4 Commits

Author SHA1 Message Date
jaxperro e6730ef579 research: data-moat hardening — durable settle logs, offline-proof forward backfill, nightly market-metadata snapshot
- surgebot/oraclebot: settles now append-only to /data/*_settles.jsonl
  (SETTLED_TRIM rotation can never lose a settle; graders pull them)
- forward.py: backfills any tape-covered day missing from the ledger —
  a Mac offline gap > RESCORE_DAYS no longer leaves verdict-evidence holes
- meta_snap.py: nightly gzipped snapshot of all active markets (12k, 2MB/d,
  local-only) — end dates make tau knowable at trigger for every tape
  trigger; token->outcome maps kill the label-gap scorer artifact class
- .gitignore: pulled raw streams + meta stay local (re-fetchable, lean repo)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-23 00:43:12 -04:00
jaxperro fd2162b68b research: observational instrumentation — bid_top on attempts + markout book re-reads (+60/300/1800s) on both harnesses
No signal-path change (SEM_VER unchanged): records more, alters nothing.
Purpose: real exit marks for the markout-exit study (prints can't show the
bid) + book depth at mispricing moments (maker-study stage-1 groundwork).
oraclebot gains the same append-only attempts log as A2. Nightly pulls the
new files alongside state.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-22 18:43:12 -04:00
jaxperro 2c322419b6 research: surgebot A2 — measurement arm relaunch (every-trigger $100 FAKs + attempts stream + offline virtual-book replay)
v1's cash-gated book halted at its pre-registered -50% line; post-mortem
showed the ~2% cash-gated subsample was adversely selected (-$9/fill vs
+$41/fill full-signal, same day). A2 samples every trigger and replays
bankroll specs offline (surge_book_replay.py -> surge_book.json). Signal
semantics verbatim; grades to surge_meas_ledger.jsonl. See #19.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-22 18:30:55 -04:00
jaxperro eeeed39e22 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>
2026-07-21 15:15:53 -04:00