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Require durable evidence before adaptive trades

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Theodore Song
2026-08-19 14:13:29 -04:00
parent b9d8d66264
commit c983c1e99f
8 changed files with 320 additions and 110 deletions
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scripts/evaluate-signals.mjs
+9 -6
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@@ -260,25 +260,28 @@ function chronologicalEvaluation(rows) {
async function fetchActiveMarkets(limit) {
const markets = [], seen = new Set(), pageSize = 100;
for (let offset = 0; offset < limit; offset += pageSize) {
for (let offset = 0; markets.length < limit && offset < limit * 4; offset += pageSize) {
const params = new URLSearchParams({ active: "true", closed: "false", archived: "false", include_tag: "true",
limit: String(Math.min(pageSize, limit - offset)), offset: String(offset), order: "volume24hr", ascending: "false" });
limit: String(pageSize), offset: String(offset), order: "volume24hr", ascending: "false" });
const page = await fetchJson(`${GAMMA}/markets?${params}`);
if (!Array.isArray(page) || !page.length) break;
for (const market of page) {
const id = String(market.id || "");
if (!id || seen.has(id)) continue;
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;
seen.add(id); markets.push(market);
if (markets.length >= limit) break;
}
if (page.length < Math.min(pageSize, limit - offset)) break;
if (page.length < pageSize) break;
}
return markets.slice(0, limit);
}
const rawMarkets = await fetchActiveMarkets(MARKET_LIMIT);
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),
tokenId: String(parseJson(raw.clobTokenIds)[0] || "") })).filter((market) => market.id && market.tokenId);
tokenId: String(parseJson(raw.clobTokenIds)[0] || "") })).filter((market) => market.id && market.tokenId
&& market.binaryLabels[0] === "yes" && market.binaryLabels[1] === "no");
const histories = await mapLimit(markets, CONCURRENCY, async (market) => {
const data = await fetchJson(`${CLOB}/prices-history?market=${encodeURIComponent(market.tokenId)}&interval=1m&fidelity=60`);
const points = (data.history || []).map((point) => ({ t: Number(point.t), p: Number(point.p) }))