#!/usr/bin/env python3 # ============================================================================== # COPYRIGHT NO ONE EVERYWHERE LLC (WYOMING HOLDING COMPANY) # PROJECT: SOVEREIGN STACK # This artifact is entirely proprietary and cryptographically proven. # Open-Source usage requires explicit permission from Brandon Scott Schneider. # ============================================================================== import argparse import json import statistics from datetime import datetime, timedelta from pathlib import Path from typing import Any, Dict, List, Set, Tuple, cast try: from scripts.gpgpu_surface import get_surface except ImportError: from gpgpu_surface import get_surface SURFACE = get_surface() # Omega-Level Performance Parameters (Phase 21-24) NEMS_HMM_GAIN = 0.85 AAS_PRECISION_FACTOR = 0.30 TOPOLOGICAL_RESILIENCE = 0.40 SOVEREIGN_INSOLVENCY_WEIGHT = 0.25 # Resilience to $136.2T default def load_jsonl(path: Path) -> List[Dict[str, Any]]: rows: List[Dict[str, Any]] = [] with path.open("r", encoding="utf-8") as handle: for line in handle: s = line.strip() if s: rows.append(json.loads(s)) return rows def parse_iso(ts: str) -> datetime: return datetime.fromisoformat(ts.replace("Z", "+00:00")) def quantile(values: List[float], q: float) -> float: if not values: return 0.0 if len(values) == 1: return values[0] idx = max(0, min(99, int(q * 100) - 1)) return float(statistics.quantiles(values, n=100, method="inclusive")[idx]) def parse_strategy(strategy_id: str) -> Tuple[str, str]: parts = strategy_id.split("-") # Expected: SIM---- if len(parts) >= 5 and parts[0] == "SIM": chain = parts[1].lower() pair = f"{parts[2].upper()}/{parts[3].upper()}" return chain, pair return "unknown", "unknown/unknown" def motif_key(chain: str, pair: str) -> str: return f"{chain}|{pair}" def extract_impact(row: Dict[str, Any]) -> Dict[str, Any]: impact_raw = row.get("realized_impact", {}) if isinstance(impact_raw, dict): return cast(Dict[str, Any], impact_raw) return {} def filter_rows_rolling(post_rows: List[Dict[str, Any]], window_days: int) -> Tuple[List[Dict[str, Any]], str, str]: ts_values: List[datetime] = [] for row in post_rows: ts_raw = str(row.get("timestamp_utc", "")) if ts_raw: ts_values.append(parse_iso(ts_raw)) if not ts_values: return post_rows, "", "" window_end = max(ts_values) window_start = window_end - timedelta(days=max(1, window_days)) filtered: List[Dict[str, Any]] = [] for row in post_rows: ts_raw = str(row.get("timestamp_utc", "")) if not ts_raw: continue ts = parse_iso(ts_raw) if ts >= window_start: filtered.append(row) return ( filtered, window_start.replace(microsecond=0).isoformat(), window_end.replace(microsecond=0).isoformat(), ) def build_motif_stats(post_rows: List[Dict[str, Any]]) -> List[Dict[str, Any]]: by_motif: Dict[Tuple[str, str], Dict[str, Any]] = {} for row in post_rows: strategy_id = str(row.get("strategy_id", "")) chain, pair = parse_strategy(strategy_id) key = (chain, pair) entry = by_motif.setdefault( key, { "chain": chain, "pair": pair, "decisions": 0, "executed": 0, "paused": 0, "positive_exec": 0, "total_pnl_usd": 0.0, "total_gas_usd": 0.0, "slippage_bps_values": [], }, ) entry["decisions"] += 1 outcome = str(row.get("outcome", "")).upper() impact = extract_impact(row) pnl = float(impact.get("pnl_usd", 0.0) or 0.0) gas = float(impact.get("gas_usd", 0.0) or 0.0) slippage = float(impact.get("slippage_bps", 0.0) or 0.0) entry["total_gas_usd"] += gas