@gonzih/polymarket-arb 1.0.6 → 1.0.8

package/dist/backtest.d.ts

@@ -0,0 +1,96 @@
+export declare const BACKTEST_WINDOW_HOURS = 4;
+export declare const BACKTEST_MOMENTUM_THRESHOLD = 0.05;
+export type ResolvedMarket = {
+    id: string;
+    conditionId: string;
+    clobTokenId: string;
+    question: string;
+    volume: number;
+    startDate: number;
+    endDate: number;
+    resolutionTime: number;
+    resolution: number;
+};
+export type PricePoint = {
+    t: number;
+    p: number;
+};
+export type BacktestSignal = {
+    firedAt: number;
+    oddsAtSignal: number;
+    direction: "YES" | "NO";
+    momentum: number;
+};
+export type ClaudeDecision = "BUY_YES" | "BUY_NO" | "PASS" | "ERROR";
+export type BacktestResult = {
+    marketId: string;
+    question: string;
+    signalFiredAt: number;
+    oddsAtSignal: number;
+    claudeDecision: ClaudeDecision;
+    claudeLatencyMs: number;
+    actualResolution: number;
+    correct: boolean;
+    kellySizePct: number;
+    hypotheticalPnl: number;
+};
+export declare function fetchResolvedMarkets(limit?: number): Promise<ResolvedMarket[]>;
+/**
+ * Fetches hourly price history from the CLOB API.
+ * NOTE (discovered during backtest): The CLOB prices-history endpoint returns
+ * empty data for resolved/closed markets. Price history is only available for
+ * currently active markets, and typically has very few data points.
+ * marketId should be a clobTokenId (the long numeric string from clobTokenIds[0]).
+ */
+export declare function fetchPriceHistory(marketId: string): Promise<PricePoint[]>;
+/**
+ * Calls Claude directly on a resolved market question to probe integration health.
+ * Used when price history is unavailable and no momentum signals can be replayed.
+ */
+export declare function probeClaudeIntegration(markets: ResolvedMarket[]): Promise<{
+    success: number;
+    errors: number;
+    avgLatencyMs: number;
+    sample: BacktestResult[];
+}>;
+/**
+ * Replays the EXISTING momentum signal logic against prediction market price history.
+ * Adapted from SignalEngine in signal.ts: same % change concept, but uses a 4-hour
+ * window and 5% threshold suited to hourly prediction market data (0-1 price range).
+ */
+export declare function replaySignals(history: PricePoint[]): BacktestSignal[];
+/**
+ * Kelly Criterion: f* = (p*b - q) / b
+ * where b = net odds (profit per $ risked), p = win probability, q = 1 - p
+ * Capped at 10% maximum.
+ */
+export declare function kellySize(odds: number, winProb: number): number;
+export declare function computePnl(decision: ClaudeDecision, odds: number, resolution: number, kellySizePct: number): number;
+/**
+ * Calls the Claude CLI subprocess. Sends prompt via stdin (not as a positional arg)
+ * because when spawned with an open stdin pipe the CLI waits for input otherwise.
+ */
+export declare function askClaude(question: string, odds: number): Promise<{
+    decision: ClaudeDecision;
+    latencyMs: number;
+}>;
+export interface BacktestReport {
+    marketsAnalyzed: number;
+    signalsFired: number;
+    claudeSuccesses: number;
+    claudeErrors: number;
+    avgLatencyMs: number;
+    maxLatencyMs: number;
+    buyYesTotal: number;
+    buyYesCorrect: number;
+    buyNoTotal: number;
+    buyNoCorrect: number;
+    passCount: number;
+    avgKellyPct: number;
+    totalPnl: number;
+    results: BacktestResult[];
+}
+export declare function generateReport(results: BacktestResult[], marketsAnalyzed: number): BacktestReport;
+export declare function formatReport(report: BacktestReport, date: string): string;
+export declare function writeReport(text: string, date: string): string;
+//# sourceMappingURL=backtest.d.ts.map

package/dist/backtest.d.ts.map

@@ -0,0 +1 @@
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package/dist/backtest.js

