surgebot: Study A paper harness, deploy-ready for the Friday sprint (#16)

Real-time PAPER trader of the FROZEN surge signal on its own Fly app (wwf-surgebot, recorder-pattern image, no keys, no bot imports): $100 paper book · 5%-of-equity daily stakes ($1 venue floor) · cash-gated all-or-nothing · event cap 2 · paper FAK against the live CLOB book inside p_ref*1.05 · provisional CLOB settles re-graded nightly with CTF payout vectors (grade_surge.py -> surge_paper_ledger.jsonl). Informed set published daily (informed_set.py -> params/informed_set.json, frozen method). Unit-tested: fill/crater/event-cap/cash paths exact; live smoke: dual sockets + sizing clean. Believing any of it stays gated on the #16 forward verdict. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-28 00:07:47 +00:00 · 2026-07-21 15:15:52 -04:00
parent e8eb0a7dbd
commit eeeed39e22
7 changed files with 622 additions and 1 deletions
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+#!/usr/bin/env python3
+"""Nightly chain-truth grading of the surge paper harness (wwf-surgebot).
+
+Pulls /data/surge_state.json off the box (read-only — never writes back),
+re-grades every settled entry with CTF payout vectors (payouts.truth; the
+harness's provisional CLOB winner flags lie on operator-resolved markets,
+[[polymarket-resolution-truth]]), and appends one row per settle to
+research/surge_paper_ledger.jsonl (keyed asset+ts, idempotent). Also emits
+the running paper-book summary the #16 sprint decision reads."""
+import json
+import os
+import shutil
+import subprocess
+import sys
+
+HERE = os.path.dirname(os.path.abspath(__file__))
+LEDGER = os.path.join(HERE, "surge_paper_ledger.jsonl")
+TMP = os.path.join(HERE, ".surge_state.pull.json")
+FLYCTL = shutil.which("flyctl") or "/opt/homebrew/bin/flyctl"
+
+
+def main():
+    r = subprocess.run([FLYCTL, "ssh", "sftp", "get", "/data/surge_state.json",
+                        TMP, "-a", "wwf-surgebot"], capture_output=True,
+                       timeout=300, stdin=subprocess.DEVNULL)
+    if not os.path.exists(TMP) or os.path.getsize(TMP) == 0:
+        print("[grade_surge] box unreachable or no state yet — skip")
+        return 0
+    st = json.load(open(TMP))
+    os.remove(TMP)
+    sys.path.insert(0, os.path.join(HERE, "..", "live"))
+    import payouts
+    have = set()
+    try:
+        for ln in open(LEDGER):
+            try:
+                d = json.loads(ln)
+                have.add((d["asset"], d["ts"]))
+            except Exception:
+                pass
+    except FileNotFoundError:
+        pass
+    settled = st.get("settled", [])
+    new = [s for s in settled if (s["asset"], s["ts"]) not in have]
+    if new:
+        payouts.ensure(sorted({s["cond"] for s in new if s.get("cond")}))
+    graded = flips = 0
+    with open(LEDGER, "a") as fh:
+        for s in new:
+            t = payouts.truth(s.get("cond"), s.get("asset")) if s.get("cond") else None
+            pay = s["payout"] if t is None else t
+            pnl = round(s["shares"] * pay - s["cost"] - s["fee"], 2)
+            if t is not None and abs(t - s["payout"]) > 1e-9:
+                flips += 1
+            fh.write(json.dumps({**s, "chain_payout": pay, "chain_pnl": pnl,
+                                 "flip": t is not None
+                                 and abs(t - s["payout"]) > 1e-9}) + "\n")
+            graded += 1
+    total = wins = 0
+    pnl_sum = 0.0
+    try:
+        for ln in open(LEDGER):
+            d = json.loads(ln)
+            total += 1
+            wins += d["chain_payout"] == 1.0
+            pnl_sum += d["chain_pnl"]
+    except FileNotFoundError:
+        pass
+    c = st.get("counters", {})
+    print(f"[grade_surge] +{graded} settles ({flips} provisional flips) · "
+          f"book: {total} settled {wins}W · chain P&L ${pnl_sum:+.2f} · "
+          f"cash ${st.get('cash', 0):.2f} · open {len(st.get('open', {}))} · "
+          f"lifetime trig {c.get('triggers')} fill {c.get('fills')} "
+          f"crater {c.get('craters')}")
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(main())