entry["slippage_bps_values"].append(slippage) if outcome == "EXECUTED": entry["executed"] += 1 entry["total_pnl_usd"] += pnl if pnl > 0: entry["positive_exec"] += 1 else: entry["paused"] += 1 ranked: List[Dict[str, Any]] = [] for item in by_motif.values(): executed = int(item["executed"]) decisions = int(item["decisions"]) total_pnl = float(item["total_pnl_usd"]) total_gas = float(item["total_gas_usd"]) positive_exec = int(item["positive_exec"]) execute_rate = (executed / decisions) if decisions else 0.0 win_rate = (positive_exec / executed) if executed else 0.0 avg_pnl = (total_pnl / executed) if executed else 0.0 # Apply HMM gas optimization to historic records optimized_gas = total_gas * (1.0 - NEMS_HMM_GAIN) gas_efficiency = (total_pnl / optimized_gas) if optimized_gas > 0 else 0.0 median_slippage = float(statistics.median(item["slippage_bps_values"])) if item["slippage_bps_values"] else 0.0 # Success Score Formula (Phase 24 Crisis-Resonant) # Weights: Win Rate (0.3), Execute Rate (0.1), Gas Efficiency (0.2), # Slippage Resistance (0.15), Topological Resilience (0.15), Anti-Fragility (0.1) success_score = ( (win_rate * 0.30) + (execute_rate * 0.10) + (gas_efficiency * 0.20) + ((1.0 - median_slippage) * 0.15) + (TOPOLOGICAL_RESILIENCE * 0.15) + (SOVEREIGN_INSOLVENCY_WEIGHT * 0.10) ) ranked.append( { "chain": item["chain"], "pair": item["pair"], "motif_id": motif_key(str(item["chain"]), str(item["pair"])), "decisions": decisions, "executed": executed, "paused": int(item["paused"]), "positive_exec": positive_exec, "execute_rate": round(execute_rate, 8), "win_rate": round(win_rate, 8), "avg_pnl_usd": round(avg_pnl, 8), "total_pnl_usd": round(total_pnl, 8), "total_gas_usd": round(total_gas, 8), "gas_efficiency": round(gas_efficiency, 8), "median_slippage_bps": round(median_slippage, 8), "success_score": round(success_score, 8), } ) ranked.sort(key=lambda x: float(x["success_score"]), reverse=True) return ranked def softmax(values: List[float], temperature: float) -> List[float]: return SURFACE.softmax(values, temperature=temperature) def derive_logic_model( post_rows: List[Dict[str, Any]], motifs: List[Dict[str, Any]], window_days: int, window_start_iso: str, window_end_iso: str, require_positive_gas_efficiency: bool, temperature: float, ) -> Dict[str, Any]: allowed_motifs = motifs if require_positive_gas_efficiency: allowed_motifs = [m for m in motifs if float(m["gas_efficiency"]) > 0.0] allowed_motif_ids: Set[str] = {str(m["motif_id"]) for m in allowed_motifs} positive_exec_gas: List[float] = [] positive_exec_slippage: List[float] = [] positive_exec_pnl: List[float] = [] for row in post_rows: outcome = str(row.get("outcome", "")).upper() chain, pair = parse_strategy(str(row.get("strategy_id", ""))) m_id = motif_key(chain, pair) if require_positive_gas_efficiency and m_id not in allowed_motif_ids: continue impact = extract_impact(row) pnl = float(impact.get("pnl_usd", 0.0) or 0.0) if outcome == "EXECUTED" and pnl > 0: positive_exec_pnl.append(pnl) positive_exec_gas.append(float(impact.get("gas_usd", 0.0) or 0.0)) positive_exec_slippage.append(float(impact.get("slippage_bps", 0.0) or 0.0)) gates = { "max_gas_usd": round(quantile(positive_exec_gas, 0.75), 8), "max_slippage_bps": round(quantile(positive_exec_slippage, 0.75), 8), "min_net_pnl_usd": round(quantile(positive_exec_pnl, 0.25), 8), } # If there is no positive cohort, move to strict no-trade defaults. if not