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Add audited adaptive resolution-window pilot

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Theodore Song
2026-08-21 18:56:58 -04:00
parent b956f50cbe
commit c0ce373833
9 changed files with 376 additions and 31 deletions
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scripts/evaluate-signals.mjs
+9 -5
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@@ -1,6 +1,7 @@
const GAMMA = "https://gamma-api.polymarket.com";
const CLOB = "https://clob.polymarket.com";
const MARKET_LIMIT = Math.max(10, Math.min(500, Number(process.env.EVAL_MARKETS || 80)));
const ACTIVE_SKIP = Math.max(0, Math.min(5000, Number(process.env.EVAL_SKIP || 0)));
const CONCURRENCY = Math.max(1, Math.min(12, Number(process.env.EVAL_CONCURRENCY || 6)));
const HORIZONS = [...new Set(String(process.env.EVAL_HORIZONS || "6,12,24,72").split(",")
.map(Number).filter((value) => Number.isFinite(value) && value >= 1 && value <= 168))].sort((a, b) => a - b);
@@ -258,9 +259,10 @@ function chronologicalEvaluation(rows) {
thirds: thirdRules, robustRules };
}
async function fetchActiveMarkets(limit) {
async function fetchActiveMarkets(limit, skip = 0) {
const markets = [], seen = new Set(), pageSize = 100;
for (let offset = 0; markets.length < limit && offset < limit * 4; offset += pageSize) {
let eligibleSkipped = 0;
for (let offset = 0; markets.length < limit && offset < (limit + skip) * 4; offset += pageSize) {
const params = new URLSearchParams({ active: "true", closed: "false", archived: "false", include_tag: "true",
limit: String(pageSize), offset: String(offset), order: "volume24hr", ascending: "false" });
const page = await fetchJson(`${GAMMA}/markets?${params}`);
@@ -268,6 +270,7 @@ async function fetchActiveMarkets(limit) {
for (const market of page) {
const id = String(market.id || ""), labels = parseJson(market.outcomes).map((outcome) => String(outcome).trim().toLowerCase());
if (!id || seen.has(id) || labels[0] !== "yes" || labels[1] !== "no") continue;
if (eligibleSkipped < skip) { seen.add(id); eligibleSkipped++; continue; }
seen.add(id); markets.push(market);
if (markets.length >= limit) break;
}
@@ -276,7 +279,7 @@ async function fetchActiveMarkets(limit) {
return markets.slice(0, limit);
}
const rawMarkets = await fetchActiveMarkets(MARKET_LIMIT);
const rawMarkets = await fetchActiveMarkets(MARKET_LIMIT, ACTIVE_SKIP);
const markets = rawMarkets.map((raw) => ({ id: String(raw.id), question: raw.question || "", category: categoryOf(raw),
binaryLabels: parseJson(raw.outcomes).map((outcome) => String(outcome).trim().toLowerCase()),
eventKey: String(raw.events?.[0]?.id || raw.events?.[0]?.slug || raw.eventId || raw.id),
@@ -293,7 +296,7 @@ const outcomes = successful.flatMap((result) => result.outcomes);
const primaryHorizon = HORIZONS.includes(12) ? 12 : HORIZONS[0];
const primaryOutcomes = outcomes.filter((row) => row.horizonHours === primaryHorizon);
const report = {
generatedAt: new Date().toISOString(), marketLimit: MARKET_LIMIT, marketsWithHistory: successful.length,
generatedAt: new Date().toISOString(), marketLimit: MARKET_LIMIT, activeMarketsSkipped: ACTIVE_SKIP, marketsWithHistory: successful.length,
methodology: { horizonHours: HORIZONS, primaryHorizon, observationBucketHours: 6, historyInterval: "1m", fidelityMinutes: 60,
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." },
@@ -316,7 +319,8 @@ const compactRules = (rules = {}) => Object.fromEntries(Object.entries(rules)
minimumSegmentMean: result.minimumSegmentMean, maximumSegmentMean: result.maximumSegmentMean,
pooled: compactStats(result.pooled) }]));
const summary = {
generatedAt: report.generatedAt, marketLimit: report.marketLimit, marketsWithHistory: report.marketsWithHistory,
generatedAt: report.generatedAt, marketLimit: report.marketLimit, activeMarketsSkipped: report.activeMarketsSkipped,
marketsWithHistory: report.marketsWithHistory,
primaryHorizon: report.methodology.primaryHorizon, failures: report.failures,
overall: compactStats(report.overall),
byType: Object.fromEntries(Object.entries(report.byType).map(([key, value]) => [key, compactStats(value)])),