@@ -0,0 +1,370 @@
+import { spawn } from "child_process";
+import fs from "fs";
+import { log } from "./logger.js";
+const GAMMA_API = "https://gamma-api.polymarket.com";
+const CLOB_API = "https://clob.polymarket.com";
+// Momentum parameters adapted for prediction market hourly price data
+// (0-1 range, slower-moving than crypto ticks)
+export const BACKTEST_WINDOW_HOURS = 4;
+export const BACKTEST_MOMENTUM_THRESHOLD = 0.05; // 5% move over 4h
+function parseJsonField(field) {
+    if (Array.isArray(field))
+        return field;
+    try {
+        return JSON.parse(field);
+    }
+    catch {
+        return [];
+    }
+}
+export async function fetchResolvedMarkets(limit = 100) {
+    const sixMonthsAgo = Date.now() - 180 * 24 * 60 * 60 * 1000;
+    // Use end_date_min to fetch recent markets without scanning thousands of pages
+    const sixMonthsAgoDate = new Date(sixMonthsAgo).toISOString().slice(0, 10);
+    const results = [];
+    let offset = 0;
+    const batchSize = 100;
+    while (results.length < limit) {
+        const url = `${GAMMA_API}/markets?closed=true&limit=${batchSize}&offset=${offset}&end_date_min=${sixMonthsAgoDate}`;
+        let markets;
+        try {
+            const res = await fetch(url);
+            if (!res.ok) {
+                log("warn", { source: "backtest", event: "fetch_resolved_error", status: res.status });
+                break;
+            }
+            markets = (await res.json());
+        }
+        catch (err) {
+            log("warn", { source: "backtest", event: "fetch_resolved_exception", error: String(err) });
+            break;
+        }
+        if (markets.length === 0)
+            break;
+        for (const m of markets) {
+            const volume = Number(m.volumeNum ?? m.volume ?? 0);
+            if (volume < 50_000)
+                continue;
+            const endDate = m.endDate ? new Date(m.endDate).getTime() : 0;
+            if (endDate < sixMonthsAgo || endDate === 0)
+                continue;
+            // Only include cleanly resolved markets (YES price = 0 or 1)
+            const prices = parseJsonField(m.outcomePrices ?? []).map(Number);
+            if (prices.length < 2)
+                continue;
+            const yesPrice = prices[0];
+            if (yesPrice !== 0 && yesPrice !== 1)
+                continue;
+            // Parse YES outcome clobTokenId for CLOB price history
+            const tokenIds = parseJsonField(m.clobTokenIds ?? "[]");
+            const clobTokenId = tokenIds[0] ?? "";
+            results.push({
+                id: m.id,
+                conditionId: m.conditionId ?? m.id,
+                clobTokenId,
+                question: m.question ?? "",
+                volume,
+                startDate: m.startDate ? new Date(m.startDate).getTime() : 0,
+                endDate,
+                resolutionTime: m.resolutionTime ? new Date(m.resolutionTime).getTime() : endDate,
+                resolution: yesPrice === 1 ? 1 : 0,
+            });
+            if (results.length >= limit)
+                break;
+        }
+        offset += batchSize;
+        if (markets.length < batchSize)
+            break; // no more pages
+    }
+    log("info", {
+        source: "backtest",
+        event: "resolved_markets_fetched",
+        count: results.length,
+    });
+    return results;
+}
+/**
+ * Fetches hourly price history from the CLOB API.
+ * NOTE (discovered during backtest): The CLOB prices-history endpoint returns
+ * empty data for resolved/closed markets. Price history is only available for
+ * currently active markets, and typically has very few data points.
+ * marketId should be a clobTokenId (the long numeric string from clobTokenIds[0]).
+ */
+export async function fetchPriceHistory(marketId) {
+    try {
+        const url = `${CLOB_API}/prices-history?market=${encodeURIComponent(marketId)}&interval=1h&fidelity=60`;
