gavindiaz
48a77ec7bc
- 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)
289 lines
9.7 KiB
Markdown
289 lines
9.7 KiB
Markdown
# 每周 Bench Review 流程
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> 跟原作者的方法论一致：每周五对跟单钱包和 bench 观察区钱包做前瞻盈亏 review，决定晋升/降级。
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>
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> 原作者的原话（HANDOFF_ARCHIVE.md）：forward table = portfolio.py resolved rows, two windows: since last review and since the last swap.
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---
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## 为什么要每周 review
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watch_sharps.json 的 copy_pnl 是 **in-sample**（用历史数据算的），只能告诉你"过去跟这个钱包赚没赚"。但市场在变，钱包的表现也会变。
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**前瞻盈亏（Forward P&L）** 是 out-of-sample 的：看"从某个时间点开始，这个钱包的信念单实际赚了多少"。这才是决定留还是踢的真实依据。
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---
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## review 时间
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**每周五**（跟作者一样）。可以在 1Panel 加一个定时提醒。
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---
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## review 步骤
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> 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。
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### 第 1 步：跑回测
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> **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
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> **相关文件**：`backtest.json`（输入）-> `portfolio.json`（输出）
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```bash
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cd /opt/winning-wallet-finder/live
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python3 portfolio.py --days 30
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```
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### 第 2 步：看前瞻盈亏排名
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> **做什么**：读 portfolio.json 的 wallets 数组，按 30 天前瞻 realized 排序
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> **相关文件**：`portfolio.json`（读）
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> **这是决策的核心数据**
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```bash
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python3 -c "
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import json
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d = json.load(open('portfolio.json'))
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live_names = {'Kruto2027','0xbadaf319','1kto1m','Vahan88','LSB1','EdwardIN','lma0o0o0o','Coteykens'}
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ws = d.get('wallets', [])
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print('=== 30天前瞻盈亏排名 ===')
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for w in sorted(ws, key=lambda x: x.get('realized',0), reverse=True):
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name = w.get('name','?')
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tag = 'LIVE' if name in live_names else 'bench'
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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}]')
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"
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```
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### 第 3 步：看候选池排名
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> **做什么**：读 watch_sharps.json，按 copy_pnl 排序，看信念胜率
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> **相关文件**：`watch_sharps.json`（daily.sh 自动产出）
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> **注意**：copy_pnl 是 in-sample 的，会骗人，只作参考
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```bash
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cat watch_sharps.json | python3 -c "
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import sys,json
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data=json.load(sys.stdin)
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data.sort(key=lambda w: w.get('copy_pnl',0), reverse=True)
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for i,w in enumerate(data):
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name = w.get('name') or w.get('wallet','')[:10]
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win = w.get('conv_win')
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winstr = f'{win:.0f}%' if win is not None else '?'
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print(f'#{i+1:2d} {name:20s} copy_pnl+{w.get(\"copy_pnl\",0):5d} conv_win={winstr}')
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print(f'总共 {len(data)} 个候选')
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"
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```
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### 第 4 步：看 floor 漂移
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> **做什么**：读 daily.log 里 sync_floors 的输出
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> **相关文件**：`daily.log`（读）
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```bash
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grep "floor" daily.log | tail -10
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```
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### 第 5 步：看本周跟单记录
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> **做什么**：读 live bot 7 天日志
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> **相关文件**：journalctl（systemd 日志）
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```bash
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journalctl -u copybot-live --since "7 days ago" --no-pager | grep -E "FOLLOW|OPEN|skip" | tail -30
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```
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### 第 6 步：看链上余额
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> **做什么**：查存款钱包的实际 pUSD 余额
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> **相关文件**：`/etc/copybot/live.env`（读私钥）
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```bash
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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()"
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```
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### 第 7 步：找出新候选
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> **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
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> **相关文件**：`watch_sharps.json`（全部候选）+ `backtest.json`（已在观察的）
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> **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
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```bash
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python3 -c "
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import json
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sharps = json.load(open('watch_sharps.json'))
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bt = json.load(open('backtest.json'))
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bt_addrs = {w['wallet'].lower() for w in bt['wallets']}
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new_candidates = [w for w in sharps if w.get('wallet','').lower() not in bt_addrs]
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new_candidates.sort(key=lambda w: w.get('copy_pnl',0), reverse=True)
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print(f'watch_sharps {len(sharps)} 个，backtest.json {len(bt[\"wallets\"])} 个，新候选 {len(new_candidates)} 个')
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print()
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for w in new_candidates[:15]:
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name = w.get('name') or w.get('wallet','')[:10]
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win = w.get('conv_win')
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winstr = f'{win:.0f}%' if win is not None else '?'
