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reconcile: live-realized field fix; first reconcile.csv row + replica book committed

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Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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jaxperro
2026-07-24 13:42:45 -04:00
parent cca2a66129
commit b9e2abd7c9
5 changed files with 7 additions and 3 deletions
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history/reconcile.csv
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@@ -0,0 +1,2 @@
date,live_bt_ev,live_fill_gap,live_filled_ev,live_filled_n,live_missed_ev,live_missed_n,live_realized,live_rejected_ev,live_rejected_n,live_unseen_ev,live_unseen_n,n,paper_bt_ev,paper_fill_gap,paper_filled_ev,paper_filled_n,paper_missed_ev,paper_missed_n,paper_rejected_ev,paper_rejected_n,paper_unseen_ev,paper_unseen_n,replica_pnl
2026-07-24,3797,33,-250,14,1915,40,-16.58,0,0,2133,73,127,3797,593,548,23,299,37,0,0,2951,67,109.05
1 date live_bt_ev live_fill_gap live_filled_ev live_filled_n live_missed_ev live_missed_n live_realized live_rejected_ev live_rejected_n live_unseen_ev live_unseen_n n paper_bt_ev paper_fill_gap paper_filled_ev paper_filled_n paper_missed_ev paper_missed_n paper_rejected_ev paper_rejected_n paper_unseen_ev paper_unseen_n replica_pnl
2 2026-07-24 3797 33 -250 14 1915 40 -16.58 0 0 2133 73 127 3797 593 548 23 299 37 0 0 2951 67 109.05
live/portfolio_live_replica.json
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live/portfolio_live_replica_bets.json
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live/portfolio_live_replica_missed.json
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research/copy_reconcile.py
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@@ -171,10 +171,9 @@ def main():
rep = json.load(open(os.path.join(ROOT, "live",
"portfolio_live_replica.json")))
lv = json.load(open(os.path.join(ROOT, "live",
"copybot_live_real_full.json")))
"copybot_live_real.json")))
row["replica_pnl"] = round(rep.get("pnl") or 0, 2)
row["live_realized"] = round(lv.get("pnl_realized")
or lv.get("realized") or 0, 2)
row["live_realized"] = round(lv.get("realized") or 0, 2)
print(f"REPLICA: model-at-live-bank 30d P&L {row['replica_pnl']:+.2f}"
f" vs live book realized {row['live_realized']:+.2f} "
f"(residual {row['replica_pnl'] - row['live_realized']:+.2f})",