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docs: update 每周Bench-Review流程.md - add step 7 (new candidates) + operations

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- Restructured to 7 steps matching 每周五Review命令.md
- Added step 7: find new candidates in watch_sharps not in backtest.json
- Added '加新候选到 bench 观察区' operation command
- Added '更新 setup_wallets.py' reminder after changes
- Added per-step annotations (what it does + which files)
- Replaced old 1Panel command with reference to 每周五Review命令.md
- Added niche analysis to decision table (ITF tennis/esports = good,
  5min BTC/long holds = bad)
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gavindiaz
2026-07-24 08:11:53 +08:00
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每周Bench-Review流程.md
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@@ -22,111 +22,159 @@ watch_sharps.json 的 copy_pnl 是 **in-sample**（用历史数据算的），
## review 步骤 ## review 步骤
### 第 1 步：跑回测（在服务器上） > 完整 7 步命令见 `每周五Review命令.md`（含一键跑全部的脚本）。以下是每步说明 + 执行操作。
### 第 1 步：跑回测
> **做什么**：用最新 cache 数据对 backtest.json 里的所有钱包跑 30 天模拟跟单
> **相关文件**：`backtest.json`（输入）-> `portfolio.json`（输出）
```bash ```bash
cd /opt/winning-wallet-finder/live cd /opt/winning-wallet-finder/live
# 跑 30 天回测（包含 live 8 个 + bench 8 个，共 16 个钱包）
python3 portfolio.py --days 30 python3 portfolio.py --days 30
```
# 看回测结果 ### 第 2 步：看前瞻盈亏排名
> **做什么**：读 portfolio.json 的 wallets 数组，按 30 天前瞻 realized 排序
> **相关文件**：`portfolio.json`（读）
> **这是决策的核心数据**
```bash
python3 -c " python3 -c "
import json import json
d = json.load(open('portfolio.json')) d = json.load(open('portfolio.json'))
print(f'总体: equity \${d[\"equity\"]:,.0f} | realized \${d[\"realized\"]:+,.0f} | {d[\"resolved\"]} resolved') live_names = {'Kruto2027','0xbadaf319','1kto1m','Vahan88','LSB1','EdwardIN','lma0o0o0o','Coteykens'}
ws = d.get('wallets', [])
print('=== 30天前瞻盈亏排名 ===')
for w in sorted(ws, key=lambda x: x.get('realized',0), reverse=True):
name = w.get('name','?')
tag = 'LIVE' if name in live_names else 'bench'
print(f'{name:20s} bets={w.get(\"bets\",0):3d} W={w.get(\"won\",0):2d} L={w.get(\"lost\",0):2d} S={w.get(\"sold\",0):2d} realized=\${w.get(\"realized\",0):+9.2f} [{tag}]')
" "
``` ```
### 第 2 步：看每个钱包的前瞻表现 ### 第 3 步：看候选池排名
> **做什么**：读 watch_sharps.json，按 copy_pnl 排序，看信念胜率
> **相关文件**：`watch_sharps.json`（daily.sh 自动产出）
> **注意**：copy_pnl 是 in-sample 的，会骗人，只作参考
```bash ```bash
# 看回测里每个钱包的盈亏 cat watch_sharps.json | python3 -c "
python3 -c " import sys,json
import json data=json.load(sys.stdin)
d = json.load(open('portfolio.json')) data.sort(key=lambda w: w.get('copy_pnl',0), reverse=True)
wallets = {} for i,w in enumerate(data):
for b in d.get('bets', []): name = w.get('name') or w.get('wallet','')[:10]
name = b.get('name', '?') win = w.get('conv_win')
if name not in wallets: winstr = f'{win:.0f}%' if win is not None else '?'
