32 lines
1.7 KiB
Markdown
32 lines
1.7 KiB
Markdown
|
# research/ — the edge factory (SILO)
|
||
|
|
|
||
|
|
Standing rules (user directive 2026-07-20: "built in a silo to not affect
|
||
|
|
anything on the live bot"):
|
||
|
|
|
||
|
|
- **Nothing here is imported by, or imports, the bot** (`copybot.py`,
|
||
|
|
`copytrade.py`, their configs). The Fly workers run pinned entrypoints;
|
||
|
|
this directory is inert to them.
|
||
|
|
- **Tape access is read-only** (`duckdb.connect(..., read_only=True)`).
|
||
|
|
- The ONE shared write: `live/cache.duckdb::resolutions` via `live/payouts.py`
|
||
|
|
— append-only immutable chain facts, the same store the daily pipeline
|
||
|
|
already feeds. Nothing else in `live/` is touched.
|
||
|
|
- The existing paper bot is the live test's CONTROL — graduated edges get
|
||
|
|
their own paper harness here, never that one.
|
||
|
|
- Studies are pre-registered (GitHub issue per study: hypothesis, params,
|
||
|
|
verdict + kill criteria) BEFORE their forward window opens. Exploration
|
||
|
|
happens on already-collected tape; **verdicts only come from
|
||
|
|
`forward_ledger.jsonl` rows dated after the params freeze commit.**
|
||
|
|
|
||
|
|
Layout:
|
||
|
|
tape.py read-only loaders · tape proxy-resolution (terminal-VWAP +
|
||
|
|
sibling veto, the 742/742 chain-validated method) · title
|
||
|
|
parsers (niche, crypto strike/expiry/sprint)
|
||
|
|
sim.py execution replayer calibrated on OUR live fills ledger
|
||
|
|
(lag, FAK no-match, protected band, 3% taker fee)
|
||
|
|
study_flow.py Study A — informed-flow state signal
|
||
|
|
study_oracle.py Study B — crypto oracle fair value vs the book
|
||
|
|
requote.py crater→requote timing measurement (retry tuning)
|
||
|
|
forward.py scores frozen studies on new tape days → forward_ledger.jsonl
|
||
|
|
params/ frozen study parameters (committed = frozen)
|
||
|
|
nightly.sh manual/launchd runner (separate from daily.sh)
|