+        const res = await fetch(url);
+        if (!res.ok)
+            return [];
+        const data = (await res.json());
+        const history = Array.isArray(data) ? data : (data.history ?? []);
+        return history.sort((a, b) => a.t - b.t);
+    }
+    catch {
+        return [];
+    }
+}
+/**
+ * Calls Claude directly on a resolved market question to probe integration health.
+ * Used when price history is unavailable and no momentum signals can be replayed.
+ */
+export async function probeClaudeIntegration(markets) {
+    const sample = markets.slice(0, 5);
+    const results = [];
+    let totalLatency = 0;
+    let errors = 0;
+    for (const market of sample) {
+        // Use last-known odds as 0.5 (unknown pre-resolution for closed markets)
+        const odds = 0.5;
+        const { decision, latencyMs } = await askClaude(market.question, odds);
+        totalLatency += latencyMs;
+        if (decision === "ERROR")
+            errors++;
+        const correct = decision === "BUY_YES"
+            ? market.resolution === 1
+            : decision === "BUY_NO"
+                ? market.resolution === 0
+                : false;
+        results.push({
+            marketId: market.id,
+            question: market.question,
+            signalFiredAt: 0,
+            oddsAtSignal: odds,
+            claudeDecision: decision,
+            claudeLatencyMs: latencyMs,
+            actualResolution: market.resolution,
+            correct,
+            kellySizePct: 0,
+            hypotheticalPnl: 0,
+        });
+    }
+    return {
+        success: sample.length - errors,
+        errors,
+        avgLatencyMs: sample.length > 0 ? totalLatency / sample.length : 0,
+        sample: results,
+    };
+}
+/**
+ * Replays the EXISTING momentum signal logic against prediction market price history.
+ * Adapted from SignalEngine in signal.ts: same % change concept, but uses a 4-hour
+ * window and 5% threshold suited to hourly prediction market data (0-1 price range).
+ */
+export function replaySignals(history) {
+    const signals = [];
+    if (history.length < BACKTEST_WINDOW_HOURS + 1)
+        return signals;
+    let lastSignalAtMs = 0;
+    const COOLDOWN_MS = 12 * 60 * 60 * 1000; // 12-hour cooldown between signals per market
+    for (let i = BACKTEST_WINDOW_HOURS; i < history.length; i++) {
+        const windowStart = history[i - BACKTEST_WINDOW_HOURS];
+        const current = history[i];
+        if (windowStart.p === 0)
+            continue;
+        const momentum = (current.p - windowStart.p) / windowStart.p;
+        if (Math.abs(momentum) < BACKTEST_MOMENTUM_THRESHOLD)
+            continue;
+        const tMs = current.t * 1000;
+        if (tMs - lastSignalAtMs < COOLDOWN_MS)
+            continue;
+        lastSignalAtMs = tMs;
+        signals.push({
+            firedAt: tMs,
+            oddsAtSignal: current.p,
+            direction: momentum > 0 ? "YES" : "NO",
+            momentum,
+        });
+    }
+    return signals;
+}
+/**
+ * Kelly Criterion: f* = (p*b - q) / b
+ * where b = net odds (profit per $ risked), p = win probability, q = 1 - p
+ * Capped at 10% maximum.
+ */
+export function kellySize(odds, winProb) {
+    if (odds <= 0 || odds >= 1)
+        return 0;
+    const b = (1 - odds) / odds; // net odds
+    const q = 1 - winProb;
+    const kelly = (winProb * b - q) / b;
+    return Math.max(0, Math.min(0.1, kelly));
+}
+export function computePnl(decision, odds, resolution, kellySizePct) {
+    if (decision === "PASS" || decision === "ERROR")
+        return 0;
+    const betYes = decision === "BUY_YES";
+    const won = betYes ? resolution === 1 : resolution === 0;
+    const betOdds = betYes ? odds : 1 - odds;
+    if (won) {
+        // Profit per $ = (1 - betOdds) / betOdds
+        return kellySizePct * ((1 - betOdds) / betOdds);
+    }
+    return -kellySizePct;
+}
+/**
+ * Calls the Claude CLI subprocess. Sends prompt via stdin (not as a positional arg)
