@tangle-network/agent-bench 0.11.2 → 0.13.0

package/src/quant-arena/fixtures/demo-campaign/cost-ledger.jsonl

@@ -1,16 +0,0 @@
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package/src/quant-arena/fixtures/demo-campaign/notebook.jsonl

@@ -1,5 +0,0 @@
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package/src/quant-arena/fixtures/demo-campaign/rollout-manifest.json

@@ -1,171 +0,0 @@
-{
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-  "outDir": "/tmp/claude-1000/-home-drew-code-supervisor-lab/f06fd156-042a-4ef9-bd88-f2ec7f52b90c/scratchpad/qa-demo",
-  "at": "2026-07-22T21:05:12.016Z",
-  "notebookRows": 5,
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-      "cells": 8,
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-        "window-1057-1561",
-        "window-1449-1953",
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-        "window-468-972",
-        "window-546-1050",
-        "window-594-1098",
-        "window-680-1184"
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-      "cells": 8,
-      "scenarios": [
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-        "window-1057-1561",
-        "window-1449-1953",
-        "window-199-703",
-        "window-468-972",
-        "window-546-1050",
-        "window-594-1098",
-        "window-680-1184"
-      ]
-    },
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-        "window-1057-1561",
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-        "window-468-972",
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-        "window-594-1098",
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-      "scenarios": [
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-        "window-1449-1953",
-        "window-199-703",
-        "window-468-972",
-        "window-546-1050",
-        "window-594-1098",
-        "window-680-1184"
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-        "window-1449-1953",
-        "window-199-703",
-        "window-468-972",
-        "window-546-1050",
-        "window-594-1098",
-        "window-680-1184"
-      ]
-    },
-    {
-      "label": "cand-003-quant-researcher",
-      "campaignDir": "/tmp/claude-1000/-home-drew-code-supervisor-lab/f06fd156-042a-4ef9-bd88-f2ec7f52b90c/scratchpad/qa-demo/campaign/cand-003-quant-researcher",
-      "cells": 8,
-      "scenarios": [
-        "window-1014-1518",
-        "window-1057-1561",
-        "window-1449-1953",
-        "window-199-703",
-        "window-468-972",
-        "window-546-1050",
-        "window-594-1098",
-        "window-680-1184"
-      ]
-    },
-    {
-      "label": "cand-004-quant-researcher",
-      "campaignDir": "/tmp/claude-1000/-home-drew-code-supervisor-lab/f06fd156-042a-4ef9-bd88-f2ec7f52b90c/scratchpad/qa-demo/campaign/cand-004-quant-researcher",
-      "cells": 8,
-      "scenarios": [
-        "window-1014-1518",
-        "window-1057-1561",
-        "window-1449-1953",
-        "window-199-703",
-        "window-468-972",
-        "window-546-1050",
-        "window-594-1098",
-        "window-680-1184"
-      ]
-    }
-  ],
-  "receipts": [
-    {
-      "callId": "f0af6aca-8e22-4264-91d0-81f1a391e345",
-      "phase": "search.proposal",
-      "actor": "proposer-shot:default-author",
-      "model": "sonnet",
-      "costUsd": 0.36238919999999997
-    },
-    {
-      "callId": "cc0c7780-83e5-4f6b-8cff-42ce8fcee086",
-      "phase": "audit.leak",
-      "actor": "leak-auditor:claude",
-      "model": "haiku",
-      "costUsd": 0.0626702
-    },
-    {
-      "callId": "15f76357-12e9-4164-a575-609ea19d6caf",
-      "phase": "search.proposal",
-      "actor": "proposer-shot:default-author",
-      "model": "sonnet",
-      "costUsd": 0.3580005
-    },
-    {
-      "callId": "544ff960-2698-4b41-a86e-4a43da853e15",
-      "phase": "audit.leak",
-      "actor": "leak-auditor:claude",
-      "model": "haiku",
-      "costUsd": 0.0432539
-    },
-    {
-      "callId": "7c240191-60d7-4322-868f-86dee8a8356b",
-      "phase": "search.proposal",
-      "actor": "proposer-shot:quant-researcher",
-      "model": "sonnet",
-      "costUsd": 0.4205679
-    },
-    {
-      "callId": "5492fe01-633d-4513-800b-194834546a77",
-      "phase": "audit.leak",
-      "actor": "leak-auditor:claude",
-      "model": "haiku",
-      "costUsd": 0.0799569
-    },
-    {
-      "callId": "d5f20214-c3f3-472a-ada6-130aeec8e76b",
-      "phase": "search.proposal",
-      "actor": "proposer-shot:quant-researcher",
-      "model": "sonnet",
-      "costUsd": 0.2651307
-    },
-    {
-      "callId": "a9f6a64b-2c17-4100-b1a1-cca2ce406ab7",
-      "phase": "audit.leak",
-      "actor": "leak-auditor:claude",
-      "model": "haiku",
-      "costUsd": 0.0571829
-    }
-  ]
-}

package/src/quant-arena/fixtures/demo-campaign/strategies/cand-001-default-author/strategy.ts

