jaxperro
d34a4c5ac8
THE SCORER BUG (found 2026-07-22 by the surge paper book divergence): tape-resolution timing is win-biased. When our side LOSES, the winning sibling keeps trading at 99c until close, the sibling-veto keeps the market 'alive', and the loss sits in the ignored pending bucket — while wins tape-resolve within hours and score. Jul-21 audit: tape-resolved fills 81% hit (+$46/fill); chain-resolving the 329 'pending' fills: 26% hit, -$49.61/fill; combined truth 53% ≈ the paper book's 57.5%. The paper harness was the honest instrument; every ledger arm was flattered. payouts_for(): tape proxy first, CTF chain truth for the remainder (payouts.py cache — immutable, so nightly incremental cost is small); refunds (0.5) now booked as scratches. Applied to flow, controls, and oracle (sub5c inherits via score_flow). Ledger recompute follows; #16 verdict evaluates corrected numbers only. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
research/ — the edge factory (SILO)
Standing rules (user directive 2026-07-20: "built in a silo to not affect anything on the live bot"):
- Nothing here is imported by, or imports, the bot (
copybot.py,copytrade.py, their configs). The Fly workers run pinned entrypoints; this directory is inert to them. - Tape access is read-only (
duckdb.connect(..., read_only=True)). - The ONE shared write:
live/cache.duckdb::resolutionsvialive/payouts.py— append-only immutable chain facts, the same store the daily pipeline already feeds. Nothing else inlive/is touched. - The existing paper bot is the live test's CONTROL — graduated edges get their own paper harness here, never that one.
- Studies are pre-registered (GitHub issue per study: hypothesis, params,
verdict + kill criteria) BEFORE their forward window opens. Exploration
happens on already-collected tape; verdicts only come from
forward_ledger.jsonlrows dated after the params freeze commit.
Layout: tape.py read-only loaders · tape proxy-resolution (terminal-VWAP + sibling veto, the 742/742 chain-validated method) · title parsers (niche, crypto strike/expiry/sprint) sim.py execution replayer calibrated on OUR live fills ledger (lag, FAK no-match, protected band, 3% taker fee) study_flow.py Study A — informed-flow state signal study_oracle.py Study B — crypto oracle fair value vs the book requote.py crater→requote timing measurement (retry tuning) forward.py scores frozen studies on new tape days → forward_ledger.jsonl params/ frozen study parameters (committed = frozen) nightly.sh launchd runner (fires 09:15, then WAITS for fresh tape — Stage 0 keeps the tape ~15-min fresh whenever the Mac is awake; deadline 8h, then scores anyway and logs staleness)