fix(critical): remove dead manifold.get_probability() from legacy scan and fix BUY_NO payout calculation

- 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>

bot/data/db.py

@@ -152,6 +152,20 @@ class Database:
             """)
             return [dict(r) for r in rows]
 
+    async def get_open_trades_for_market(self, market_id: str) -> list[dict]:
+        """Return direction, shares and net_cost for each open trade in a market.
+
+        Used by PaperExecutor.close_position() to compute the settlement
+        payout per direction (BUY_NO pays out when resolution = 0.0).
+        """
+        async with self._pool.acquire() as conn:
+            rows = await conn.fetch(
+                "SELECT direction, shares, net_cost FROM trades "
+                "WHERE market_id = $1 AND closed_at IS NULL",
+                market_id,
+            )
+            return [dict(r) for r in rows]
+
     async def close_paper_position(
         self, market_id: str, reason: str = "", resolution: Optional[float] = None
     ) -> None:

bot/executor/paper.py

@@ -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
+        Settlement payout per trade:
-        entry_price and shares). Returns approximate P&L for logging.
+          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(
-        log.info("Closed position in %s, resolution=%.1f", market_id, resolution)
+            "Closed position in %s, resolution=%.1f payout=$%.2f pnl=%+.2f",
-        asyncio.create_task(
+            market_id, resolution, payout, pnl,
-            telegram.trade_closed(question or market_id, approx_pnl)
         )
-        # Approximate PnL: settlement value minus cost. Exact value is in close_pnl.
+        asyncio.create_task(
-        return approx_pnl
+            telegram.trade_closed(question or market_id, pnl)
+        )
+        return pnl

bot/main.py

@@ -223,14 +223,17 @@ async def run_trading_loop(
 async def run_legacy_scan(
     db: Database,
     markets: list,
-    manifold: ManifoldClient,
     executor: PaperExecutor,
     paper_mode: bool,
 ) -> None:
     """
     One-time startup scan: re-key all open DB positions with the current
-    market_family_key() logic, detect contradictions, re-validate Manifold
+    market_family_key() logic, detect family conflicts, and report
-    signals, and report KEEP / REVIEW / CLOSE_RECOMMENDED per position.
+    KEEP / REVIEW / CLOSE_RECOMMENDED per position.
+
+    Manifold is intentionally not consulted here: with
+    MANIFOLD_SIGNAL_ENABLED=false it is observational-only and must not
+    drive position closures.
 
     In paper_mode: auto-closes all CLOSE_RECOMMENDED positions after logging.
     """
@@ -269,8 +272,6 @@ async def run_legacy_scan(
             "family_key_old": old_fk,
             "family_key_new": new_fk,
             "fk_changed": new_fk != old_fk,
-            "manifold_prob_new": None,
-            "manifold_inverted": False,
             "recommendation": "legacy_incomplete" if is_legacy_incomplete else "OK",
             "rec_reason": "edge_net and live market unavailable" if is_legacy_incomplete else "no family conflict",
         })
@@ -308,31 +309,7 @@ async def run_legacy_scan(
                 p["market_id"], p["family_key_old"] or "none", p["family_key_new"],
             )
 
-    # Step 3: Manifold re-query for positions whose family key changed
+    # Step 3: log the full scan report (before any closures)
-    for p in enriched:
-        if p["live_market"] and p["fk_changed"]:
-            prob = await manifold.get_probability(p["question"])
-            p["manifold_prob_new"] = prob
-            if prob is not None:
-                # Detect if original trade direction conflicts with corrected Manifold signal
-                if prob < 0.40 and p["direction"] == "BUY_YES":
-                    p["manifold_inverted"] = True
-                    note = f"Manifold:{prob:.3f} contradicts BUY_YES (inversion bug confirmed)"
-                    if p["recommendation"] in ("OK", "REVIEW"):
-                        p["recommendation"] = "CLOSE_RECOMMENDED"
-                        p["rec_reason"] = note
-                    else:
-                        p["rec_reason"] += f" | {note}"
-                elif prob > 0.60 and p["direction"] == "BUY_NO":
-                    p["manifold_inverted"] = True
-                    note = f"Manifold:{prob:.3f} contradicts BUY_NO (inversion bug confirmed)"
-                    if p["recommendation"] in ("OK", "REVIEW"):
-                        p["recommendation"] = "CLOSE_RECOMMENDED"
-                        p["rec_reason"] = note
-                    else:
-                        p["rec_reason"] += f" | {note}"
-
-    # Step 4: log the full scan report (before any closures)
     n_close    = sum(1 for p in enriched if p["recommendation"] == "CLOSE_RECOMMENDED")
     n_keep     = sum(1 for p in enriched if p["recommendation"] == "KEEP")
     n_ok       = sum(1 for p in enriched if p["recommendation"] == "OK")
@@ -348,7 +325,6 @@ async def run_legacy_scan(
             "  [%-18s] market=%-8s | dir=%-8s | edge_net=%+.3f\n"
             "                        stored_family: %s\n"
             "                        new_family:    %s%s\n"
-            "                        manifold_new:  %s\n"
             "                        reason: %s",
             p["recommendation"],
             p["market_id"], p["direction"],
@@ -356,12 +332,11 @@ async def run_legacy_scan(
             p["family_key_old"] or "none",
             p["family_key_new"],
             " [CHANGED]" if p["fk_changed"] else "",
-            f"{p['manifold_prob_new']:.3f}" if p["manifold_prob_new"] is not None else "n/a",
             p["rec_reason"],
         )
     log.warning("━" * 70)
 
-    # Step 5: auto-close in paper mode
+    # Step 4: auto-close in paper mode
     if paper_mode and n_close > 0 and isinstance(executor, PaperExecutor):
         log.warning("PAPER MODE: auto-closing %d CLOSE_RECOMMENDED position(s)...", n_close)
         for p in enriched:
@@ -414,7 +389,7 @@ async def main() -> None:
     except Exception as e:
         log.warning("Could not fetch markets for legacy scan: %s — scan skipped", e)
         scan_markets = []
-    await run_legacy_scan(db, scan_markets, manifold, executor, PAPER_MODE)
+    await run_legacy_scan(db, scan_markets, executor, PAPER_MODE)
 
     try:
         await run_trading_loop(poly, external, strategy, risk, executor, metrics, db)

tests/conftest.py

@@ -0,0 +1,10 @@
+"""Test environment shims.
+
+The bot runs on python:3.11-slim in production; local dev machines may have
+3.10, which lacks datetime.UTC (added in 3.11). Alias it so modules using
+`from datetime import UTC` import cleanly under 3.10.
+"""
+import datetime
+
+if not hasattr(datetime, "UTC"):
+    datetime.UTC = datetime.timezone.utc

tests/test_paper_close.py

@@ -0,0 +1,105 @@
+"""
+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