mirror of
https://github.com/jaxperro/winning-wallet-finder.git
synced 2026-07-27 15:57:47 +00:00
event cap off: follow every conviction trade (max_per_event 0 everywhere)
Engine default + both bot configs + backtest set to 0 (cap logic stays, opt-in via risk.max_per_event). June backfill without the cap: +465%, 237 resolved (202W/35L), 22 missed, $170 fees. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
@@ -61,8 +61,9 @@ DEFAULT_CONFIG = {
|
||||
"daily_spend_cap_usd": 250.0,
|
||||
"max_total_exposure_usd": 500.0,
|
||||
"max_open_positions": 20,
|
||||
"max_per_event": 2, # max concurrent positions on one real-world
|
||||
# event (a game's markets are one correlated bet)
|
||||
"max_per_event": 0, # >0 caps concurrent positions on one real-world
|
||||
# event (a game's markets are one correlated bet);
|
||||
# 0 = off — follow every conviction trade
|
||||
"min_price": 0.05, # don't open longshots/near-certainties
|
||||
"max_price": 0.95,
|
||||
"min_order_usd": 5.0, # Polymarket min order size
|
||||
|
||||
@@ -48,6 +48,6 @@
|
||||
"min_price": 0.01,
|
||||
"max_price": 0.99,
|
||||
"min_order_usd": 5.0,
|
||||
"max_per_event": 2
|
||||
"max_per_event": 0
|
||||
}
|
||||
}
|
||||
+1
-1
File diff suppressed because one or more lines are too long
+8
-8
@@ -43,12 +43,12 @@ GAMMA = "https://gamma-api.polymarket.com"
|
||||
# Each new bet stakes PCT of CURRENT equity (cash + open cost basis) so the book
|
||||
# compounds in both directions; the stake is halved while equity sits below
|
||||
# DD_THRESHOLD of its high-water mark, and clamped to [STAKE_MIN, STAKE_CAP].
|
||||
# EVENT_CAP limits concurrent bets whose markets belong to the same real-world
|
||||
# event — a game's markets settle together, so N bets on one match are one
|
||||
# correlated bet, not N diversified ones.
|
||||
# EVENT_CAP >0 limits concurrent bets whose markets belong to the same real-world
|
||||
# event (a game's markets settle together — one correlated bet, not N diversified
|
||||
# ones); 0 = off, mirror every conviction trade.
|
||||
PCT = 0.04
|
||||
STAKE_MIN, STAKE_CAP = 5.0, 150.0
|
||||
EVENT_CAP = 2
|
||||
EVENT_CAP = 0
|
||||
DD_THRESHOLD, DD_FACTOR = 0.80, 0.5
|
||||
|
||||
# ---- realism model (matches the live copybot) -------------------------------
|
||||
@@ -225,10 +225,10 @@ def main():
|
||||
stake = cur_stake()
|
||||
b["stake"] = round(stake, 2)
|
||||
b["event"] = event_key(market_meta(b["cond"])["slug"])
|
||||
# correlation cap: skip a bet when we already hold EVENT_CAP positions on
|
||||
# the same real-world event (deliberate risk skip, tallied separately)
|
||||
if b["event"] and sum(1 for _, _, _, r in held
|
||||
if r.get("event") == b["event"]) >= EVENT_CAP:
|
||||
# correlation cap (off when EVENT_CAP=0): skip a bet when we already hold
|
||||
# EVENT_CAP positions on the same real-world event (deliberate risk skip)
|
||||
if EVENT_CAP and b["event"] and sum(1 for _, _, _, r in held
|
||||
if r.get("event") == b["event"]) >= EVENT_CAP:
|
||||
b["capped"] = True; capped += 1
|
||||
missed.append(b)
|
||||
continue
|
||||
|
||||
Reference in New Issue
Block a user