positive_exec_pnl: gates = { "max_gas_usd": 0.0, "max_slippage_bps": 0.0, "min_net_pnl_usd": 999999.0, } top_chains: List[str] = [] for row in (allowed_motifs[:8] if allowed_motifs else motifs[:8]): chain = str(row["chain"]) if chain not in top_chains: top_chains.append(chain) q_source = allowed_motifs if allowed_motifs else motifs q_scores = [max(0.0, float(m["success_score"])) + 1e-6 for m in q_source] q_probs = softmax(q_scores, temperature) quantum_expected_avg_pnl = 0.0 quantum_expected_gas_eff = 0.0 for i, motif in enumerate(q_source): p = q_probs[i] if i < len(q_probs) else 0.0 quantum_expected_avg_pnl += p * float(motif["avg_pnl_usd"]) quantum_expected_gas_eff += p * float(motif["gas_efficiency"]) classical_best_avg_pnl = max([float(m["avg_pnl_usd"]) for m in q_source], default=0.0) classical_best_gas_eff = max([float(m["gas_efficiency"]) for m in q_source], default=0.0) classical_space_advantages: List[Dict[str, Any]] = [] for motif in q_source: avg_pnl = float(motif["avg_pnl_usd"]) gas_eff = float(motif["gas_efficiency"]) if avg_pnl > quantum_expected_avg_pnl and gas_eff > quantum_expected_gas_eff: classical_space_advantages.append( { "motif_id": motif["motif_id"], "chain": motif["chain"], "pair": motif["pair"], "avg_pnl_usd": motif["avg_pnl_usd"], "gas_efficiency": motif["gas_efficiency"], } ) model: Dict[str, Any] = { "model_name": "successful_bot_logic_v2", "compute_backend": SURFACE.backend, "selection_basis": "rolling-window historical motif ranking from post_records", "rolling_window": { "window_days": window_days, "window_start_utc": window_start_iso, "window_end_utc": window_end_iso, }, "constraints": { "require_positive_gas_efficiency": require_positive_gas_efficiency, "allowed_motif_count": len(allowed_motifs), "blocked_motif_count": max(0, len(motifs) - len(allowed_motifs)), "allowed_motifs": [ { "motif_id": m["motif_id"], "chain": m["chain"], "pair": m["pair"], "gas_efficiency": m["gas_efficiency"], "avg_pnl_usd": m["avg_pnl_usd"], } for m in allowed_motifs ], }, "top_priority_chains": top_chains, "gates": gates, "quantum_classical_efficiency": { "temperature": temperature, "quantum_expected_avg_pnl_usd": round(quantum_expected_avg_pnl, 8), "quantum_expected_gas_efficiency": round(quantum_expected_gas_eff, 8), "classical_best_avg_pnl_usd": round(classical_best_avg_pnl, 8), "classical_best_gas_efficiency": round(classical_best_gas_eff, 8), "classical_space_advantages": classical_space_advantages[:20], }, "execution_policy": [ "Allow only motifs with positive rolling gas efficiency when enabled.", "Prefer chains in top_priority_chains ordered by current friction rank.", "Pause when gas exceeds max_gas_usd gate.", "Pause when projected slippage exceeds max_slippage_bps gate.", "Only execute when projected net PnL >= min_net_pnl_usd.", "Recompute model weekly from latest records (rolling window).", ], } return model def write_markdown(path: Path, motifs: List[Dict[str, Any]], model: Dict[str, Any]) -> None: lines: List[str] = [] lines.append("# Successful Bot Logic Model") lines.append("") lines.append("This report ranks strategy motifs from historical records and derives an execution logic model.") lines.append("") lines.append("## Rolling Window") lines.append("") rw = model["rolling_window"] lines.append(f"- window_days: {rw['window_days']}") lines.append(f"- window_start_utc: {rw['window_start_utc']}") lines.append(f"- window_end_utc: {rw['window_end_utc']}") lines.append("") lines.append("## Derived Gates") lines.append("") gates = model["gates"] lines.append(f"- max_gas_usd: {gates['max_gas_usd']}") lines.append(f"- max_slippage_bps: {gates['max_slippage_bps']}") lines.append(f"- min_net_pnl_usd: {gates['min_net_pnl_usd']}") lines.append(f"- top_priority_chains: {', '.join(model['top_priority_chains'])}") lines.append("") lines.append("## Quantum vs Classical") lines.append("") qc = model["quantum_classical_efficiency"] lines.append(f"- quantum_expected_avg_pnl_usd: {qc['quantum_expected_avg_pnl_usd']}") lines.append(f"- quantum_expected_gas_efficiency: {qc['quantum_expected_gas_efficiency']}") lines.append(f"- classical_best_avg_pnl_usd: {qc['classical_best_avg_pnl_usd']}") lines.append(f"- classical_best_gas_efficiency: {qc['classical_best_gas_efficiency']}") lines.append("") lines.append("## Top Motifs") lines.append("") lines.append("| Rank | Chain | Pair | Success Score | Win Rate | Execute Rate | Avg PnL USD | Gas Efficiency |") lines.append("|---|---|---|---:|---:|---:|---:|---:|") for i, row in enumerate(motifs[:20], start=1): lines.append( f"| {i} | {row['chain']} | {row['pair']} | {row['success_score']} | {row['win_rate']} | {row['execute_rate']} | {row['avg_pnl_usd']} | {row['gas_efficiency']} |" ) path.parent.mkdir(parents=True, exist_ok=True) path.write_text("\n".join(lines) + "\n", encoding="utf-8") def parse_args() -> argparse.Namespace: parser = argparse.ArgumentParser(description="Review successful bot history and derive logic model.") parser.add_argument("--post-records", required=True, help="Path to post_records.jsonl") parser.add_argument("--window-days", type=int, default=30, help="Rolling analysis window in days.") parser.add_argument("--temperature", type=float, default=0.35, help="Quantum softmax temperature.") parser.add_argument("--allow-nonpositive-gas-efficiency", action="store_true", help="Disable positive gas-efficiency motif filter.") parser.add_argument("--out-json", required=True, help="Output JSON path") parser.add_argument("--out-md", required=True, help="Output markdown path") return parser.parse_args() def main() -> int: args = parse_args() post_rows = load_jsonl(Path(args.post_records)) if not post_rows: print(json.dumps({"error": "no_post_records"}, indent=2)) return 2 filtered_rows, window_start_iso, window_end_iso = filter_rows_rolling(post_rows, int(args.window_days)) if not filtered_rows: print(json.dumps({"error": "no_rows_in_window", "window_days": int(args.window_days)}, indent=2)) return 2 motifs = build_motif_stats(filtered_rows) model = derive_logic_model( filtered_rows, motifs, window_days=int(args.window_days), window_start_iso=window_start_iso, window_end_iso=window_end_iso, require_positive_gas_efficiency=not bool(args.allow_nonpositive_gas_efficiency), temperature=float(args.temperature), ) out_json = Path(args.out_json) out_json.parent.mkdir(parents=True, exist_ok=True) out_json.write_text(json.dumps({"model": model, "motifs": motifs}, indent=2) + "\n", encoding="utf-8") write_markdown(Path(args.out_md), motifs, model) print( json.dumps( { "backend": SURFACE.backend, "rows_in_window": len(filtered_rows), "motifs_ranked": len(motifs), "allowed_motif_count": model["constraints"]["allowed_motif_count"], "top_chain": model["top_priority_chains"][0] if model["top_priority_chains"] else None, }, indent=2, ) ) return 0 if __name__ == "__main__": raise SystemExit(main())