Commit Graph
4 Commits
Author SHA1 Message Date
chemavxandClaude Fable 5 7ebb87aede chore: cleanup duplicate trade save, misleading cycle counters, and /api/summary inconsistencies
CI/CD / build-and-push (push) Successful in 7s
Bug #5: metrics.record_trade() only delegated to save_trade(), which
executor.execute() already calls — every trade was written twice (deduped
only by ON CONFLICT DO NOTHING). Remove the redundant call and the now-dead
method. RealExecutor.execute() raises NotImplementedError, so real mode is
unaffected.

Bug #6 (CYCLE SUMMARY): manifold accepted/rejected counters only increment
on the active-signal path, so with MANIFOLD_SIGNAL_ENABLED=false they always
printed 0/0 — print 'manifold_signal: disabled' instead.
family_conflicts_prevented duplicated blocked_by_family (same counter
printed twice); removed. gnews_cap was a dead variable with a misleading
comment; removed.

Bug #7 (/api/summary): total_trades was len() over a LIMIT-500 query —
capped once history grows; counts now come from COUNT(*) via
compute_metrics_from_db. cash_available was reimplemented in the API;
extract cash_available() in paper.py (same formula, unchanged) and feed it
from get_open_position_data() — the exact source/helper
PaperExecutor.initialize() uses. Test asserts API and executor report
identical cash for the same DB state.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-11 17:21:32 +00:00
chemavxandClaude Sonnet 4.6 9a5be27532 feat(metrics): Fix 3 — DB-computed metrics, stateless tracker, resolution tracking
CI/CD / build-and-push (push) Successful in 1m47s
schema.sql
  trades:        + close_pnl, resolution (market outcome storage)
  metrics_daily: + unrealized_pnl_est, realized_pnl, open/closed/resolved_count

db.py
  close_paper_position(): accepts resolution; computes close_pnl in SQL
    BUY_YES: (resolution − entry_price) × shares
    BUY_NO:  ((1 − resolution) − entry_price) × shares
  save_daily_metrics(): persists new columns
  compute_metrics_from_db(): single DB query for all metrics; no in-memory state

tracker.py — complete rewrite (stateless)
  Removed self._trades, self._daily_returns, compute_metrics(), _compute_sharpe(),
  check_promotion_thresholds(), _empty_metrics()
  update_daily_summary() now reads compute_metrics_from_db() every cycle
  Safe across pod restarts: always reflects full DB history

paper.py
  close_position(): passes resolution to close_paper_position()

api/main.py  /api/summary
  Added unrealized_pnl_est (estimated, open trades) and realized_pnl (exact,
  closed+resolved) as separate fields alongside total_pnl
  win_rate: null if < 5 resolved trades (was proxy on entry_price < 0.5)
  calibration_score: Brier-based, null if < 10 resolved trades
  resolved_count exposed as field
  Each field annotated with: exact/estimated, source, null conditions

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-21 17:34:48 +00:00
chemavxandClaude Sonnet 4.6 5a3df975d9 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>
2026-04-21 16:47:05 +00:00
chemavx 4fda34df3b feat: initial commit — polymarket-bot source + CI/CD pipeline
CI/CD / build-and-push (push) Failing after 30s
2026-04-13 16:05:45 +00:00