5 Commits

Include renames

Author	SHA1	Message	Date
chemavxandClaude Fable 5	43d9577fb2	feat(metrics): real Sharpe ratio from daily PnL curve with minimum-sample gate ... sharpe_ratio was hardcoded to 0.0 in MetricsTracker and exposed as 'or 0' in /api/summary. With only 1 resolved trade (~40 flat days plus one +299 jump) any computed Sharpe is statistically meaningless, so: - bot/metrics/sharpe.py: annualized Sharpe (sqrt(365)) from daily total_pnl closes, normalized by bankroll; sharpe_with_gate() returns None + status until >=30 days observed AND >=10 resolved trades. - Database.get_daily_pnl_closes(): last metrics_daily snapshot per UTC day, oldest first — the return series input. - MetricsTracker: stores the real (gated) Sharpe in the snapshot, NULL below the gate; log line now includes sharpe. - /api/summary: live Sharpe + sharpe_status/days_observed/min_* fields explaining why it is null; resolved_count now live from COUNT(*). - promotion_ready: requires resolved>=10, days>=30, and non-null win_rate/calibration/sharpe plus existing thresholds — a single lucky resolved trade can no longer promote. - Dashboard Sharpe card shows the insufficient-sample explanation when null instead of a bare em dash. Tests: 13 new in tests/test_sharpe_gate.py (formula, gate, API contract, tracker snapshot); verified failing pre-fix. Suite: 62 passed. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>	2026-06-12 07:12:55 +00:00
chemavxandClaude Fable 5	7ebb87aede	chore: cleanup duplicate trade save, misleading cycle counters, and /api/summary inconsistencies ... 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 ... 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 ... 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	2026-04-13 16:05:45 +00:00