63d9f637ff
CI/CD / build-and-push (push) Successful in 2m30s
Phase 1 — Edge neto real (paper.py, bayesian.py, risk/manager.py, db.py):
- Trade records now store edge_gross, edge_net, prior_prob, final_prob,
mid_price, spread_estimate, commission, family_key
- edge_net = edge_gross - SPREAD_ESTIMATE(0.02) - COMMISSION_RATE(0.02)
NOTE: both constants are heuristics, not exact Polymarket exchange costs
- Execution gate changed from edge_gross > MIN_EDGE to edge_net > regime_min_edge
Phase 2 — Market families (polymarket.py):
- market_family_key(market) groups related markets:
texas-republican-2026, fed-april-2026, openai-2026, etc.
- At most 1 trade per family per cycle; occupied_families propagated via main.py
- Family key logged on every TRADE and SKIP line
Phase 3 — GNews priority (news.py, bayesian.py, main.py):
- NewsClient.get_freshness() returns 1.0/0.75/0.40/0.10 by cache age
- gnews_priority(market, news) = uncertainty × volume_score × freshness
- Politics markets sorted by priority DESC before eval so best markets get
the 5-query/cycle GNews budget first
Phase 4 — Regime min-edge by category/horizon (bayesian.py):
- politics >60d → 0.12, 30-60d → 0.10, <30d → 0.08
- tech / crypto/finance → 0.10
- All thresholds applied to edge_net (not edge_gross)
Phase 5 — Observability (bayesian.py, main.py):
- Structured skip labels: SKIP_UNSUPPORTED, SKIP_NO_SIGNALS,
SKIP_PRIOR_EXTREME, SKIP_FAMILY, SKIP_GNEWS_PRIORITY, SKIP_EDGE_NET
- TRADE lines now include family_key, edge_gross, edge_net, regime_min, days
- schema.sql: 8 new cols on trades, 7 new cols on signals (via ALTER TABLE IF NOT EXISTS)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
105 lines
4.4 KiB
Python
105 lines
4.4 KiB
Python
"""Database layer using asyncpg for PostgreSQL."""
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import logging
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import os
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from typing import Optional
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import asyncpg
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log = logging.getLogger(__name__)
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class Database:
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def __init__(self) -> None:
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self._url = os.getenv("DATABASE_URL", "postgresql://bot:bot@localhost:5432/polymarket")
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self._pool: Optional[asyncpg.Pool] = None
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async def connect(self) -> None:
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self._pool = await asyncpg.create_pool(self._url)
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log.info("Database connected")
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async def disconnect(self) -> None:
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if self._pool:
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await self._pool.close()
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async def run_migrations(self) -> None:
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schema_path = os.path.join(os.path.dirname(__file__), "schema.sql")
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with open(schema_path) as f:
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schema = f.read()
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async with self._pool.acquire() as conn:
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await conn.execute(schema)
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log.info("Migrations applied")
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async def save_trade(self, trade) -> None:
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async with self._pool.acquire() as conn:
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await conn.execute("""
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INSERT INTO trades (
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id, market_id, question, direction, size_usdc,
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entry_price, shares, fee_usdc, net_cost, timestamp, reasoning, paper,
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edge_gross, edge_net, prior_prob, final_prob,
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mid_price, spread_estimate, commission, family_key
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) VALUES (
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$1,$2,$3,$4,$5,$6,$7,$8,$9,$10,$11,$12,
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$13,$14,$15,$16,$17,$18,$19,$20
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)
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ON CONFLICT (id) DO NOTHING
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""",
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trade.id, trade.market_id, trade.question, trade.direction,
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trade.size_usdc, trade.entry_price, trade.shares, trade.fee_usdc,
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trade.net_cost, trade.timestamp, trade.reasoning, trade.paper,
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# Phase 1 fields
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trade.edge_gross, trade.edge_net, trade.prior_prob, trade.final_prob,
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trade.mid_price, trade.spread_estimate, trade.commission, trade.family_key,
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)
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async def save_daily_metrics(self, metrics: dict) -> None:
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async with self._pool.acquire() as conn:
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await conn.execute("""
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INSERT INTO metrics_daily (
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timestamp, total_trades, total_deployed, total_fees,
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total_pnl, win_rate, avg_edge, sharpe_ratio, calibration_score, paper_mode
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) VALUES ($1,$2,$3,$4,$5,$6,$7,$8,$9,$10)
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""",
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metrics["timestamp"], metrics["total_trades"], metrics["total_deployed"],
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metrics["total_fees"], metrics["total_pnl"], metrics["win_rate"],
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metrics["avg_edge"], metrics["sharpe_ratio"], metrics["calibration_score"],
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metrics["paper_mode"],
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)
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async def get_open_positions(self) -> dict[str, float]:
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"""Return {market_id: total_net_cost} for all trades in DB.
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Since there is no closed flag, every trade in the DB is treated as an
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open position. After a TRUNCATE the query returns nothing, so the
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portfolio correctly resets to a full bankroll.
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"""
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async with self._pool.acquire() as conn:
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rows = await conn.fetch(
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"SELECT market_id, SUM(net_cost) AS total FROM trades GROUP BY market_id"
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)
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return {r["market_id"]: float(r["total"]) for r in rows}
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async def get_open_families(self) -> set[str]:
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"""Return the set of family_key values from all open positions.
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Used at startup to rebuild occupied_families from DB state so the
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family-deduplication logic survives pod restarts.
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"""
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async with self._pool.acquire() as conn:
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rows = await conn.fetch(
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"SELECT DISTINCT family_key FROM trades WHERE family_key IS NOT NULL"
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)
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return {r["family_key"] for r in rows if r["family_key"]}
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async def get_recent_trades(self, limit: int = 100) -> list[dict]:
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async with self._pool.acquire() as conn:
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rows = await conn.fetch(
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"SELECT * FROM trades ORDER BY timestamp DESC LIMIT $1", limit
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)
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return [dict(r) for r in rows]
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async def get_metrics_history(self, days: int = 42) -> list[dict]:
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async with self._pool.acquire() as conn:
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rows = await conn.fetch(
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"SELECT * FROM metrics_daily ORDER BY timestamp DESC LIMIT $1", days
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)
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return [dict(r) for r in rows]
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