wallets[name] = {'n': 0, 'pnl': 0, 'wins': 0} print(f'#{i+1:2d} {name:20s} copy_pnl+{w.get(\"copy_pnl\",0):5d} conv_win={winstr}')
wallets[name]['n'] += 1 print(f'总共 {len(data)} 个候选')
wallets[name]['pnl'] += b.get('pnl', 0)
if b.get('pnl', 0) > 0:
wallets[name]['wins'] += 1
# 按 pnl 排序
for name, stats in sorted(wallets.items(), key=lambda x: x[1]['pnl'], reverse=True):
wr = stats['wins']/stats['n']*100 if stats['n'] > 0 else 0
print(f'{name:20s} {stats[\"n\"]:3d} bets pnl \${stats[\"pnl\"]:+8.2f} 胜率 {wr:.0f}%')
" "
``` ```
### 第 3 步：对比 live vs bench ### 第 4 步：看 floor 漂移
> **做什么**：读 daily.log 里 sync_floors 的输出
> **相关文件**：`daily.log`（读）
```bash ```bash
# 当前跟的 8 个 grep "floor" daily.log | tail -10
python3 -c "import json; [print(w['name']) for w in json.load(open('copybot.paper.json'))['wallets']]" ```
# bench 观察区的（backtest.json 里有但 copybot.paper.json 里没有的） ### 第 5 步：看本周跟单记录
> **做什么**：读 live bot 7 天日志
> **相关文件**：journalctl（systemd 日志）
```bash
journalctl -u copybot-live --since "7 days ago" --no-pager | grep -E "FOLLOW|OPEN|skip" | tail -30
```
### 第 6 步：看链上余额
> **做什么**：查存款钱包的实际 pUSD 余额
> **相关文件**：`/etc/copybot/live.env`（读私钥）
```bash
export LIVE_PRIVATE_KEY=$(grep LIVE_PRIVATE_KEY /etc/copybot/live.env | cut -d= -f2-) && export HTTPS_PROXY=http://127.0.0.1:7890 && python3 -c "from polymarket import SecureClient; c=SecureClient.create(private_key='$LIVE_PRIVATE_KEY'); b=c.get_balance_allowance(asset_type='COLLATERAL'); print('链上 pUSD: %.2f' % (b.balance/1e6)); c.close()"
```
### 第 7 步：找出新候选
> **做什么**：对比 watch_sharps.json 和 backtest.json，找出 daily.sh 新筛出来但还没在观察区的钱包
> **相关文件**：`watch_sharps.json`（全部候选）+ `backtest.json`（已在观察的）
> **用途**：发现新钱包，如果 copy_pnl 高 + 信念胜率好，加到 backtest.json 开始观察
```bash
python3 -c " python3 -c "
import json import json
live = {w['wallet'].lower() for w in json.load(open('copybot.paper.json'))['wallets']} sharps = json.load(open('watch_sharps.json'))
bt = json.load(open('backtest.json')) bt = json.load(open('backtest.json'))
bench = [w.get('name', w['wallet'][:10]) for w in bt['wallets'] if w['wallet'].lower() not in live] bt_addrs = {w['wallet'].lower() for w in bt['wallets']}
print('bench:', ', '.join(bench)) new_candidates = [w for w in sharps if w.get('wallet','').lower() not in bt_addrs]
new_candidates.sort(key=lambda w: w.get('copy_pnl',0), reverse=True)
print(f'watch_sharps {len(sharps)} 个，backtest.json {len(bt[\"wallets\"])} 个，新候选 {len(new_candidates)} 个')
print()
for w in new_candidates[:15]:
name = w.get('name') or w.get('wallet','')[:10]
win = w.get('conv_win')
winstr = f'{win:.0f}%' if win is not None else '?'