+ * because when spawned with an open stdin pipe the CLI waits for input otherwise.
+ */
+export async function askClaude(question, odds) {
+    const start = Date.now();
+    const prompt = `Market: ${question}\nCurrent odds: ${(odds * 100).toFixed(1)}% YES\nSignal: momentum spike detected\nShould we bet YES or NO? Respond with: BUY_YES, BUY_NO, or PASS`;
+    return new Promise((resolve) => {
+        const proc = spawn("claude", ["--print", "--model", "claude-haiku-4-5-20251001"], {
+            env: { ...process.env },
+            stdio: ["pipe", "pipe", "pipe"],
+        });
+        // Send prompt via stdin then close it so claude knows there is no more input
+        proc.stdin.write(prompt);
+        proc.stdin.end();
+        let stdout = "";
+        let stderr = "";
+        let timedOut = false;
+        proc.stdout.on("data", (chunk) => {
+            stdout += chunk.toString();
+        });
+        proc.stderr.on("data", (chunk) => {
+            stderr += chunk.toString();
+        });
+        const timer = setTimeout(() => {
+            timedOut = true;
+            proc.kill("SIGTERM");
+        }, 30_000);
+        proc.on("close", (code) => {
+            clearTimeout(timer);
+            const latencyMs = Date.now() - start;
+            if (timedOut || code !== 0) {
+                const err = timedOut
+                    ? "timeout after 30s"
+                    : `exit code ${code}${stderr ? ": " + stderr.slice(0, 200) : ""}`;
+                log("warn", { source: "backtest", event: "claude_error", error: err });
+                resolve({ decision: "ERROR", latencyMs });
+                return;
+            }
+            const text = stdout.toUpperCase();
+            let decision = "PASS";
+            if (text.includes("BUY_YES"))
+                decision = "BUY_YES";
+            else if (text.includes("BUY_NO"))
+                decision = "BUY_NO";
+            log("info", {
+                source: "backtest",
+                event: "claude_decision",
+                question: question.slice(0, 60),
+                decision,
+                latencyMs,
+            });
+            resolve({ decision, latencyMs });
+        });
+        proc.on("error", (err) => {
+            clearTimeout(timer);
+            const latencyMs = Date.now() - start;
+            log("warn", { source: "backtest", event: "claude_error", error: String(err) });
+            resolve({ decision: "ERROR", latencyMs });
+        });
+    });
+}
+export function generateReport(results, marketsAnalyzed) {
+    const claudeErrors = results.filter((r) => r.claudeDecision === "ERROR").length;
+    const claudeSuccesses = results.filter((r) => r.claudeDecision !== "ERROR").length;
+    const latencies = results.map((r) => r.claudeLatencyMs).filter((l) => l > 0);
+    const avgLatencyMs = latencies.length > 0 ? latencies.reduce((a, b) => a + b, 0) / latencies.length : 0;
+    const maxLatencyMs = latencies.length > 0 ? Math.max(...latencies) : 0;
+    const buyYes = results.filter((r) => r.claudeDecision === "BUY_YES");
+    const buyNo = results.filter((r) => r.claudeDecision === "BUY_NO");
+    const passes = results.filter((r) => r.claudeDecision === "PASS");
+    const kellyValues = results.filter((r) => r.kellySizePct > 0).map((r) => r.kellySizePct);
+    const avgKellyPct = kellyValues.length > 0 ? kellyValues.reduce((a, b) => a + b, 0) / kellyValues.length : 0;
+    const totalPnl = results.reduce((sum, r) => sum + r.hypotheticalPnl, 0);
+    return {
+        marketsAnalyzed,
+        signalsFired: results.length,
+        claudeSuccesses,
+        claudeErrors,
+        avgLatencyMs,
+        maxLatencyMs,
+        buyYesTotal: buyYes.length,
+        buyYesCorrect: buyYes.filter((r) => r.correct).length,
+        buyNoTotal: buyNo.length,
+        buyNoCorrect: buyNo.filter((r) => r.correct).length,
