mirror of
https://github.com/jaxperro/winning-wallet-finder.git
synced 2026-07-28 00:07:47 +00:00
jaxperro
34b39fa1ba
Adds edge_research.py (scan ~2000 wallets for reliable/copyable weekly edge), lookback.py (long-window half-split out-of-sample read), and table_77.py (aggregate a wallet set to CSV). README now leads with a research log capturing the key findings: win-rate survivorship bias, win-rate != EV, flat-size copying is -EV, the reliable edge is rare and skews to young accounts, and ROI is inversely related to bet size. Generated data files are gitignored. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
88 lines
3.4 KiB
Python
88 lines
3.4 KiB
Python
#!/usr/bin/env python3
|
|
"""Aggregate the 77 copyable wallets into one table: total staked, PnL, ROI,
|
|
consistency. Prints sorted by ROI and writes copyable_77.csv."""
|
|
|
|
import csv
|
|
import json
|
|
import statistics
|
|
import time
|
|
from collections import defaultdict
|
|
from concurrent.futures import ThreadPoolExecutor, as_completed
|
|
|
|
import smart_money as sm
|
|
from lookback import resolved # reuse the 120d+ resolved-bet puller
|
|
|
|
WEEK = 7 * 86400
|
|
|
|
|
|
def compute(r):
|
|
cutoff = time.time() - 120 * 86400
|
|
bets = resolved(r["wallet"], cutoff)
|
|
if not bets:
|
|
return None
|
|
by_week = defaultdict(lambda: [0.0, 0.0])
|
|
for b in bets:
|
|
wk = int(b["ts"] // WEEK)
|
|
by_week[wk][0] += b["pnl"]
|
|
by_week[wk][1] += b["stake"]
|
|
weeks = sorted(by_week)
|
|
wpnl = [by_week[w][0] for w in weeks]
|
|
wroi = [by_week[w][0] / by_week[w][1] if by_week[w][1] else 0 for w in weeks]
|
|
total_bet = sum(b["stake"] for b in bets)
|
|
total_pnl = sum(b["pnl"] for b in bets)
|
|
gw = sum(p for p in wpnl if p > 0)
|
|
gl = abs(sum(p for p in wpnl if p < 0))
|
|
mean = statistics.mean(wroi)
|
|
std = statistics.pstdev(wroi) if len(wroi) > 1 else 0
|
|
oldest_days = round((time.time() - min(b["ts"] for b in bets)) / 86400)
|
|
return {
|
|
"username": r["username"], "wallet": r["wallet"],
|
|
"weeks": len(weeks), "bets": len(bets),
|
|
"total_bet": round(total_bet), "total_pnl": round(total_pnl),
|
|
"roi_pct": round(total_pnl / total_bet * 100, 1) if total_bet else 0,
|
|
"pct_weeks_green": round(sum(1 for p in wpnl if p > 0) / len(weeks) * 100),
|
|
"profit_factor": round(gw / gl, 2) if gl else 999,
|
|
"weekly_sharpe": round(mean / std, 2) if std else 0,
|
|
"hold_pct": r["copy"]["hold_pct"],
|
|
"history_days": oldest_days,
|
|
"avg_bet": round(total_bet / len(bets)) if bets else 0,
|
|
}
|
|
|
|
|
|
def main():
|
|
cop = [r for r in json.load(open("edge_profitable.json")) if r.get("copyable")]
|
|
out = []
|
|
with ThreadPoolExecutor(max_workers=12) as ex:
|
|
futs = {ex.submit(compute, r): r for r in cop}
|
|
for f in as_completed(futs):
|
|
r = f.result()
|
|
if r:
|
|
out.append(r)
|
|
out.sort(key=lambda r: r["roi_pct"], reverse=True)
|
|
|
|
cols = ["username", "roi_pct", "total_bet", "total_pnl", "avg_bet",
|
|
"pct_weeks_green", "profit_factor", "weekly_sharpe", "weeks",
|
|
"bets", "hold_pct", "history_days", "wallet"]
|
|
with open("copyable_77.csv", "w", newline="") as f:
|
|
w = csv.DictWriter(f, fieldnames=cols)
|
|
w.writeheader()
|
|
w.writerows(out)
|
|
|
|
print(f"{'#':>3} {'Trader':<20}{'ROI%':>7}{'TotalBet':>13}{'TotalPnL':>13}"
|
|
f"{'AvgBet':>9}{'%grn':>6}{'PF':>6}{'Shrp':>6}{'wks':>4}{'hist_d':>7}")
|
|
print("-" * 100)
|
|
for i, r in enumerate(out, 1):
|
|
print(f"{i:>3} {r['username'][:20]:<20}{r['roi_pct']:>6}%"
|
|
f"{'$'+format(r['total_bet'], ','):>13}{'$'+format(r['total_pnl'], ','):>13}"
|
|
f"{'$'+format(r['avg_bet'], ','):>9}{r['pct_weeks_green']:>5}%"
|
|
f"{r['profit_factor']:>6.1f}{r['weekly_sharpe']:>6.2f}{r['weeks']:>4}"
|
|
f"{r['history_days']:>7}")
|
|
print("-" * 100)
|
|
print(f"{len(out)} copyable wallets · saved to copyable_77.csv")
|
|
print(f" total staked across all: ${sum(r['total_bet'] for r in out):,}")
|
|
print(f" median history: {statistics.median([r['history_days'] for r in out])} days")
|
|
|
|
|
|
if __name__ == "__main__":
|
|
main()
|