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https://github.com/jaxperro/winning-wallet-finder.git
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jaxperro
77 lines
2.9 KiB
Python
77 lines
2.9 KiB
Python
#!/usr/bin/env python3
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"""T10 EXPLORATORY (2026-07-23) — market-age copy weighting: do sharp
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entries on freshly-listed markets (books young, thin, unopinionated) carry
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more edge than steady-state copies? Age proxy = signal_ts − first print on
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the cond in the tape (complete coverage; markets older than the tape era
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bucket as 'pre-tape'). Chain-true grading; parity-era BUY fills both
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books. Output: EV by age bucket → a follow-filter weight if a gradient
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exists (kill: no gradient at n>=30/bucket)."""
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import json
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import os
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import sys
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sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
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import tape # noqa: E402
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import forward as fwd # noqa: E402
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ROOT = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
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PARITY_T0 = 1784260140
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BUCKETS = [(0, 3600, "<1h"), (3600, 6 * 3600, "1-6h"),
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(6 * 3600, 86400, "6-24h"), (86400, 3 * 86400, "1-3d"),
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(3 * 86400, 1e12, ">3d")]
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def main():
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db = tape.connect()
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tape.build_resolved(db)
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t_lo, = db.execute("SELECT min(ts) FROM trades").fetchone()
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fills = []
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for path, book in ((os.path.join(ROOT, "copybot_fills.jsonl"), "paper"),
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(os.path.join(ROOT, "copybot_fills.live.jsonl"), "live")):
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for ln in open(path):
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r = json.loads(ln)
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if (r.get("side") == "SELL" or r.get("untracked")
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or r.get("ts", 0) < PARITY_T0 or not r.get("my_price")):
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continue
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r["_book"] = book
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fills.append(r)
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pays = fwd.payouts_for(db, [str(f["token"]) for f in fills])
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rows = []
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for f in fills:
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pay = pays.get(str(f["token"]))
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if pay is None or pay == 0.5:
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continue
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first, = db.execute(
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"SELECT min(ts) FROM trades WHERE asset = ?",
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[str(f["token"])]).fetchone()
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if first is None:
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continue
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age = f["ts"] - first
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pre_tape = first <= t_lo + 3600 # market predates tape coverage
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rows.append({"book": f["_book"], "age": age, "pre": pre_tape,
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"px": f["my_price"],
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"ev": 100.0 / f["my_price"] * (pay - f["my_price"]),
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"win": pay == 1.0})
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print(f"chain-graded parity fills: {len(rows)}")
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def line(tag, rs):
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if not rs:
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return
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n = len(rs)
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print(f" {tag:<10} n={n:<4} EV/$100 "
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f"{sum(r['ev'] for r in rs)/n:+7.2f} · hit "
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f"{sum(r['win'] for r in rs)/n:.2f} · avg px "
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f"{sum(r['px'] for r in rs)/n:.2f}")
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for book in ("paper", "live"):
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rs = [r for r in rows if r["book"] == book]
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print(f"\n== {book.upper()} ==")
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line("pre-tape", [r for r in rs if r["pre"]])
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fresh = [r for r in rs if not r["pre"]]
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for lo, hi, tag in BUCKETS:
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line(tag, [r for r in fresh if lo <= r["age"] < hi])
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if __name__ == "__main__":
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main()
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