+        passCount: passes.length,
+        avgKellyPct,
+        totalPnl,
+        results,
+    };
+}
+export function formatReport(report, date) {
+    const totalDecisions = report.buyYesTotal + report.buyNoTotal;
+    const totalCorrect = report.buyYesCorrect + report.buyNoCorrect;
+    const winRate = totalDecisions > 0 ? (totalCorrect / totalDecisions) * 100 : 0;
+    const signalRate = report.marketsAnalyzed > 0
+        ? (report.signalsFired / report.marketsAnalyzed) * 100
+        : 0;
+    const yesAcc = report.buyYesTotal > 0
+        ? `${report.buyYesCorrect}/${report.buyYesTotal} (${((report.buyYesCorrect / report.buyYesTotal) * 100).toFixed(1)}%)`
+        : "0/0 (n/a)";
+    const noAcc = report.buyNoTotal > 0
+        ? `${report.buyNoCorrect}/${report.buyNoTotal} (${((report.buyNoCorrect / report.buyNoTotal) * 100).toFixed(1)}%)`
+        : "0/0 (n/a)";
+    const claudeStatus = report.claudeErrors === 0
+        ? `  ✓ All ${report.claudeSuccesses} calls succeeded`
+        : `  ✓ ${report.claudeSuccesses} calls succeeded\n  ✗ ${report.claudeErrors} error${report.claudeErrors !== 1 ? "s" : ""}`;
+    let verdict;
+    if (totalDecisions === 0) {
+        verdict =
+            "INSUFFICIENT DATA: No actionable signals. Either no price history from API, " +
+                "signals never crossed the 5% threshold, or all signals fired after market resolution.";
+    }
+    else if (totalDecisions < 5) {
+        verdict =
+            `TOO FEW TRADES: Only ${totalDecisions} trade${totalDecisions !== 1 ? "s" : ""} — ` +
+                "cannot distinguish edge from luck. Need 30+ trades for statistical significance.";
+    }
+    else if (winRate > 60) {
+        verdict =
+            `POSSIBLE EDGE: Win rate ${winRate.toFixed(1)}% exceeds 50% baseline. ` +
+                `P&L: ${report.totalPnl >= 0 ? "+" : ""}${(report.totalPnl * 100).toFixed(1)}% of bankroll. ` +
+                "Needs larger sample (30+ trades) to confirm.";
+    }
+    else if (winRate > 50) {
+        verdict =
+            `WEAK SIGNAL: Win rate ${winRate.toFixed(1)}% slightly above baseline. ` +
+                "Cannot yet distinguish from noise. More data needed.";
+    }
+    else {
+        verdict =
+            `NO EDGE DETECTED: Win rate ${winRate.toFixed(1)}% at or below 50% baseline. ` +
+                "Current signal parameters not predictive on this historical data.";
+    }
+    const lines = [
+        "=== POLYMARKET-ARB BACKTEST REPORT ===",
+        `Date: ${date}`,
+        "",
+        `Markets analyzed: ${report.marketsAnalyzed}`,
+        `Signals fired: ${report.signalsFired} (${signalRate.toFixed(1)}% of markets)`,
+        `Claude Code: ${report.claudeSuccesses}/${report.signalsFired} decisions returned (${report.claudeErrors} error${report.claudeErrors !== 1 ? "s" : ""})`,
+        `Claude latency: avg ${(report.avgLatencyMs / 1000).toFixed(1)}s, max ${(report.maxLatencyMs / 1000).toFixed(1)}s`,
+        "",
+        "SIGNAL ACCURACY:",
+        `  BUY_YES decisions: ${report.buyYesTotal} → correct: ${yesAcc}`,
+        `  BUY_NO decisions: ${report.buyNoTotal} → correct: ${noAcc}`,
+        `  PASS decisions: ${report.passCount}`,
+        "",
+        "EDGE vs RANDOM:",
+        `  Win rate: ${winRate.toFixed(1)}% (random baseline: 50%)`,
+        `  Avg Kelly size: ${(report.avgKellyPct * 100).toFixed(1)}% of bankroll`,
+        `  Hypothetical total P&L: ${report.totalPnl >= 0 ? "+" : ""}${(report.totalPnl * 100).toFixed(1)}% of bankroll over ${report.marketsAnalyzed} markets`,
+        "",
+        "CLAUDE CODE INTEGRATION:",
+        claudeStatus,
+        "",
+        `VERDICT: ${verdict}`,
+    ];
+    return lines.join("\n");
+}
+export function writeReport(text, date) {
+    const reportPath = `backtest-report-${date}.md`;
+    fs.writeFileSync(reportPath, text + "\n");
+    return reportPath;
+}
+//# sourceMappingURL=backtest.js.map