print(f'{name:20s} copy_pnl+{w.get(\"copy_pnl\",0):5d} conv_win={winstr}')
" "
``` ```
### 第 4 步：决策（5 个维度） ---
对照 5 个维度做决策： ## 决策（5 个维度）
| 维度 | 怎么看 | 晋升条件 | 降级条件 | 对照 5 个维度做决策（详见 `AGENT.md`）：
|------|--------|---------|---------|
| **前瞻盈亏** | 第 2 步的 per-wallet pnl | 正盈亏 | 负盈亏（连续 2 周） |
| **copy_pnl** | `cat watch_sharps.json \| grep copy_pnl` | 排名靠前 | 跌出 watch_sharps |
| **信念胜率** | `cat watch_sharps.json \| grep conv_win` | >60% | <30% |
| **季节性** | 看钱包的 niche 有没有赛季/事件 | 赛季开始 | 赛季结束 |
| **floor 稳定** | `cat copybot.paper.json \| grep floor` | 正常 | p80 漂移太大需 pin |
### 第 5 步：执行变更 | 维度 | 数据来源 | 晋升条件 | 降级条件 |
|------|---------|---------|---------|
| **前瞻盈亏** | 第 2 步 portfolio.json | 正盈亏 | 连续 2 周负 |
| **copy_pnl** | 第 3 步 watch_sharps.json | 排名靠前 | 跌出 watch_sharps |
| **信念胜率** | 第 3 步 watch_sharps.json | >60% | <30% |
| **季节性 + niche** | 第 5 步日志 + 人工判断 | 赛季开始 / ITF网球 / 三级电竞 | 赛季结束 / 5min BTC / 长持仓 |
| **floor 稳定** | 第 4 步 daily.log | 正常 | p80 漂移 > 15% 需 pin |
**晋升**（bench -> live）： ---
## 执行操作
### 晋升（bench -> live）
> 从 backtest.json 里选一个表现好的，加到跟单配置
```bash ```bash
cd /opt/winning-wallet-finder cd /opt/winning-wallet-finder
python3 -c " python3 -c "
import json import json
# 把 bench 钱包加到 copybot.paper.json 和 config.live.json
promote_name = 'AIcAIc' # 改成你要晋升的钱包 promote_name = 'AIcAIc' # 改成你要晋升的钱包
# 从 backtest.json 查地址
bt = json.load(open('live/backtest.json')) bt = json.load(open('live/backtest.json'))
promote = next((w for w in bt['wallets'] if w.get('name') == promote_name), None) promote = next((w for w in bt['wallets'] if w.get('name') == promote_name), None)
if not promote: if not promote:
print(f'{promote_name} not found in backtest.json') print(f'{promote_name} not found in backtest.json'); exit(1)
exit(1)
# 加到 paper 和 live
for path in ['live/copybot.paper.json', 'config.live.json']: for path in ['live/copybot.paper.json', 'config.live.json']:
cfg = json.load(open(path)) cfg = json.load(open(path))
if not any(w['wallet'].lower() == promote['wallet'].lower() for w in cfg['wallets']): if not any(w['wallet'].lower() == promote['wallet'].lower() for w in cfg['wallets']):
w = {'wallet': promote['wallet'], 'name': promote['name'], cfg['wallets'].append({'wallet': promote['wallet'], 'name': promote['name'],
'class': 'volume', 'floor': 25.0} 'class': 'volume', 'floor': 25.0})
cfg['wallets'].append(w)
json.dump(cfg, open(path, 'w'), indent=2) json.dump(cfg, open(path, 'w'), indent=2)
print(f'{path}: added {promote_name}') print(f'{path}: added {promote_name}')
else:
print(f'{path}: {promote_name} already there')
" "
chown wwf:wwf live/copybot.paper.json config.live.json chown wwf:wwf live/copybot.paper.json config.live.json
systemctl restart copybot-paper copybot-live systemctl restart copybot-paper copybot-live
``` ```
**降级**（live -> bench）： ### 降级（live -> bench）
> 从跟单配置里删除，但留在 backtest.json 继续观察
```bash ```bash
cd /opt/winning-wallet-finder cd /opt/winning-wallet-finder
@@ -139,22 +187,47 @@ for path in ['live/copybot.paper.json', 'config.live.json']:
cfg = json.load(open(path)) cfg = json.load(open(path))
old = [w['name'] for w in cfg['wallets']] old = [w['name'] for w in cfg['wallets']]
cfg['wallets'] = [w for w in cfg['wallets'] if w['name'] != demote_name] cfg['wallets'] = [w for w in cfg['wallets'] if w['name'] != demote_name]
new = [w['name'] for w in cfg['wallets']]
json.dump(cfg, open(path, 'w'), indent=2) json.dump(cfg, open(path, 'w'), indent=2)
print(f'{path}: {old} -> {new}') print(f'{path}: {old} -> {[w[\"name\"] for w in cfg[\"wallets\"]]}')
" "
chown wwf:wwf live/copybot.paper.json config.live.json chown wwf:wwf live/copybot.paper.json config.live.json
systemctl restart copybot-paper copybot-live systemctl restart copybot-paper copybot-live
``` ```
> 降级的钱包留在 backtest.json 里继续观察（不用删），下周 review 还能看到它的前瞻表现。 ### 加新候选到 bench 观察区
### 第 6 步：钉死 floor_pin（如果需要） > 从第 7 步发现的新钱包里选一个，加到 backtest.json 开始追踪前瞻表现
如果某个钱包的 p80 漂移太大（sync_floors.py 警告 `⚠ floor X->Y`），钉死它：
```bash ```bash
cd /opt/winning-wallet-finder/live
python3 -c "
import json
new_wallet = '0xNEW_WALLET_ADDRESS' # 从第 7 步输出里选
new_name = 'NewWalletName' # 对应的名字
bt = json.load(open('backtest.json'))
if not any(w['wallet'].lower() == new_wallet.lower() for w in bt['wallets']):
bt['wallets'].append({'wallet': new_wallet, 'name': new_name, 'class': 'volume'})
json.dump(bt, open('backtest.json', 'w'), indent=2)
print(f'已添加 {new_name} 到 backtest.json，总共 {len(bt[\"wallets\"])} 个')
print('下周 review 就能看到它的前瞻盈亏了')
else:
print(f'{new_name} 已在 backtest.json 里')
"
```
> 加完后不需要重启 bot（backtest.json 只被 daily.sh 的 portfolio.py 读，不影响 bot 运行）。
> 但需要手动跑一次 `python3 portfolio.py --days 30` 确认新钱包有数据。
### 钉死 floor_pin
> 如果第 4 步显示某个钱包 floor 漂移太大
```bash
cd /opt/winning-wallet-finder
python3 -c " python3 -c "
import json import json
pin_name = 'Kruto2027' # 要钉的钱包 pin_name = 'Kruto2027' # 要钉的钱包
@@ -174,6 +247,10 @@ chown wwf:wwf live/copybot.paper.json config.live.json
systemctl restart copybot-paper copybot-live systemctl restart copybot-paper copybot-live
``` ```
### 更新 setup_wallets.py
> 每次换完钱包后，同步更新 setup_wallets.py 里的 OUR_WALLETS 数组，下次 sync-upstream 时不会丢
--- ---
## 当前状态 ## 当前状态
@@ -208,23 +285,4 @@ systemctl restart copybot-paper copybot-live
## 1Panel 快速命令 ## 1Panel 快速命令
**每周 review 一键跑回测 + 看排名**： **每周 review 一键跑全部 7 步**：见 `每周五Review命令.md` 末尾的整段脚本，复制到 1Panel 保存为快速命令。
```bash
cd /opt/winning-wallet-finder/live && python3 portfolio.py --days 30 && python3 -c "
import json
d = json.load(open('portfolio.json'))
wallets = {}
for b in d.get('bets', []):
name = b.get('name', '?')
if name not in wallets:
wallets[name] = {'n': 0, 'pnl': 0, 'wins': 0}
wallets[name]['n'] += 1
wallets[name]['pnl'] += b.get('pnl', 0)
if b.get('pnl', 0) > 0:
wallets[name]['wins'] += 1
print('=== 前瞻盈亏排名 ===')
for name, stats in sorted(wallets.items(), key=lambda x: x[1]['pnl'], reverse=True):
wr = stats['wins']/stats['n']*100 if stats['n'] > 0 else 0
print(f'{name:20s} {stats[\"n\"]:3d} bets pnl \${stats[\"pnl\"]:+8.2f} 胜率 {wr:.0f}%')
"
```