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print(f'{name:20s} copy_pnl+{w.get(\"copy_pnl\",0):5d} conv_win={winstr}')
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"
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```
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---
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## 决策（5 个维度）
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对照 5 个维度做决策（详见 `AGENT.md`）：
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| 维度 | 数据来源 | 晋升条件 | 降级条件 |
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|------|---------|---------|---------|
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| **前瞻盈亏** | 第 2 步 portfolio.json | 正盈亏 | 连续 2 周负 |
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| **copy_pnl** | 第 3 步 watch_sharps.json | 排名靠前 | 跌出 watch_sharps |
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| **信念胜率** | 第 3 步 watch_sharps.json | >60% | <30% |
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| **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 |
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| **floor 稳定** | 第 4 步 daily.log | 正常 | p80 漂移 > 15% 需 pin |
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---
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## 执行操作
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### 晋升（bench -> live）
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> 从 backtest.json 里选一个表现好的，加到跟单配置
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```bash
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cd /opt/winning-wallet-finder
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python3 -c "
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import json
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promote_name = 'AIcAIc' # 改成你要晋升的钱包
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bt = json.load(open('live/backtest.json'))
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promote = next((w for w in bt['wallets'] if w.get('name') == promote_name), None)
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if not promote:
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print(f'{promote_name} not found in backtest.json'); exit(1)
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for path in ['live/copybot.paper.json', 'config.live.json']:
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cfg = json.load(open(path))
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if not any(w['wallet'].lower() == promote['wallet'].lower() for w in cfg['wallets']):
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cfg['wallets'].append({'wallet': promote['wallet'], 'name': promote['name'],
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'class': 'volume', 'floor': 25.0})
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json.dump(cfg, open(path, 'w'), indent=2)
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print(f'{path}: added {promote_name}')
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"
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chown wwf:wwf live/copybot.paper.json config.live.json
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systemctl restart copybot-paper copybot-live
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```
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### 降级（live -> bench）
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> 从跟单配置里删除，但留在 backtest.json 继续观察
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```bash
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cd /opt/winning-wallet-finder
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python3 -c "
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import json
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demote_name = 'BikesAreTheBikes' # 改成你要降级的钱包
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for path in ['live/copybot.paper.json', 'config.live.json']:
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cfg = json.load(open(path))
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old = [w['name'] for w in cfg['wallets']]
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cfg['wallets'] = [w for w in cfg['wallets'] if w['name'] != demote_name]
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json.dump(cfg, open(path, 'w'), indent=2)
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print(f'{path}: {old} -> {[w[\"name\"] for w in cfg[\"wallets\"]]}')
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"
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chown wwf:wwf live/copybot.paper.json config.live.json
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systemctl restart copybot-paper copybot-live
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```
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### 加新候选到 bench 观察区
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> 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
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```bash
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cd /opt/winning-wallet-finder/live
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python3 -c "
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import json
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new_wallet = '0xNEW_WALLET_ADDRESS' # 从第 7 步输出里选
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new_name = 'NewWalletName' # 对应的名字
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bt = json.load(open('backtest.json'))
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if not any(w['wallet'].lower() == new_wallet.lower() for w in bt['wallets']):
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bt['wallets'].append({'wallet': new_wallet, 'name': new_name, 'class': 'volume'})
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json.dump(bt, open('backtest.json', 'w'), indent=2)
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print(f'已添加 {new_name} 到 backtest.json，总共 {len(bt[\"wallets\"])} 个')
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print('下周 review 就能看到它的前瞻盈亏了')
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else:
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print(f'{new_name} 已在 backtest.json 里')
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"
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```
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> 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）。
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> 但需要手动跑一次 `python3 portfolio.py --days 30` 确认新钱包有数据。
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### 钉死 floor_pin
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> 如果第 4 步显示某个钱包 floor 漂移太大
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```bash
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cd /opt/winning-wallet-finder
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python3 -c "
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import json
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pin_name = 'Kruto2027' # 要钉的钱包
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pin_value = 80.0 # 钉死的值
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for path in ['live/copybot.paper.json', 'config.live.json']:
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cfg = json.load(open(path))
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for w in cfg['wallets']:
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if w['name'] == pin_name:
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w['floor'] = pin_value
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w['floor_pin'] = pin_value
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print(f'{path}: {pin_name} floor_pin = {pin_value}')
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json.dump(cfg, open(path, 'w'), indent=2)
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"
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chown wwf:wwf live/copybot.paper.json config.live.json
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systemctl restart copybot-paper copybot-live
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```
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### 更新 setup_wallets.py
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> 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
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---
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## 当前状态
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### live 跟单（8 个）
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| 钱包 | floor | floor_pin | niche |
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|------|-------|-----------|-------|
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| Kruto2027 | $80 | ✅ 80 | 综合 |
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| 0xbadaf319 | $42 | - | 综合 |
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| 1kto1m | $332 | - | BTC Up/Down |
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| Vahan88 | $245 | - | 板球/体育 |
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| LSB1 | $315 | - | 瑞典足球 |
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| EdwardIN | $25 | - | 待观察 |
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| lma0o0o0o | $25 | - | 待观察 |
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| Coteykens | $25 | - | 待观察 |
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### bench 观察（8 个）
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| 钱包 | 状态 | 备注 |
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|------|------|------|
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| gkmgkldfmg | 被淘汰 | daily.sh 已移出 watch_sharps |
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| AIcAIc | 观察 | 作者 07-16 重新加入（电竞赛季） |
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| BikesAreTheBikes | 观察 | 信念胜率 21% 偏低 |
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| imwalkinghere | 永久排除 | 5min BTC 市场，结算比跟单快 |
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| leegunner | 新候选 | 作者 bench rev 5 新加 |
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| oliman2 | 新候选 | 作者 bench rev 5 新加 |
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| JuiceFarm | 新候选 | 作者 bench rev 5 新加 |
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| 0xb0E43B | 新候选 | 作者 bench rev 5 新加 |
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---
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## 1Panel 快速命令
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**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。
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