package/dist/backtest.js.map

@@ -0,0 +1 @@
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package/dist/backtestRunner.d.ts

@@ -0,0 +1,2 @@
+export declare function runBacktest(): Promise<void>;
+//# sourceMappingURL=backtestRunner.d.ts.map

package/dist/backtestRunner.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"backtestRunner.d.ts","sourceRoot":"","sources":["../src/backtestRunner.ts"],"names":[],"mappings":"AAoBA,wBAAsB,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC,CA+HjD"}

package/dist/backtestRunner.js

@@ -0,0 +1,136 @@
+import { fetchResolvedMarkets, fetchPriceHistory, replaySignals, askClaude, kellySize, computePnl, generateReport, formatReport as formatBaseReport, writeReport, probeClaudeIntegration, } from "./backtest.js";
+import { log } from "./logger.js";
+const MARKETS_TO_FETCH = 50;
+// At most one Claude call per market to keep runtime reasonable
+const MAX_SIGNALS_PER_MARKET = 1;
+export async function runBacktest() {
+    const date = new Date().toISOString().slice(0, 10);
+    console.log("=== POLYMARKET-ARB BACKTESTING HARNESS ===");
+    console.log(`Fetching up to ${MARKETS_TO_FETCH} resolved markets (volume > $50k, last 6 months)...`);
+    const markets = await fetchResolvedMarkets(MARKETS_TO_FETCH);
+    console.log(`Fetched ${markets.length} qualifying markets\n`);
+    if (markets.length === 0) {
+        console.error("ERROR: No resolved markets found.\n" +
+            "Possible causes:\n" +
+            "  • GAMMA API unreachable\n" +
+            "  • No markets with volume > $50k resolved in last 6 months\n" +
+            "  • outcomePrices not cleanly 0 or 1 (market still settling)");
+        process.exit(1);
+    }
+    const results = [];
+    let marketsWithHistory = 0;
+    let marketsNoHistory = 0;
+    let marketsNoSignal = 0;
+    for (let i = 0; i < markets.length; i++) {
+        const market = markets[i];
+        process.stdout.write(`\r[${i + 1}/${markets.length}] ${market.question.slice(0, 55)}...`);
+        // Use the YES clobTokenId for price history
+        const tokenId = market.clobTokenId || market.conditionId;
+        const history = await fetchPriceHistory(tokenId);
+        if (history.length < 5) {
+            marketsNoHistory++;
+            continue;
+        }
+        marketsWithHistory++;
+        const signals = replaySignals(history).slice(0, MAX_SIGNALS_PER_MARKET);
+        if (signals.length === 0) {
+            marketsNoSignal++;
+            continue;
+        }
+        for (const signal of signals) {
+            // Skip signals that fired at or after resolution — unfair look-ahead
+            if (signal.firedAt >= market.resolutionTime)
+                continue;
+            const { decision, latencyMs } = await askClaude(market.question, signal.oddsAtSignal);
+            const betOdds = decision === "BUY_YES" ? signal.oddsAtSignal : 1 - signal.oddsAtSignal;
+            // Assume modest 65% win probability as prior when signal fires
+            const WIN_PROB_PRIOR = 0.65;
+            const kellySizePct = decision !== "PASS" && decision !== "ERROR"
+                ? kellySize(betOdds, WIN_PROB_PRIOR)
+                : 0;
+            const pnl = computePnl(decision, signal.oddsAtSignal, market.resolution, kellySizePct);
+            const correct = decision === "BUY_YES"
+                ? market.resolution === 1
+                : decision === "BUY_NO"
+                    ? market.resolution === 0
+                    : false;
+            results.push({
+                marketId: market.id,
+                question: market.question,
+                signalFiredAt: signal.firedAt,
+                oddsAtSignal: signal.oddsAtSignal,
+                claudeDecision: decision,
+                claudeLatencyMs: latencyMs,
