fix(critical): remove dead manifold.get_probability() from legacy scan and fix BUY_NO payout calculation
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- Legacy scan called ManifoldClient.get_probability(), removed in the v3
  matcher migration, causing AttributeError when positions had changed
  family keys. The block used Manifold to escalate positions to
  CLOSE_RECOMMENDED (inversion detection) — a trading decision forbidden
  under MANIFOLD_SIGNAL_ENABLED=false — so the dependency is removed
  entirely; the scan keeps family re-keying and sibling-conflict logic.

- PaperExecutor.close_position() computed cash += position_cost * resolution,
  ignoring direction: a winning BUY_NO (resolution=0.0) paid out $0 and
  reported a loss. Now settles per trade:
    BUY_YES: payout = shares * resolution
    BUY_NO:  payout = shares * (1 - resolution)
  with pnl = payout - net_cost; Telegram win/loss keys off pnl > 0.
  Adds read-only Database.get_open_trades_for_market().

- tests/test_paper_close.py covers the 4 deterministic payout cases;
  tests/conftest.py shims datetime.UTC for local Python 3.10 (prod is 3.11).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
chemavx
2026-06-11 12:23:44 +00:00
co-authored by Claude Fable 5
parent 3a353c7e5b
commit 340c8523cf
5 changed files with 172 additions and 43 deletions
+34 -9
View File
@@ -235,24 +235,49 @@ class PaperExecutor:
"""Close a paper position after market resolution.
resolution: 1.0 if YES won, 0.0 if NO won.
Persists resolution and close_pnl to DB (computed via SQL from stored
entry_price and shares). Returns approximate P&L for logging.
Settlement payout per trade:
BUY_YES: shares * resolution
BUY_NO: shares * (1 - resolution)
pnl = payout - net_cost.
Persists resolution and close_pnl to DB. Returns realized P&L for
logging, or None if no position is open.
"""
if market_id not in self._portfolio.positions:
return None
position_cost = self._portfolio.positions.pop(market_id)
self._portfolio.cash += position_cost * resolution # pay out winnings
open_trades = await self._db.get_open_trades_for_market(market_id)
if open_trades:
payout = sum(
float(t["shares"])
* (resolution if t["direction"] == "BUY_YES" else 1.0 - resolution)
for t in open_trades
)
net_cost = sum(float(t["net_cost"]) for t in open_trades)
pnl = payout - net_cost
else:
# In-memory position with no open DB trades: direction/shares are
# unknown, so settle at break-even instead of guessing the payout.
log.warning(
"close_position: no open DB trades for market %s"
"settling at break-even", market_id,
)
payout = position_cost
pnl = 0.0
self._portfolio.cash += payout
await self._db.close_paper_position(
market_id,
reason=f"market_resolved resolution={resolution:.1f}",
resolution=resolution,
)
approx_pnl = position_cost * resolution - position_cost
log.info("Closed position in %s, resolution=%.1f", market_id, resolution)
asyncio.create_task(
telegram.trade_closed(question or market_id, approx_pnl)
log.info(
"Closed position in %s, resolution=%.1f payout=$%.2f pnl=%+.2f",
market_id, resolution, payout, pnl,
)
# Approximate PnL: settlement value minus cost. Exact value is in close_pnl.
return approx_pnl
asyncio.create_task(
telegram.trade_closed(question or market_id, pnl)
)
return pnl