value]) => [key, value.length])), exactStrategy3, exactStrategy4,
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strategy4Refinements, exactPrimaryWinner24, exactContractSafe24,
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candidates: holdout.slice(0, 30).map(candidateRow) };
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const output = SUMMARY_ONLY ? { generatedAt: report.generatedAt, activeMarketsSkipped: report.activeMarketsSkipped, markets: report.markets,
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@@ -369,7 +418,9 @@ const output = SUMMARY_ONLY ? { generatedAt: report.generatedAt, activeMarketsSk
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eventHoldoutPassed: report.eventHoldoutPassed, externalRequestedMarkets: report.externalRequestedMarkets,
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externalMarkets: report.externalMarkets, externalMarketsWithHistory: report.externalMarketsWithHistory,
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externalFetchFailures: report.externalFetchFailures, externalObservations: report.externalObservations,
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archivePassed: report.archivePassed, partitions: report.partitions, exactStrategy3: report.exactStrategy3,
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archivePassed: report.archivePassed, partitions: report.partitions, exactStrategy3: report.exactStrategy3, exactStrategy4: report.exactStrategy4,
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strategy4Refinements: report.strategy4Refinements,
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exactPrimaryWinner24: report.exactPrimaryWinner24, exactContractSafe24: report.exactContractSafe24,
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candidates: report.candidates.slice(0, SUMMARY_CANDIDATES) } : report;
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const serialized = JSON.stringify(output, null, 2);
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if (OUTPUT_FILE) fs.writeFileSync(OUTPUT_FILE, serialized + "\n");
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@@ -128,7 +128,7 @@ async function main() {
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const branch = process.env.RUNTIME_BRANCH || "runtime-state";
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const pathname = process.env.RUNTIME_STATE_PATH || "runtime/state.json";
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const arenaUrl = (process.env.ARENA_URL || "https://polymarket-site-eta.vercel.app").replace(/\/$/, "");
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const expectedBuild = Number(required("EXPECTED_BUILD", "94"));
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const expectedBuild = Number(required("EXPECTED_BUILD", "95"));
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await ensureRuntimeBranch(repository, branch);
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const prior = await readRuntimeFile(repository, branch, pathname);
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if (prior.snapshot) validateRuntimeSnapshot(prior.snapshot, 0, { allowIncomplete: true });
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@@ -8,7 +8,7 @@ const workflow = fs.readFileSync(new URL("../.github/workflows/autonomous-cycle.
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const runner = fs.readFileSync(new URL("./run-autonomous-cycle.mjs", import.meta.url), "utf8");
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const build = Number(index.match(/const BUILD_VERSION = (\d+);/)?.[1]);
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assert.equal(build, 94);
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assert.equal(build, 95);
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assert.deepEqual([...ALLOWED_RUNTIME_KEYS].sort(), ["pma_agents_v2", "pma_suggestions_v5"]);
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assert.match(index, /function collectPublicRuntimeItems\(\)/);
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assert.match(index, /const PUBLIC_RUNTIME_KEYS=Object\.freeze\(\[AGENTS_KEY,SUG_KEY\]\)/);
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@@ -25,7 +25,7 @@ assert.match(api, /Buffer\.from\(file\.content/);
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assert.match(api, /searchParams\.set\("runtime", `\$\{Date\.now\(\)\}/);
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assert.match(workflow, /cron: "7,22,37,52 \* \* \* \*"/);
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assert.match(workflow, /contents: write/);
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assert.match(workflow, /EXPECTED_BUILD: "94"/);
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assert.match(workflow, /EXPECTED_BUILD: "95"/);
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assert.match(runner, /MAX_STATE_BYTES = 900_000/);
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const agentIds = ["value", "momentum", "favorite", "longshot", "diversifier", "catalyst", "reversal", "breakout", "tailalpha", "conviction"];
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@@ -3,6 +3,9 @@ import fs from "node:fs";
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const report = JSON.parse(fs.readFileSync(new URL("../research/shock-strategy-3-audit.json", import.meta.url), "utf8"));
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const independent = JSON.parse(fs.readFileSync(new URL("../research/shock-strategy-3-independent-audit.json", import.meta.url), "utf8"));
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const strategy4 = JSON.parse(fs.readFileSync(new URL("../research/shock-strategy-4-audit.json", import.meta.url), "utf8"));
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const strategy4Independent = JSON.parse(fs.readFileSync(new URL("../research/shock-strategy-4-independent-audit.json", import.meta.url), "utf8"));
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const index = fs.readFileSync(new URL("../index.html", import.meta.url), "utf8");
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const candidate = report.candidates.find(row => row.rule.id === "fade_h12_w3_m0.08_accelerating_v1_All_All");
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assert.equal(report.markets, 2000);
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@@ -38,4 +41,34 @@ assert.ok(independent.exactStrategy3.eventHoldout.lower > 0);
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assert.ok(independent.exactStrategy3.train.lower < 0, "Independent train limitation must remain visible");
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assert.ok(independent.exactStrategy3.holdout.lower < 0, "Independent chronological limitation must remain visible");
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assert.match(strategy4.methodology.strategy4ContractGate, /Reject path barriers and exact numeric ranges/);
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assert.equal(strategy4.exactStrategy4.rule.contractGate, "strategy4");
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assert.equal(strategy4Independent.activeMarketsSkipped, 2000);
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for (const partition of ["train", "validation", "holdout", "eventHoldout"]) {
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assert.ok(strategy4.exactStrategy4[partition].events >= 60, `${partition} Strategy 4 primary support is too small`);
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assert.ok(strategy4.exactStrategy4[partition].lower > 0, `${partition} Strategy 4 primary lower bound must remain positive`);
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}
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assert.ok(strategy4.exactStrategy4.holdout.mean < 0, "Primary trade-level holdout limitation must remain visible");
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assert.ok(strategy4Independent.exactStrategy4.holdout.eventMean < 0, "Independent chronological event mean must remain negative");
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assert.ok(strategy4Independent.exactStrategy4.holdout.lower < 0, "Independent chronological failure must remain visible");
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assert.ok(strategy4Independent.exactStrategy4.eventHoldout.lower < 0, "Independent event-holdout uncertainty must remain visible");
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const support = { train: 15, validation: 8, holdout: 8, eventHoldout: 8 };
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const partitions = Object.keys(support);
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const independentRefinements = new Map(strategy4Independent.strategy4Refinements.map(row => [row.rule.id, row]));
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const primarySurvivors = strategy4.strategy4Refinements.filter(row => partitions.every(partition =>
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row[partition].events >= support[partition] && row[partition].eventMean > 0 && row[partition].lower > 0));
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assert.equal(primarySurvivors.length, 1, "Unexpected Strategy 4 primary refinement count");
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assert.equal(primarySurvivors[0].rule.category, "All");
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assert.equal(primarySurvivors[0].rule.band, "All");
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assert.equal(primarySurvivors.filter(row => {
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const untouched = independentRefinements.get(row.rule.id);
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return untouched && partitions.every(partition => untouched[partition].events >= support[partition]
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&& untouched[partition].eventMean > 0 && untouched[partition].lower > 0);
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}).length, 0, "A Strategy 4 refinement unexpectedly passed every independent partition");
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assert.match(index, /const SHOCK_FADE_BACKTEST_APPROVED=false/);
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assert.match(index, /const SHOCK_FADE_QUALIFICATION_EVENTS=40/);
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assert.match(index, /const SHOCK_FADE_PROMOTION_EVENTS=80/);
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console.log("shock audit artifact verified");
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