jaxperro
2f4f2ccbbe
research/ is a hard silo (README rules): read-only tape, no bot imports, own launchd (com.jaxperro.research-nightly 09:15, after daily ingest). - tape.py: proxy-resolution (the 742/742-validated method), niche + crypto strike/expiry/sprint parsers, tick loaders - sim.py: FAK execution replayer; hold_s=3 fitted on 29 real labeled live attempts (79% fill/miss classification), price noise 2-4c, measured OPTIMISM BIAS -2c/fill carried into every verdict threshold - requote.py: crater refill timing per niche (crypto 94% <4s, esports 83% <10s, sports needs ~25s, geo/politics minutes) -> params/requote_timing.json - study_flow.py + robustness: in-play surge momentum. Identity NULL result: 10 pooled controls +23.85/fill == informed +23.68 -> hypothesis revised at freeze, surge-EV primary, identity secondary (#16) - study_oracle.py: oracle digital fair value. 86% craters, winner's-curse inversion at big edges, nothing frozen (no cell at 30 fills) (#17) - forward.py + nightly.sh: re-scores frozen studies on last 3 tape days, appends forward_ledger.jsonl; verdicts ONLY from post-freeze rows Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
32 lines
1.7 KiB
Markdown
32 lines
1.7 KiB
Markdown
# research/ — the edge factory (SILO)
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Standing rules (user directive 2026-07-20: "built in a silo to not affect
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anything on the live bot"):
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- **Nothing here is imported by, or imports, the bot** (`copybot.py`,
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`copytrade.py`, their configs). The Fly workers run pinned entrypoints;
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this directory is inert to them.
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- **Tape access is read-only** (`duckdb.connect(..., read_only=True)`).
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- The ONE shared write: `live/cache.duckdb::resolutions` via `live/payouts.py`
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— append-only immutable chain facts, the same store the daily pipeline
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already feeds. Nothing else in `live/` is touched.
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- The existing paper bot is the live test's CONTROL — graduated edges get
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their own paper harness here, never that one.
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- Studies are pre-registered (GitHub issue per study: hypothesis, params,
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verdict + kill criteria) BEFORE their forward window opens. Exploration
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happens on already-collected tape; **verdicts only come from
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`forward_ledger.jsonl` rows dated after the params freeze commit.**
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Layout:
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tape.py read-only loaders · tape proxy-resolution (terminal-VWAP +
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sibling veto, the 742/742 chain-validated method) · title
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parsers (niche, crypto strike/expiry/sprint)
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sim.py execution replayer calibrated on OUR live fills ledger
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(lag, FAK no-match, protected band, 3% taker fee)
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study_flow.py Study A — informed-flow state signal
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study_oracle.py Study B — crypto oracle fair value vs the book
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requote.py crater→requote timing measurement (retry tuning)
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forward.py scores frozen studies on new tape days → forward_ledger.jsonl
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params/ frozen study parameters (committed = frozen)
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nightly.sh manual/launchd runner (separate from daily.sh)
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