feat(manifold): audit matching quality with ManifoldMatchResult and manifold_match_audit table

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

bot/data/db.py

@@ -36,11 +36,15 @@ class Database:
                     entry_price, shares, fee_usdc, net_cost, timestamp, reasoning, paper,
                     edge_gross, edge_net, prior_prob, final_prob,
                     mid_price, spread_estimate, commission, family_key,
-                    feat_fg_lo, feat_mom_lo, feat_news_lo, feat_mfld_lo, feat_btc_dom_lo
+                    feat_fg_lo, feat_mom_lo, feat_news_lo, feat_mfld_lo, feat_btc_dom_lo,
+                    mfld_market_id, mfld_market_title, mfld_market_url,
+                    mfld_prob_raw, mfld_prob_final, mfld_inverted,
+                    mfld_match_score, mfld_match_reason, mfld_match_status
                 ) VALUES (
                     $1,$2,$3,$4,$5,$6,$7,$8,$9,$10,$11,$12,
                     $13,$14,$15,$16,$17,$18,$19,$20,
-                    $21,$22,$23,$24,$25
+                    $21,$22,$23,$24,$25,
+                    $26,$27,$28,$29,$30,$31,$32,$33,$34
                 )
                 ON CONFLICT (id) DO NOTHING
             """,
@@ -53,6 +57,10 @@ class Database:
                 # Phase 6 feature log-odds
                 trade.feat_fg_lo, trade.feat_mom_lo, trade.feat_news_lo,
                 trade.feat_mfld_lo, trade.feat_btc_dom_lo,
+                # Manifold audit fields
+                trade.mfld_market_id, trade.mfld_market_title, trade.mfld_market_url,
+                trade.mfld_prob_raw, trade.mfld_prob_final, trade.mfld_inverted,
+                trade.mfld_match_score, trade.mfld_match_reason, trade.mfld_match_status,
             )
 
     async def save_daily_metrics(self, metrics: dict) -> None:
@@ -493,6 +501,79 @@ class Database:
         return result
 
 
+    async def save_manifold_audit(
+        self,
+        audit_id: str,
+        poly_market_id: str,
+        poly_question: str,
+        search_query: str,
+        mfld_market_id: Optional[str],
+        mfld_market_title: Optional[str],
+        mfld_market_url: Optional[str],
+        prob_raw: Optional[float],
+        prob_final: Optional[float],
+        inverted: bool,
+        match_score: Optional[float],
+        match_reason: Optional[str],
+        match_status: str,
+    ) -> None:
+        async with self._pool.acquire() as conn:
+            await conn.execute("""
+                INSERT INTO manifold_match_audit (
+                    id, poly_market_id, poly_question, search_query,
+                    mfld_market_id, mfld_market_title, mfld_market_url,
+                    prob_raw, prob_final, inverted,
+                    match_score, match_reason, match_status, used_in_trade
+                ) VALUES ($1,$2,$3,$4,$5,$6,$7,$8,$9,$10,$11,$12,$13,FALSE)
+            """,
+                audit_id, poly_market_id, poly_question, search_query,
+                mfld_market_id, mfld_market_title, mfld_market_url,
+                prob_raw, prob_final, inverted,
+                match_score, match_reason, match_status,
+            )
+
+    async def mark_manifold_audit_used(self, audit_id: str) -> None:
+        async with self._pool.acquire() as conn:
+            await conn.execute(
+                "UPDATE manifold_match_audit SET used_in_trade = TRUE WHERE id = $1",
+                audit_id,
+            )
+
+    async def get_manifold_matches(self, limit: int = 50) -> dict:
+        async with self._pool.acquire() as conn:
+            summary = await conn.fetchrow("""
+                SELECT
+                    COUNT(*) FILTER (WHERE match_status = 'accepted')   AS total_accepted,
+                    COUNT(*) FILTER (WHERE match_status = 'rejected')   AS total_rejected,
+                    COUNT(*) FILTER (WHERE match_status = 'no_results') AS total_no_results,
+                    AVG(match_score) FILTER (WHERE match_status = 'accepted') AS avg_match_score
+                FROM manifold_match_audit
+            """)
+            mfld_dominated = await conn.fetchrow("""
+                SELECT COUNT(*) AS cnt FROM trades
+                WHERE feat_mfld_lo IS NOT NULL
+                  AND ABS(feat_mfld_lo) > 0.0001
+                  AND ABS(feat_mfld_lo) > ABS(COALESCE(feat_fg_lo, 0))
+                  AND ABS(feat_mfld_lo) > ABS(COALESCE(feat_mom_lo, 0))
+                  AND ABS(feat_mfld_lo) > ABS(COALESCE(feat_news_lo, 0))
+                  AND ABS(feat_mfld_lo) > ABS(COALESCE(feat_btc_dom_lo, 0))
+            """)
+            rows = await conn.fetch(
+                "SELECT * FROM manifold_match_audit ORDER BY timestamp DESC LIMIT $1",
+                limit,
+            )
+        return {
+            "summary": {
+                "total_accepted":           int(summary["total_accepted"] or 0),
+                "total_rejected":           int(summary["total_rejected"] or 0),
+                "total_no_results":         int(summary["total_no_results"] or 0),
+                "avg_match_score":          _f(summary["avg_match_score"]),
+                "trades_dominated_by_mfld": int(mfld_dominated["cnt"] or 0),
+            },
+            "recent_matches": [dict(r) for r in rows],
+        }
+
+
 def _f(v) -> Optional[float]:
     """None-safe float cast for asyncpg Decimal/None values."""
     return float(v) if v is not None else None