feat(scan): legacy position scan — re-key, Manifold re-validate, auto-close
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Adds run_legacy_scan() that executes once at startup before the trading loop:

  1. Re-keys every open DB position using the current market_family_key()
  2. Groups by new family key; KEEP = highest edge_net, CLOSE_RECOMMENDED = sibling
  3. Manifold re-query for positions whose family key changed; if corrected
     probability contradicts the trade direction → CLOSE_RECOMMENDED
  4. Logs full report (KEEP / REVIEW / CLOSE_RECOMMENDED) before any closures
  5. In paper mode: auto-closes all CLOSE_RECOMMENDED positions

For the existing Ohio bug:
  - Democrats win Ohio governor (629557): CLOSE_RECOMMENDED
    family changed ohio-democrat-2026 → ohio-gubernatorial-2026
    Manifold re-query confirms prob=0.05 contradicts BUY_YES (inversion bug)
    $X returned to cash at break-even
  - Republicans win Ohio governor (629558): KEEP
    higher edge_net (0.349 > 0.247)

Infrastructure:
  - schema.sql: closed_at TIMESTAMPTZ, close_reason TEXT on trades
  - db.py: all open-position queries filter WHERE closed_at IS NULL
           + close_paper_position(market_id, reason)
  - paper.py: close_legacy_position(market_id, reason) → float

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
chemavx
2026-04-17 10:43:45 +00:00
parent 9add52ab05
commit d698544f30
4 changed files with 183 additions and 32 deletions
+10
View File
@@ -98,3 +98,13 @@ ALTER TABLE signals ADD COLUMN IF NOT EXISTS passed_net BOOLEAN;
CREATE INDEX IF NOT EXISTS idx_signals_market ON signals(market_id);
CREATE INDEX IF NOT EXISTS idx_trades_family ON trades(family_key);
-- ─────────────────────────────────────────────────────────────────────────────
-- Position lifecycle: legacy scan can close erroneous paper positions.
-- closed_at IS NULL → position is open (all open-position queries filter this).
-- closed_at NOT NULL → position closed; close_reason explains why.
-- ─────────────────────────────────────────────────────────────────────────────
ALTER TABLE trades ADD COLUMN IF NOT EXISTS closed_at TIMESTAMPTZ;
ALTER TABLE trades ADD COLUMN IF NOT EXISTS close_reason TEXT;
CREATE INDEX IF NOT EXISTS idx_trades_closed ON trades(closed_at) WHERE closed_at IS NOT NULL;