fix(metrics): replace inflated PnL formula; drop fake calibration_score
CI/CD / build-and-push (push) Failing after 1m20s

total_pnl now uses edge_net × net_cost instead of (0.5 - entry_price) × shares.
The old formula overestimated BUY_NO trades at low entry prices by 3–10× because
buying at price 0.158 yields 3164 shares — any exit-at-0.5 assumption produced
$1072 PnL on $500 deployed. edge_net × net_cost is bounded by net_cost per trade
and uses the model's own signal, giving $122 for the same position.

calibration_score is now None (null in API) instead of 1 - 2×|avg_edge|. That
formula was not a real calibration: it requires knowing market resolutions
(YES=1/NO=0) which we do not store yet. Returning null is more honest than
returning 0.0 or a meaningless proxy. Fix 3 will compute it from closed trades.

check_promotion_thresholds updated to handle None calibration (null → not ready).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
chemavx
2026-04-21 16:47:05 +00:00
parent 46f8f4b79a
commit 5a3df975d9
2 changed files with 36 additions and 19 deletions
+8 -2
View File
@@ -112,14 +112,20 @@ async def get_summary():
"cash_available": max(0.0, paper_bankroll - total_deployed),
"legacy_incomplete_count": legacy_count,
"reentry_guard_blocks_24h": len(inverted),
# Metrics from latest metrics_daily snapshot (computed by MetricsTracker).
# total_pnl: estimated unrealized PnL for open trades in the current bot
# session — uses edge_net × net_cost (model edge on deployed
# capital). Resets to 0 on pod restart until Fix 3 is applied.
# calibration_score: null until market resolution data is available
# (requires close_price / outcome per closed trade).
"total_pnl": latest.get("total_pnl", 0),
"win_rate": latest.get("win_rate", 0),
"sharpe_ratio": latest.get("sharpe_ratio", 0),
"calibration_score": latest.get("calibration_score", 0),
"calibration_score": latest.get("calibration_score"), # null if unavailable
"promotion_ready": (
latest.get("sharpe_ratio", 0) >= 0.5
and latest.get("win_rate", 0) >= 0.52
and latest.get("calibration_score", 0) >= 0.7
and (latest.get("calibration_score") or 0) >= 0.7 # null → not ready
and len(all_trades) >= 50
),
}