Adriano Dal Pastro
d3dab57532
- engine: resampling (_RESAMPLE) per 30m/2h/4h/1d + TF_BPM esteso -> nuovi timing. - arena/run_game: TIMEFRAMES estesi, out_name e GAME_SPECS_DIR/GAME_OUT parametrizzati (game 1 non sovrascritto). - Risultato: 10 finalisti tutti 30m pairs ETH/BTC (vincitore #36: OOS Sh 12.3, 43 tr/mese). La regola >=10 trade/mese filtra i tf lunghi (4h: 4/33 qualificati). Conferma la frontiera frequenza-vs-edge. Diario 2026-06-09-blind-traders-game2.md. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
85 lines
3.2 KiB
Python
85 lines
3.2 KiB
Python
"""
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run_game — carica le 100 strategie proposte dagli agenti ciechi (file in
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data/games/specs/agent_*.json), lancia il torneo (epoche + cull) e stampa la
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classifica finale, poi RIVELA cosa erano X e Y.
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Se mancano agenti (file assenti o malformati) riempie con spec casuali, cosi'
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il gioco gira sempre a 100 concorrenti.
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"""
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from __future__ import annotations
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import json
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import os
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import random
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from pathlib import Path
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from scripts.games import engine
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from scripts.games.arena import random_spec, run_tournament, leaderboard, _normalize
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SPECS_DIR = Path(os.environ.get("GAME_SPECS_DIR", "data/games/specs"))
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OUT_NAME = os.environ.get("GAME_OUT", "tournament_result.json")
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N = 100
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def load_specs():
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rng = random.Random(123)
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specs, briefs, sources = [], [], []
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for i in range(N):
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f = SPECS_DIR / f"agent_{i}.json"
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spec = None
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if f.exists():
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try:
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raw = json.loads(f.read_text())
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fam = raw.get("family")
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params = dict(raw.get("params", {}))
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if "direction" in raw and "direction" not in params:
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params["direction"] = raw["direction"]
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spec = {"family": fam, "series": raw.get("series", "A"),
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"tf": raw.get("tf", "1h"), "params": params}
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# X->A, Y->B mapping (gli agenti vedono X/Y)
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s = spec["series"]
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spec["series"] = {"X": "A", "Y": "B", "AB": "AB",
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"A": "A", "B": "B"}.get(s, "A")
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spec = _normalize(spec)
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briefs.append(str(raw.get("hypothesis", ""))[:300])
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sources.append("agent")
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except Exception as e:
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spec = None
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if spec is None:
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spec = random_spec(rng)
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briefs.append("(spec mancante -> sostituto casuale)")
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sources.append("random")
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specs.append(spec)
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n_agent = sources.count("agent")
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print(f"caricati {n_agent}/{N} spec da agenti reali, "
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f"{N - n_agent} sostituiti casuali")
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return specs, briefs
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def main():
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slip = float(os.environ.get("GAME_SLIP", "0.0"))
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engine.set_slippage(slip)
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if slip > 0:
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print(f"SLIPPAGE attivo: {slip*100:.3f}%/lato "
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f"(single-leg {2*slip*100:.2f}% RT extra, pairs {4*slip*100:.2f}% extra)")
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specs, briefs = load_specs()
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payload = run_tournament(specs, briefs=briefs, seed=2026,
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epochs=90, cull_every=10, cull_n=10, out_name=OUT_NAME)
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leaderboard(payload, top=10)
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rev = payload["reveal"]
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print(f"\n>>> RIVELAZIONE: Serie X = {rev['A']}, Serie Y = {rev['B']} "
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f"(timeframe base {rev['tf']}). Gli agenti non lo sapevano. <<<")
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# vincitore
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w = payload["results"][0]
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sp = w["spec"]
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print(f"\nVINCITORE: agente #{w['agent']} su {w['tf']} | {sp['family']} "
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f"{sp['series']} {sp['params'].get('direction','')}")
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print(f" ipotesi dell'agente: {w['brief']}")
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print(f" TEST(OOS): PnL {w['test']['pnl_pct']:.0f}% | win "
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f"{w['test']['win_rate']*100:.0f}% | {w['test']['tpm']:.1f} trade/mese "
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f"| Sharpe {w['test']['sharpe']:.1f}")
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if __name__ == "__main__":
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main()
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