+                actualResolution: market.resolution,
+                correct,
+                kellySizePct,
+                hypotheticalPnl: pnl,
+            });
+            log("info", {
+                source: "backtest",
+                event: "result",
+                question: market.question.slice(0, 60),
+                decision,
+                oddsAtSignal: signal.oddsAtSignal.toFixed(3),
+                resolution: market.resolution,
+                correct,
+                pnl: pnl.toFixed(4),
+            });
+        }
+    }
+    process.stdout.write("\n\n");
+    console.log(`Price history: ${marketsWithHistory}/${markets.length} markets had history, ` +
+        `${marketsNoHistory} had no/insufficient data, ` +
+        `${marketsNoSignal} had history but no signal fired`);
+    // ── Claude integration probe ──────────────────────────────────────────────
+    // Always run this to verify the subprocess works, regardless of signals.
+    console.log("\nRunning Claude integration probe (5 markets)...");
+    const probe = await probeClaudeIntegration(markets);
+    console.log(`Claude probe: ${probe.success}/5 calls succeeded, ` +
+        `${probe.errors} errors, avg latency ${(probe.avgLatencyMs / 1000).toFixed(1)}s`);
+    // Add probe results to the report if no signal-based results exist
+    const reportResults = results.length > 0 ? results : probe.sample;
+    const report = generateReport(reportResults, markets.length);
+    const reportText = buildFullReport(report, probe, marketsNoHistory, markets.length, date);
+    console.log("\n" + reportText);
+    const reportPath = writeReport(reportText, date);
+    console.log(`\nReport written to: ${reportPath}`);
+    if (probe.errors > 0) {
+        console.warn(`\nWARNING: ${probe.errors} Claude call(s) failed.\n` +
+            "Check that CLAUDE_CODE_OAUTH_TOKEN or ANTHROPIC_AUTH_TOKEN is set.");
+    }
+}
+function buildFullReport(report, probe, marketsNoHistory, marketsTotal, date) {
+    let text = formatBaseReport(report, date);
+    if (marketsNoHistory === marketsTotal) {
+        text +=
+            "\n\nAPI FINDING: CLOB /prices-history endpoint returned empty data for all " +
+                marketsTotal +
+                " resolved markets.\n" +
+                "Investigation results:\n" +
+                "  • GET /prices-history returns {history:[]} for all closed/resolved markets\n" +
+                "  • Active markets: price history exists but only ~2 data points (insufficient for 4h window)\n" +
+                "  • The end_date_min filter works to find recent markets efficiently\n" +
+                "  • Recommendation: use a dedicated historical data provider (Dune Analytics, TheGraph) for future backtests\n";
+    }
+    text +=
+        "\n\nCLAUDE INTEGRATION PROBE (5 markets, no momentum signal required):\n" +
+            `  ${probe.success}/5 calls succeeded (${probe.errors} errors)\n` +
+            `  Avg latency: ${(probe.avgLatencyMs / 1000).toFixed(1)}s\n`;
+    for (const r of probe.sample) {
+        const icon = r.claudeDecision === "ERROR" ? "✗" : "✓";
+        text +=
+            `  ${icon} "${r.question.slice(0, 50)}" → ${r.claudeDecision} ` +
+                `(${(r.claudeLatencyMs / 1000).toFixed(1)}s, resolved: ${r.actualResolution === 1 ? "YES" : "NO"})\n`;
+    }
+    return text;
+}
+// Run when invoked directly (not imported)
+const selfPath = process.argv[1] ?? "";
+if (selfPath.endsWith("backtestRunner.ts") || selfPath.endsWith("backtestRunner.js")) {
+    runBacktest().catch((err) => {
+        console.error("Backtest failed:", err);
+        process.exit(1);
+    });
+}
+//# sourceMappingURL=backtestRunner.js.map

package/dist/backtestRunner.js.map

@@ -0,0 +1 @@
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