mirror of
https://github.com/jaxperro/winning-wallet-finder.git
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jaxperro
aab3bc7d9e
98 chain-graded misses. The useful inversion: crater_reject misses were GOOD misses (-$7.74/-$6.32 per $100 both books) — unfillable entries were adversely selected, consistent with the week's winner's-curse theme, and puts a question mark on the 07-20 requote-retry's EV (follow-up: score retry outcomes). Everything else outlier-dominated at n<=21/bucket (one +1567% longshot carries depth_thin); no filter changes warranted. Ledger deepens daily — maker-window expiries now feed it. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
113 lines
4.1 KiB
Python
113 lines
4.1 KiB
Python
#!/usr/bin/env python3
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"""T8 EXPLORATORY (2026-07-23) — guard counterfactual audit: every recorded
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miss, scored to chain truth, bucketed by the guard that caused it. Which
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gates discard positive EV and which earn their keep?
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Sources: copybot state missed lists (both books) + missed_archive spools
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where present. Chain-true where token resolvable (payouts_for); falls back
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to the bot's own settled would-be pnl otherwise. $100-normalized EV per
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guard bucket + realized would-be at recorded stakes."""
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import json
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import os
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import re
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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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BUCKETS = [
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("event_cap", r"event cap"),
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("price_guard", r"price moved"),
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("depth_thin", r"thin book|depth cap|dust"),
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("no_ask", r"no ask"),
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("crater_reject", r"order rejected|no orders found"),
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("hold_expired", r"hold expired|expired unfilled"),
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("maker_unfilled", r"maker bid unfilled"),
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("backfill_seed", r"held before we started"),
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]
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def bucket(reason):
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r = (reason or "").lower()
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for tag, pat in BUCKETS:
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if re.search(pat, r):
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return tag
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return "other"
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def load():
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rows = []
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for st_path, arch, book in (
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("copybot_state.json", "copybot_missed_archive.jsonl", "paper"),
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("copybot_state.live.json", "copybot_missed_archive.live.jsonl",
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"live")):
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try:
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for m in json.load(open(os.path.join(ROOT, st_path))).get(
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"missed", []):
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rows.append({**m, "_book": book})
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except FileNotFoundError:
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pass
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ap = os.path.join(ROOT, arch)
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if os.path.exists(ap):
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for ln in open(ap):
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try:
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rows.append({**json.loads(ln), "_book": book})
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except Exception:
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pass
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return rows
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def main():
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rows = load()
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print(f"missed rows: {len(rows)} "
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f"(paper {sum(1 for r in rows if r['_book']=='paper')} / "
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f"live {sum(1 for r in rows if r['_book']=='live')})")
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db = tape.connect()
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tape.build_resolved(db)
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toks = [str(r.get("token")) for r in rows if r.get("token")]
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pays = fwd.payouts_for(db, toks)
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graded = []
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for r in rows:
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# CHAIN-ONLY (v0 fallback reconstructed payout from mark-based
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# miss-pnl and inflated every riser into a 'win' — retracted)
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pay = pays.get(str(r.get("token"))) if r.get("token") else None
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if pay is None or pay == 0.5 or not r.get("price"):
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continue
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graded.append((r, pay))
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print(f"chain/bot-graded: {len(graded)}")
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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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ev = sum(100.0 / r["price"] * (p - r["price"]) for r, p in rs) / n
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hit = sum(1 for _, p in rs if p == 1.0) / n
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stake_pnl = sum((r.get("stake", 0) / r["price"]) * (p - r["price"])
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for r, p in rs)
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px = sum(r["price"] for r, _ in rs) / n
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top = sorted((100.0 / r["price"] * (p - r["price"]) for r, p in rs),
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reverse=True)[:3]
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print(f" {tag:<15} n={n:<5} EV/$100 {ev:+7.2f} · hit {hit:.2f} · "
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f"avg px {px:.2f} · top3 {['%+.0f' % t for t in top]} · "
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f"at real stakes {stake_pnl:+9.2f}")
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for book in ("paper", "live"):
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rs = [(r, p) for r, p in graded if r["_book"] == book]
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print(f"\n== {book.upper()} ==")
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line("ALL MISSES", rs)
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tags = sorted({bucket(r.get("reason")) for r, _ in rs})
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for t in tags:
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line(t, [(r, p) for r, p in rs if bucket(r.get("reason")) == t])
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from collections import Counter
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census = Counter((r.get("reason") or "")[:44] for r, _ in graded
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if bucket(r.get("reason")) == "other")
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print("\n'other' reason census:")
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for why, n in census.most_common(6):
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print(f" {n:>4} {why}")
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if __name__ == "__main__":
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main()
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