Preserve learning and size verified bundles

This commit is contained in:
Theodore Song
2026-08-21 23:20:09 -04:00
parent 5e4355b850
commit c52368dc9e
8 changed files with 119 additions and 58 deletions
+15 -9
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@@ -20,7 +20,7 @@ market snapshots. During an outage, cycles continue locally; cached entries are
allowed for 90 minutes, older snapshots become mark-only, and all cached data
expires after 24 hours.
Build 115 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
Build 116 targets five-minute slots with a serialized, self-chained GitHub Actions runtime.
It continues from the previous agent snapshot and runs the next due paper cycle
even when no browser is open. After each successful cycle, one repo-scoped
workflow dispatch waits for the next five-minute boundary; one concurrency group
@@ -29,7 +29,10 @@ and the cron schedule remains as recovery. The runtime writes a
sanitized snapshot to the `runtime-state` branch and `/api/state` uses that as a
read-only fallback while Neon or Vercel Blob is unavailable. The public snapshot
contains only `pma_agents_v2` and `pma_suggestions_v5`, with suggestions capped at
300 to keep cross-device loads small. Paper accounts, passwords, email settings,
300 to keep cross-device loads small. The API preserves oldest-first pending
observations plus fee schedules, agent promotion scopes, and verified bundle
capacity from the bounded runtime instead of applying its older lossy compactor.
Paper accounts, passwords, email settings,
investment allocations, chat history, wallet information, and live-money
settings are explicitly excluded. While that fallback is active, ordinary
phones and computers are display-only and cannot fork the public portfolio with
@@ -48,15 +51,18 @@ Polymarket event key. Related Ethereum or Bitcoin contracts cannot create
several simultaneous copies of one move, and outcomes from the same underlying
three-hour shock window count as one learner event.
Each Build 115 cycle also scans the 1,000 most-active Polymarket events for
Each Build 116 cycle also scans the 1,000 most-active Polymarket events for
complete negative-risk bundles and logically nested threshold or deadline
pairs. Gamma's market-specific fee flag replaces the old blanket 0.5-cent fee
reserve for markets declared fee-free. The closest 60 structures are then
repriced from batched CLOB asks at the equal-unit size needed for at least a $50
paper order. The scanner applies each market's Gamma fee schedule at every
repriced from batched CLOB asks from the equal-unit size needed for at least a $50
paper order up to a $400 verified-notional ceiling. The scanner applies each market's Gamma fee schedule at every
consumed ask level and checks the CLOB fee-rate endpoint for a matching enabled
or fee-free state. Any opened position is capped to the exact equal-unit size
that passed this depth test. A bundle can enter Value Discipline only when that fee check
of the largest fill that stays profitable and passes this depth test; portfolio
cash, reserve, and 4% limits can reduce it further. Existing paper bundles are
never retroactively enlarged against depth their original simulated fill would
already have consumed. A bundle can enter Value Discipline only when that fee check
passes and the resulting worst-case payout clears both the three-tenths-cent
profit floor and the 0.15% return floor. Top-of-book gaps, missing books,
incomplete fee schedules, and unavailable fee verification remain audit-only.
@@ -64,7 +70,7 @@ The Suggestions view stores scan, depth, fee, actionable, and closest
executable-margin counts so an empty lane is evidence rather than an ambiguous
failure.
Build 115 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
Build 116 retains the directional learner's exact-fee policy, which replaced the blanket half-cent cost with
the market's Gamma fee schedule at both the entry and future checkpoint, plus a
separate half-cent round-trip slippage allowance. Fee-free markets pay only the
slippage allowance; an unavailable fee schedule gets a conservative four-cent
@@ -80,7 +86,7 @@ directional evidence under fee policy 2 and keeps those lanes observation-only
until current independent 24-hour and 72-hour cohorts pass the existing
promotion gate.
Build 115 retains Build 100's retirement of the old 3-6 day resolution-window
Build 116 retains Build 100's retirement of the old 3-6 day resolution-window
capital permission. That audit clustered confidence by event but still averaged
several correlated contracts inside each event, while production could choose
only one. The corrected replay chooses the highest-volume eligible contract per event and
@@ -200,7 +206,7 @@ evidence proves an edge.
Run `npm run evaluate:sports-favorites` for the retired pregame favorite audit.
Its 12-hour, 60%-75% cohort had positive point estimates but did not establish a
reliable confidence bound, so Build 115 no longer allocates capital to that rule.
reliable confidence bound, so Build 116 no longer allocates capital to that rule.
Strategy 62 instead uses the exact-fee settlement calibration's three-day Sports
NO cohort as a bounded paper exploration lane. The corrected 5,000-market run