Files
winning-wallet-finder/live/collect.py
T
jaxperro 08f87c589e paper-run realism: taker fees, resolved-only scoring, bounded collect, local runner
- copybot: model Polymarket taker fees (V2, since 2026-03-30: shares*rate*p*(1-p),
  sports 0.03) on every paper/live fill; track fees_paid in state + feed; settle
  P&L nets the entry fee. publish_feed now commits state + fills ledger with the
  feed (autostash rebase) so the local poller is the sole state writer.
- validate_timing: copy_pnl/held_pnl are fee-aware -> sharp selection now requires
  clearing real copy costs; conv stats + lead profile use resolved bets only.
- conviction_scan/skill: exclude res_t>now rows (early-sold positions in
  unresolved markets scored at curPrice - a mark, not an outcome; was ~5% of the
  June test window at a 72% pseudo-win rate).
- portfolio: skip unresolved rows (stake used to vanish from equity); missed bets
  of kind=open no longer KeyError - mark-to-market hypothetical P&L.
- collect: cap stale refreshes at STALE_CAP=2500/run (bulk-aged pool turned the
  daily refresh into a ~40h pull holding the DuckDB lock).
- Actions cron disabled: GitHub ran */5 every ~1.5-2.5h and the 10-min stale
  window skipped the rest -> 1 of ~104 qualifying buys copied. launchd --poll 60
  is now the runner; workflow stays as manual backstop.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-01 23:15:14 -06:00

60 lines
2.5 KiB
Python

#!/usr/bin/env python3
"""Collect EVERY candidate wallet's resolved bets into the cache, up to present.
One-time (per refresh window) comprehensive pull so the whole candidate pool is
local. Resumable: cache.get_bets skips wallets pulled within MAX_AGE_DAYS, so
killing and re-running continues where it left off. Most-active wallets first,
so a partial cache already covers the wallets most likely to be skilled.
python3 collect.py
"""
import json
import os
import sys
import time
from concurrent.futures import ThreadPoolExecutor, as_completed
import cache
HERE = os.path.dirname(__file__)
WORKERS = 16
# Bound each run: every never-pulled wallet is collected, but at most STALE_CAP of
# the already-cached ones are refreshed (stalest first). Without the cap, the day
# the bulk-ingested pool crosses MAX_AGE_DAYS together, a "daily" run balloons into
# a ~40h re-pull that blocks every scoring step behind it in daily.sh and holds the
# DuckDB write lock (even read_only connections fail) all day. At 2,500/day the
# whole pool still turns over well inside the 14-day freshness window.
STALE_CAP = int(os.environ.get("STALE_CAP", 2500))
def main():
cands = json.load(open(os.path.join(HERE, "candidates.json")))
cands.sort(key=lambda c: c.get("markets_seen", 0), reverse=True)
ages = cache.pulled_ages()
fresh_cut = time.time() - cache.MAX_AGE_DAYS * 86400
new = [c["wallet"] for c in cands if c["wallet"] not in ages]
stale = sorted((c["wallet"] for c in cands
if 0 < ages.get(c["wallet"], 0) < fresh_cut), key=ages.get)
wallets = new + stale[:STALE_CAP]
print(f"collecting {len(wallets):,} wallets ({len(new):,} new + "
f"{len(stale[:STALE_CAP]):,} of {len(stale):,} stale, cap {STALE_CAP}) · "
f"{WORKERS} workers", flush=True)
done, t0 = 0, time.time()
with ThreadPoolExecutor(max_workers=WORKERS) as ex:
futs = [ex.submit(cache.get_bets, w) for w in wallets]
for _ in as_completed(futs):
done += 1
if done % 200 == 0:
w, b = cache.stats()
rate = done / max(1e-9, time.time() - t0)
eta = (len(wallets) - done) / max(1e-9, rate) / 3600
print(f" {done:,}/{len(wallets):,} · cache {w:,}w/{b:,}bets · "
f"{rate:.1f}/s · ETA {eta:.1f}h", flush=True)
w, b = cache.stats()
print(f"DONE {time.strftime('%F %T')} — cache: {w:,} wallets, {b:,} bets", flush=True)
if __name__ == "__main__":
main()