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jaxperro
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- retired-infra/: Railway config, Mac launchd runner, GH-Actions cron (worker is Fly.io arn now; Actions cron last fired 2026-07-02) - live-research/: the June selection experiments (strategy/followability/ pnl_basket/pnl_focused/backtest_june/clean_test + outputs) - us-venue/: the scrapped Polymarket-US listability probe (+ its env-gated ONLY_CONDS replay filter stays in portfolio.py — generally useful for subset replays) - root sweeps hunt/huntwide/oos/copyback/watch.json -> archive/ - untracked logs/CSVs of dead experiments -> archive/local/ (gitignored) - READMEs updated: Fly migration, geoblock gotcha, new file map Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
102 lines
4.1 KiB
Python
102 lines
4.1 KiB
Python
#!/usr/bin/env python3
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"""Capital-constrained copy backtest of the 10-wallet basket, June 1 -> now.
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$1,000 bankroll. Replay the wallets' June-1+ entries in time order (using cached
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entry timestamps). At each entry: first settle any held bets that have resolved
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(free the cash + realize P&L), then enter IF we can afford the stake — otherwise
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it's a MISSED trade (counted, with its hypothetical outcome). Capital stays tied
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in still-open positions, which is what forces the misses. Realized P&L only.
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One position per market (earliest of the 10 wallets to enter it). Shown across a
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few flat stake sizes since that's the knob that trades off coverage vs misses.
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"""
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import time
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import cache
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JUN1 = time.mktime(time.strptime("2026-06-01", "%Y-%m-%d"))
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NOW = time.time()
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BANK = 1000.0
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WALLETS = [
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"0xe8ca3f758c93f44f3ec210542ab78afb7c0bcccb", "0x0a7aaf83341b52df34e8ffef52aa295538d6df1b",
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"0xfd4263b3ad08226034fe1b1ea678a46d80b58895", "0x13464aabec792c36b062316f474713e681330448",
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"0x36bfcd8ab96dce2ddea30145ab749b59c6362864", "0x2d4bf8f846bf68f43b9157bf30810d334ac6ca7a",
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"0x1cff72c8dddc30a64486fda6eab71ab5f9243984", "0xfc81760d44a21acc9fd4b749a5bf9a9b2eeae072",
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"0x86c878cde72660ec52f5e6f0f0438b76de8fc867", "0x6fdddf25b92251ed1515703cda43bf8ff5f5d385",
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]
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def gather():
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"""One copy signal per market: (entry_ts, p, won, res_t|None). res_t None =
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still open (ties up capital, no realized P&L)."""
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pos = {}
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for w in WALLETS:
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ent = cache.get_entries(w) # {cond: first_buy_ts}
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resolved = {b["cond"]: b for b in cache.get_bets(w)}
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for cond, ets in ent.items():
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if ets < JUN1:
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continue
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b = resolved.get(cond)
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p = max(0.001, min(0.999, b["p"])) if b else None
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rec = dict(ets=ets, p=p, won=b["won"] if b else None,
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res_t=(b["res_t"] if b else None))
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if cond not in pos or ets < pos[cond]["ets"]:
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pos[cond] = rec
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return sorted(pos.values(), key=lambda r: r["ets"])
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def sim(events, stake):
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cash, realized = BANK, 0.0
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held = [] # (res_t, p, won, stake)
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entered = missed = openn = 0
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missed_pnl = 0.0
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def settle2(upto):
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nonlocal cash, realized
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keep = []
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for res_t, p, won, s in held:
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if res_t is not None and res_t <= upto:
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payout = (s / p) if won else 0.0
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cash += payout
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realized += payout - s
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else:
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keep.append((res_t, p, won, s))
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held[:] = keep
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for e in events:
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settle2(e["ets"])
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if cash >= stake:
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cash -= stake
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held.append((e["res_t"], e["p"], e["won"], stake))
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entered += 1
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if e["res_t"] is None:
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openn += 1
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else:
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missed += 1
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if e["res_t"] is not None: # hypothetical realized miss
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missed_pnl += (stake / e["p"] - stake) if e["won"] else -stake
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settle2(NOW)
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open_left = sum(1 for h in held if h[0] is None or h[0] > NOW)
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equity = BANK + realized # open held at cost
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return dict(stake=stake, entered=entered, missed=missed, open_left=open_left,
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realized=realized, equity=equity, missed_pnl=missed_pnl)
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def main():
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ev = gather()
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res = sum(1 for e in ev if e["res_t"] is not None)
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print(f"10-wallet basket · {len(ev)} unique June1+ markets entered "
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f"({res} resolved, {len(ev)-res} still open) · $1000 bankroll, miss when broke\n")
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h = f"{'stake':>6}{'entered':>8}{'missed':>7}{'open':>5}{'realized P&L':>14}{'equity':>10}{'missed P&L':>12}"
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print(h); print("-" * len(h))
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for s in (20, 50, 100, 200):
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r = sim(ev, s)
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print(f"${r['stake']:>4}{r['entered']:>8}{r['missed']:>7}{r['open_left']:>5}"
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f"{r['realized']:>+13,.0f}{r['equity']:>10,.0f}{r['missed_pnl']:>+12,.0f}")
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print("\nrealized P&L = settled bets only · equity = $1000 + realized (open held at cost)")
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print("missed P&L = hypothetical resolved P&L of trades skipped for lack of cash")
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if __name__ == "__main__":
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main()
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