winning-wallet-finder/live/sync_floors.py

#!/usr/bin/env python3
"""Pin the live paper bot's per-wallet conviction floors to the backtest's.

PARITY FIX (2026-07-07): the bot used to derive floors AT BOOT from the
data-api's most recent ~500 positions (copybot.derive_floor). The backtest
(portfolio.py) uses the TRUSTED cache p80 over ~180 days. When a wallet's
recent bets ran bigger than its long-term norm the two diverged hard —
fortuneking's boot floor hit $1,498 vs the backtest's $892, so the live bot
silently filtered out conviction bets the backtest counted (and the floor
drifted every restart). This writes the backtest's floor as a PINNED
`floor` on every wallet in copybot.paper.json, so both books gate on the
same threshold and boots are deterministic.

Uses the exact backtest method: trusted_wallet_rows (trust.py) deduped to
one row per market (largest stake), then cache.conv_cutoff (p80). Wired into
daily.sh after portfolio.py (cache warm, floors match that run); the publish
step commits copybot.paper.json so the next bot restart picks them up.

    python3 sync_floors.py        # writes live/copybot.paper.json floors
"""

import json
import os
import sys
import time

sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
import cache      # noqa: E402
import trust      # noqa: E402

HERE = os.path.dirname(os.path.abspath(__file__))
PAPER = os.path.join(HERE, "copybot.paper.json")
BACKTEST = os.path.join(HERE, "backtest.json")


def mirror_pins_to_backtest(paper_ws):
    """Keep backtest.json's floors on the SAME pins as the paper book so the
    three books stay comparable (the audit found the code never did this
    despite the comment claiming it — a floor_pin=80 on Kruto in paper vs a
    dynamic p80=125.61 in the backtest silently defeated the calibration)."""
    pins = {w["wallet"].lower(): w["floor_pin"]
            for w in paper_ws if w.get("floor_pin") is not None}
    if not pins:
        return
    try:
        bt = json.load(open(BACKTEST))
    except Exception:
        return
    touched = 0
    for w in bt.get("wallets", []):
        p = pins.get(w["wallet"].lower())
        if p is not None:
            w["floor_pin"] = round(float(p), 2)
            if w.get("floor") != round(float(p), 2):
                touched += 1
            w["floor"] = round(float(p), 2)
    if touched:
        tmp = BACKTEST + ".tmp"
        json.dump(bt, open(tmp, "w"), indent=2)
        os.replace(tmp, BACKTEST)
        print(f"[floors] mirrored {len(pins)} pin(s) into backtest.json")


def trusted_p80(wallet, now=None):
    """The wallet's conviction floor = p80 of its TRUSTED bet stakes, one row
    per market (largest stake) — identical to portfolio.py's conv_thr."""
    now = int(now or time.time())
    rows = trust.trusted_wallet_rows(cache.query, wallet, now)
    best = {}
    for cond, asset, won, p, res_t, size in rows:
        if cond not in best or size > best[cond]:
            best[cond] = size
    return cache.conv_cutoff(best.values())


def main():
    cfg = json.load(open(PAPER))
    ws = cfg.get("wallets") or []
    if not ws:
        print("[floors] copybot.paper.json has no wallets — nothing to do")
        return
    trust.ensure_cons(cache.query)
    now = int(time.time())
    changed = []
    for w in ws:
        # MANUAL OVERRIDE (2026-07-13): a wallet with `floor_pin` keeps that
        # floor across daily runs — otherwise this clobbered a deliberate
        # lowering back to p80 every 08:00 (Kruto2027 80→125.61 silently, so
        # the paper book stopped matching the live book's floor). Mirror the
        # same pin in backtest.json to keep all three books comparable.
        pin = w.get("floor_pin")
        if pin is not None:
            if w.get("floor") != round(float(pin), 2):
                changed.append((w.get("name", w["wallet"][:8]), w.get("floor"),
                                round(float(pin), 2)))
            w["floor"] = round(float(pin), 2)
            continue
        p80 = trusted_p80(w["wallet"], now)
        if p80 == float("inf"):
            continue                        # no trusted sized bets — leave as-is
        new = round(p80, 2)
        old = w.get("floor")
        # a big UNPINNED gap = a hand edit about to be reverted. floor_pin is
        # the only protected key; warn loudly so a direct floor edit doesn't
        # vanish silently at 08:00 (the trap behind the original Kruto bug).
        if old is not None and abs(old - new) > 5 and abs(old - new) / max(new, 1) > 0.15:
            print(f"[floors] ⚠ {w.get('name', w['wallet'][:8])} floor {old}→{new} "
                  f"(p80) — was this a manual edit? add \"floor_pin\": {old} to keep it")
        w["floor"] = new
        if old is None or abs((old or 0) - new) > 0.5:
            changed.append((w.get("name", w["wallet"][:8]), old, new))
    tmp = PAPER + ".tmp"
    json.dump(cfg, open(tmp, "w"), indent=2)
    os.replace(tmp, PAPER)
    mirror_pins_to_backtest(ws)
    print(f"[floors] pinned {len(ws)} trusted-p80 floors to copybot.paper.json"
          + (f"; changed: " + ", ".join(f"{n} {o}→{v:g}" for n, o, v in changed)
             if changed else " (no material change)"))


if __name__ == "__main__":
    main()