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jaxperro
54f4c511ab
Sell-band evidence: every band <90c LOSES by mirroring (<30c +$79/sell given up, 50-70c +$7.29); >=90c SAVES (-$0.85/sell, n=68). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
108 lines
4.1 KiB
Python
108 lines
4.1 KiB
Python
#!/usr/bin/env python3
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"""Sell-mirror counterfactual (2026-07-23, basis for the hold-through
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pre-registration): for every mirrored SELL in both books, chain-true
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compare the exit against holding to resolution. Their entries are the
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copied signal; are their exits information or just their bankroll ops?
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Per sell: delta = (chain_payout − sell_price) × shares. delta>0 = the exit
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gave up value (token resolved above our sell); delta<0 = the exit saved us.
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Reported pooled and per-wallet (sells attributed to the token's buy-side
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wallet). Refunds excluded. Rerunnable any time; grading coverage grows
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with the tape/payout cache."""
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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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def main():
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tok2name = {}
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sells = []
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for path, book in ((os.path.join(ROOT, "copybot_fills.live.jsonl"), "live"),
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(os.path.join(ROOT, "copybot_fills.jsonl"), "paper")):
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for ln in open(path):
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r = json.loads(ln)
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if r.get("untracked"):
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continue
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if r.get("side") == "SELL":
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r["_book"] = book
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sells.append(r)
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elif r.get("name"):
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tok2name[str(r["token"])] = r["name"]
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db = tape.connect()
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tape.build_resolved(db)
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pays = fwd.payouts_for(db, [str(s["token"]) for s in sells])
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# sell-price band slice: WHERE is mirroring unprofitable? delta>0 = the
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# exit gave up value (holding won); delta<0 = the exit saved us.
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BANDS = [(0, .30, "<30c"), (.30, .50, "30-50c"), (.50, .70, "50-70c"),
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(.70, .90, "70-90c"), (.90, 1.01, ">=90c")]
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print("\n== SELL-PRICE BANDS (both books pooled, chain-graded) ==")
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for lo, hi, tag in BANDS:
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bn = bd = 0
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for s2 in sells:
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p2 = pays.get(str(s2["token"]))
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if p2 is None or p2 == 0.5:
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continue
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sp = s2.get("price") or 0
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if not (lo <= sp < hi):
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continue
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sh2 = s2.get("shares") or 0
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bn += 1
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bd += (p2 - sp) * sh2
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if bn:
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lbl = ("SKIP-MIRROR (exits gave up value)" if bd > 0
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else "mirror OK (exits saved money)")
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print(f" {tag:>7}: n={bn:>3} · net delta {bd:+8.2f} "
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f"(${bd/bn:+.2f}/sell) -> {lbl}")
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for book in ("live", "paper"):
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ss = [s for s in sells if s["_book"] == book]
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n = unk = refund = right = wrong = 0
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saved = given = 0.0
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for s in ss:
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p = pays.get(str(s["token"]))
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if p is None:
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unk += 1
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continue
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if p == 0.5:
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refund += 1
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continue
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n += 1
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delta = (p - s["price"]) * s.get("shares", 0)
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if delta > 0:
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given += delta
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wrong += 1
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else:
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saved -= delta
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right += 1
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if n:
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print(f"[{book}] {len(ss)} sells · {n} graded ({unk} unresolved, "
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f"{refund} refunds)")
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print(f" exit RIGHT: {right} (saved ${saved:.2f}) · exit WRONG: "
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f"{wrong} (gave up ${given:.2f}) · net of mirroring "
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f"${saved-given:+.2f}")
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agg = {}
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for s in sells:
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p = pays.get(str(s["token"]))
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if p is None or p == 0.5:
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continue
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nm = tok2name.get(str(s["token"]), "?")
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a = agg.setdefault(nm, dict(n=0, net=0.0, wrong=0))
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a["n"] += 1
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delta = (p - s["price"]) * s.get("shares", 0)
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a["net"] -= delta
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a["wrong"] += delta > 0
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print("\nper-wallet (both books):")
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for nm, a in sorted(agg.items(), key=lambda x: -x[1]["n"]):
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print(f" {nm:<18} n={a['n']:>3} · exit-wrong {a['wrong']:>3} "
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f"({100*a['wrong']/a['n']:.0f}%) · net of mirroring "
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f"${a['net']:+8.2f}")
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if __name__ == "__main__":
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main()
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