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sharps: split SOLD out of the record — W/L = held to resolution only

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rtally now uses the same redeem-vs-sell price discriminator as the
backtest (exit_p ≈ payout ⇒ held; mid print ⇒ SOLD). The sign-only
tally counted a mirror-seller's exits as wins — 0xb0E43B read '94.4%
all-time' on 937 sells with almost no held outcomes. Win% is held-only
now, sold P&L stays in the P&L columns, all_sold/conv_sold/conv30_sold
populate for the dashboard's +NS record chips.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-07-08 15:52:44 -04:00
parent 20ebb2a07d
commit 5602429144
1 changed files with 34 additions and 15 deletions
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live/validate_timing.py
+34 -15
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@@ -186,19 +186,38 @@ def display_stats(w):
exits = cache.closed_exits(w) # {asset: {ts, iv, realized_pnl, ...}} closed, full history
def rtally(positions):
"""(won, lost, scratch, pnl) over closed positions by realized_pnl sign."""
won_ = lost_ = scr_ = 0
"""(won, lost, ref, sold, pnl) over closed positions. Same taxonomy as
the bot and the backtest (2026-07-08): WON/LOST/REF = held to
resolution, SOLD = exited pre-resolution — a sell prints a mid price,
a redeem prints ≈ the payout (1/0/0.5), same discriminator as
portfolio._sold_pre_resolution. The old sign-only tally counted a
mirror-seller's exits as wins (0xb0E43B: '94.4%' on 937 sells with
virtually no held outcomes). Sold P&L still lands in pnl; win% is
held-only, matching 'sold exits not counted as W or L' everywhere
else. Fold-ins from _open_split carry no exit_p — held by definition,
classified by sign."""
won_ = lost_ = ref_ = sold_ = 0
pnl = 0.0
for e in positions:
rp = e.get("realized_pnl") or 0
pnl += rp
if rp > 0.01:
won_ += 1
elif rp < -0.01:
lost_ += 1
xp = e.get("exit_p")
if xp is None: # decided-unredeemed fold-in
if rp > 0.01:
won_ += 1
elif rp < -0.01:
lost_ += 1
else:
ref_ += 1
elif abs(xp - 1.0) <= 0.02:
won_ += 1 # redeemed winner / payout dump
elif xp <= 0.001:
lost_ += 1 # loser booked at zero
elif abs(xp - 0.5) <= 0.005:
ref_ += 1 # 50/50 refund redeem
else:
scr_ += 1
return won_, lost_, scr_, round(pnl)
sold_ += 1 # genuine pre-resolution sell
return won_, lost_, ref_, sold_, round(pnl)
# realized universe = redeemed/sold closed positions (exits, with realizedPnl)
# PLUS decided-but-unredeemed positions (resolved losers/winners still sitting
@@ -206,7 +225,7 @@ def display_stats(w):
# a wallet's true realized record includes the bets it walked away from.
open_pnl, resolved_open = _open_split(w)
allpos = list(exits.values()) + resolved_open
all_won, all_lost, all_scr, all_pnl = rtally(allpos)
all_won, all_lost, all_scr, all_sold, all_pnl = rtally(allpos)
# conviction = the wallet's top-20%-by-stake positions (iv); conv30 = those
# closed in the last 30d. Realized P&L over each set.
thr = cache.conv_cutoff(e["iv"] for e in allpos if (e.get("iv") or 0) > 0)
@@ -214,19 +233,19 @@ def display_stats(w):
cut30 = now - 30 * 86400
conv30 = [e for e in conv if (e.get("ts") or 0) >= cut30]
recent = sorted(allpos, key=lambda e: e.get("ts") or 0, reverse=True)[:500]
cw, cl, cscr, cpnl = rtally(conv)
c3w, c3l, c3scr, c3pnl = rtally(conv30)
cw, cl, cscr, csold, cpnl = rtally(conv)
c3w, c3l, c3scr, c3sold, c3pnl = rtally(conv30)
out = {
"conv_win": round(100 * cw / (cw + cl), 1) if (cw + cl) else None,
"conv_won": cw, "conv_lost": cl, "conv_ref": cscr, "conv_sold": 0,
"conv_won": cw, "conv_lost": cl, "conv_ref": cscr, "conv_sold": csold,
"conv_pnl": cpnl,
"conv30_win": round(100 * c3w / (c3w + c3l), 1) if (c3w + c3l) else None,
"conv30_won": c3w, "conv30_lost": c3l, "conv30_ref": c3scr, "conv30_sold": 0,
"conv30_won": c3w, "conv30_lost": c3l, "conv30_ref": c3scr, "conv30_sold": c3sold,
"conv30_pnl": c3pnl,
"realized_pnl": rtally(recent)[3],
"realized_pnl": rtally(recent)[4],
"all_win": round(100 * all_won / (all_won + all_lost), 1) if (all_won + all_lost) else None,
"all_won": all_won, "all_lost": all_lost, "all_ref": all_scr,
"all_sold": 0, "all_pnl": all_pnl,
"all_sold": all_sold, "all_pnl": all_pnl,
"open_pnl": open_pnl, # genuinely in-flight only (resolved folded into realized)
"pm_pnl": _pm_profit(w),
"avg_bet": round(sum(e["iv"] for e in conv) / len(conv)) if conv else 0,