#!/usr/bin/env python3 """Local cache of per-wallet resolved bets, so we stop re-pulling the data-api. Each wallet's resolved bets (won, entry price p, conditionId, resolution time, size) are stored once in cache.duckdb. Because we keep res_t per bet, ANY date cutoff — pre-June-1, full window, future experiments — reads the same cached rows and filters locally. A pull only happens for wallets not seen, or older than MAX_AGE_DAYS. Thread-safe: API pulls (the slow part) run outside the lock; only the small DuckDB reads/writes are serialized, so skill.py's worker pool still parallelizes the network. """ import os import sys import threading import time import duckdb sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), ".."))) import insider # noqa: E402 DB = os.path.join(os.path.dirname(__file__), "cache.duckdb") WINDOW_DAYS = 180 MAX_AGE_DAYS = 14 # broad pool re-pulls only every 2 weeks; watchlist is # force-refreshed daily via invalidate() (see daily.sh) # CONVICTION = a bet in the top 20% of a wallet's OWN stake sizes (p80), replacing # the old flat $200. Validated to reproduce flat-$200's win-rate lift (~74% vs ~51% # on all bets) across the 23 sharps while adapting to each wallet's scale. Keep this # in sync with trading/index.html's CONV_PCTILE / pctl(). CONV_PCTILE = 0.80 def conv_cutoff(sizes, q=CONV_PCTILE): """A wallet's conviction stake threshold: the q-quantile of its own positive bet sizes (linear interpolation, matching the dashboard's pctl). Bets with size >= this are conviction bets. Returns +inf if the wallet has no sized bets (so nothing qualifies).""" s = sorted(x for x in sizes if x and x > 0) if not s: return float("inf") k = (len(s) - 1) * q f = int(k) return s[f] if f + 1 >= len(s) else s[f] + (s[f + 1] - s[f]) * (k - f) _lock = threading.Lock() _con = duckdb.connect(DB) _con.execute("""CREATE TABLE IF NOT EXISTS bets( wallet TEXT, cond TEXT, won BOOLEAN, p DOUBLE, res_t BIGINT, size DOUBLE)""") _con.execute("CREATE INDEX IF NOT EXISTS bets_w ON bets(wallet)") _con.execute("CREATE TABLE IF NOT EXISTS pulled(wallet TEXT PRIMARY KEY, pulled_at BIGINT)") _con.execute("CREATE TABLE IF NOT EXISTS entries(wallet TEXT, cond TEXT, first_buy BIGINT)") _con.execute("CREATE INDEX IF NOT EXISTS entries_w ON entries(wallet)") _con.execute("CREATE TABLE IF NOT EXISTS pulled_entries(wallet TEXT PRIMARY KEY, pulled_at BIGINT)") def get_entries(wallet): """{conditionId: earliest BUY timestamp} for a wallet — cached. Lets us compute entry->resolution lead time and trade cadence (followability).""" now = time.time() with _lock: r = _con.execute("SELECT pulled_at FROM pulled_entries WHERE wallet=?", [wallet]).fetchone() if r and now - r[0] < MAX_AGE_DAYS * 86400: rows = _con.execute("SELECT cond,first_buy FROM entries WHERE wallet=?", [wallet]).fetchall() return {c: t for c, t in rows} try: first_buy, _ = insider.entry_times(wallet) except Exception: first_buy = {} with _lock: _con.execute("DELETE FROM entries WHERE wallet=?", [wallet]) if first_buy: _con.executemany("INSERT INTO entries(wallet,cond,first_buy) VALUES (?,?,?)", [(wallet, c, t) for c, t in first_buy.items()]) _con.execute("INSERT OR REPLACE INTO pulled_entries VALUES (?,?)", [wallet, int(now)]) return first_buy def get_bets(wallet): """Resolved bets for a wallet — from cache if fresh, else pull and store.""" now = time.time() with _lock: r = _con.execute("SELECT pulled_at FROM pulled WHERE wallet=?", [wallet]).fetchone() if r and now - r[0] < MAX_AGE_DAYS * 86400: rows = _con.execute( "SELECT won,p,cond,res_t,size FROM bets WHERE wallet=?", [wallet]).fetchall() return [{"won": w, "p": p, "cond": c, "res_t": rt, "size": s} for w, p, c, rt, s in rows] # cache miss / stale -> pull (slow, outside the lock so workers stay parallel) try: bets = insider.resolved_bets(wallet, now - WINDOW_DAYS * 86400) except Exception: bets = [] with _lock: _con.execute("DELETE FROM bets WHERE wallet=?", [wallet]) if bets: _con.executemany( "INSERT INTO bets(wallet,cond,won,p,res_t,size) VALUES (?,?,?,?,?,?)", [(wallet, b["cond"], b["won"], b["p"], b.get("res_t"), b.get("size")) for b in bets]) _con.execute("INSERT OR REPLACE INTO pulled VALUES (?,?)", [wallet, int(now)]) return bets def invalidate(wallets): """Force a re-pull of these wallets on next get_bets (for daily watchlist forward-refresh).""" with _lock: for w in wallets: _con.execute("DELETE FROM pulled WHERE wallet=?", [w]) def stats(): with _lock: w = _con.execute("SELECT count(*) FROM pulled").fetchone()[0] b = _con.execute("SELECT count(*) FROM bets").fetchone()[0] return w, b if __name__ == "__main__": w, b = stats() print(f"cache: {w:,} wallets, {b:,} bets in {DB}")