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
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"""
Tests for PaperExecutor.close_position() settlement payout.
Regression: the old code computed cash += position_cost * resolution, which
ignores direction — a winning BUY_NO (resolution = 0.0) paid out $0.
Correct settlement:
BUY_YES: payout = shares * resolution
BUY_NO: payout = shares * (1 - resolution)
pnl = payout - net_cost
"""
import asyncio
import pytest
from bot.executor import paper
from bot.executor.paper import PaperExecutor
class FakeDB:
"""Minimal Database stub for close_position()."""
def __init__(self, trades_by_market: dict[str, list[dict]]):
self._trades = trades_by_market
self.closed: list[tuple] = []
async def get_open_trades_for_market(self, market_id: str) -> list[dict]:
return self._trades.get(market_id, [])
async def close_paper_position(self, market_id, reason="", resolution=None):
self.closed.append((market_id, reason, resolution))
def _close(direction: str, resolution: float):
"""Open one paper trade (size $100 @ 0.5 → 200 shares, net_cost $102)
and settle it at `resolution`. Returns (pnl, executor, notifications)."""
notifications: list[tuple] = []
async def fake_trade_closed(question, pnl):
notifications.append((question, pnl))
async def run():
db = FakeDB({
"mkt1": [{"direction": direction, "shares": 200.0, "net_cost": 102.0}],
})
ex = PaperExecutor(db=db, bankroll=1000.0)
ex._portfolio.cash = 898.0 # 1000 - net_cost spent at entry
ex._portfolio.positions["mkt1"] = 100.0 # size_usdc, as execute() stores it
original = paper.telegram.trade_closed
paper.telegram.trade_closed = fake_trade_closed
try:
pnl = await ex.close_position("mkt1", resolution, question="Test market?")
await asyncio.sleep(0) # let the notification task run
finally:
paper.telegram.trade_closed = original
return pnl, ex, db
pnl, ex, db = asyncio.run(run())
return pnl, ex, db, notifications
def test_buy_yes_wins():
pnl, ex, db, notif = _close("BUY_YES", resolution=1.0)
assert pnl == pytest.approx(200.0 - 102.0) # payout = 200 * 1.0
assert pnl > 0
assert ex._portfolio.cash == pytest.approx(898.0 + 200.0)
assert notif[0][1] > 0 # Telegram reports a win
def test_buy_yes_loses():
pnl, ex, db, notif = _close("BUY_YES", resolution=0.0)
assert pnl == pytest.approx(-102.0) # payout = 0
assert pnl < 0
assert ex._portfolio.cash == pytest.approx(898.0)
assert notif[0][1] < 0 # Telegram reports a loss
def test_buy_no_wins():
pnl, ex, db, notif = _close("BUY_NO", resolution=0.0)
assert pnl == pytest.approx(200.0 - 102.0) # payout = 200 * (1 - 0.0)
assert pnl > 0
assert ex._portfolio.cash == pytest.approx(898.0 + 200.0)
assert notif[0][1] > 0 # win despite resolution = 0.0
def test_buy_no_loses():
pnl, ex, db, notif = _close("BUY_NO", resolution=1.0)
assert pnl == pytest.approx(-102.0) # payout = 200 * (1 - 1.0) = 0
assert pnl < 0
assert ex._portfolio.cash == pytest.approx(898.0)
assert notif[0][1] < 0 # loss despite resolution = 1.0
def test_position_is_removed_and_persisted():
pnl, ex, db, notif = _close("BUY_YES", resolution=1.0)
assert "mkt1" not in ex._portfolio.positions
assert db.closed == [("mkt1", "market_resolved resolution=1.0", 1.0)]
def test_unknown_market_returns_none():
async def run():
ex = PaperExecutor(db=FakeDB({}), bankroll=1000.0)
return await ex.close_position("nope", 1.0)
assert asyncio.run(run()) is None