@@ -1,119 +0,0 @@
-type Bar = { date: string; open: number; high: number; low: number; close: number; volume: number };
-type Signal = { t: number; weights: number[] };
-
-export function generateSignals(bars: Bar[][]): Signal[] {
-  const N = bars.length;
-  const T = bars[0].length;
-
-  const SHORT_LB = 20;
-  const LONG_LB = 80;
-  const VOL_LB = 40;
-  const MIN_AVAIL = 25;
-  const REBAL_EVERY = 5;
-  const CHANGE_THRESHOLD = 0.05;
-  const MAX_WEIGHT = 0.30;
-  const TARGET_VOL = 0.15;
-  const MAX_GROSS = 0.95;
-  const MIN_SCALE = 0.15;
-  const TRADING_DAYS = 252;
-
-  const closesByTicker: number[][] = bars.map((series) => series.map((b) => b.close));
-
-  function smaAt(closes: number[], t: number, lb: number): number {
-    const start = Math.max(0, t - lb + 1);
-    let s = 0;
-    let n = 0;
-    for (let i = start; i <= t; i++) {
-      s += closes[i];
-      n++;
-    }
-    return n > 0 ? s / n : NaN;
-  }
-
-  function annualizedVol(closes: number[], t: number, lb: number): number {
-    const start = Math.max(1, t - lb + 1);
-    const rets: number[] = [];
-    for (let i = start; i <= t; i++) {
-      const prev = closes[i - 1];
-      const cur = closes[i];
-      if (prev > 0 && cur > 0) rets.push(Math.log(cur / prev));
-    }
-    if (rets.length < 2) return NaN;
-    let m = 0;
-    for (const r of rets) m += r;
-    m /= rets.length;
-    let v = 0;
-    for (const r of rets) v += (r - m) * (r - m);
-    v /= (rets.length - 1);
-    return Math.sqrt(v) * Math.sqrt(TRADING_DAYS);
-  }
-
-  const signals: Signal[] = [];
-  let lastWeights: number[] = new Array(N).fill(0);
-
-  for (let t = 0; t < T; t++) {
-    const avail = t + 1;
-    if (avail < MIN_AVAIL || t % REBAL_EVERY !== 0) continue;
-
-    const shortLb = Math.min(SHORT_LB, avail);
-    const longLb = Math.min(LONG_LB, avail);
-    const volLb = Math.min(VOL_LB, avail - 1);
-
-    const weights: number[] = new Array(N).fill(0);
-    const eligible: number[] = [];
-    const invVol: number[] = new Array(N).fill(0);
-
-    for (let k = 0; k < N; k++) {
-      const closes = closesByTicker[k];
-      const price = closes[t];
-      const smaShort = smaAt(closes, t, shortLb);
-      const smaLong = smaAt(closes, t, longLb);
-      const vol = annualizedVol(closes, t, volLb);
-      const trendUp = Number.isFinite(smaShort) && Number.isFinite(smaLong) && price > smaLong && smaShort > smaLong;
-      if (trendUp && Number.isFinite(vol) && vol > 1e-6) {
-        eligible.push(k);
-        invVol[k] = 1 / vol;
-      }
-    }
-
-    if (eligible.length > 0) {
-      const sumInv = eligible.reduce((s, k) => s + invVol[k], 0);
-      for (const k of eligible) weights[k] = invVol[k] / sumInv;
-
-      for (let iter = 0; iter < 5; iter++) {
-        let excess = 0;
-        const uncapped: number[] = [];
-        for (const k of eligible) {
-          if (weights[k] > MAX_WEIGHT) {
-            excess += weights[k] - MAX_WEIGHT;
-            weights[k] = MAX_WEIGHT;
-          } else {
-            uncapped.push(k);
-          }
-        }
-        if (excess <= 1e-9 || uncapped.length === 0) break;
-        const add = excess / uncapped.length;
-        for (const k of uncapped) weights[k] += add;
-      }
-
-      let basketVolSum = 0;
-      for (const k of eligible) basketVolSum += 1 / invVol[k];
-      const basketVol = basketVolSum / eligible.length;
-      let scale = basketVol > 0 ? TARGET_VOL / basketVol : MIN_SCALE;
-      if (!Number.isFinite(scale)) scale = MIN_SCALE;
-      scale = Math.max(MIN_SCALE, Math.min(1, scale));
-
-      for (const k of eligible) weights[k] *= scale * MAX_GROSS;
-    }
-
-    let diff = 0;
-    for (let k = 0; k < N; k++) diff += Math.abs(weights[k] - lastWeights[k]);
-
-    if (diff > CHANGE_THRESHOLD) {
-      signals.push({ t, weights: weights.slice() });
-      lastWeights = weights;
-    }
-  }
-
-  return signals;
-}

package/src/quant-arena/fixtures/demo-campaign/strategies/cand-002-default-author/strategy.ts

@@ -1,119 +0,0 @@
-type Bar = { date: string; open: number; high: number; low: number; close: number; volume: number };
-type Signal = { t: number; weights: number[] };
-
-export function generateSignals(bars: Bar[][]): Signal[] {
-  const nTickers = bars.length;
-  const nDays = bars[0].length;
-  const nStocks = nTickers - 1; // exclude index at k=0 (IDX) from direct allocation
-
-  const VOL_LOOKBACK = 20;
-  const MOM_LOOKBACK = 40;
-  const SMA_FAST = 20;
-  const SMA_SLOW = 60;
-  const MIN_HISTORY = SMA_SLOW;
-  const REBALANCE_INTERVAL = 21;
-  const VOL_TARGET = 0.12;
-  const TRADE_BAND = 0.04;
-  const URGENT_BAND = 0.15;
-
-  const signals: Signal[] = [];
-  if (nDays === 0 || nStocks <= 0) return signals;
-
-  const stdev = (rets: number[]): number => {
-    const n = rets.length;
-    if (n === 0) return 0;
-    let mean = 0;
-    for (let i = 0; i < n; i++) mean += rets[i];
-    mean /= n;
-    let v = 0;
-    for (let i = 0; i < n; i++) {
-      const d = rets[i] - mean;
-      v += d * d;
-    }
-    return Math.sqrt(v / n);
-  };
-
-  const sma = (k: number, t: number, period: number): number => {
-    let s = 0;
-    for (let i = t - period + 1; i <= t; i++) s += bars[k][i].close;
-    return s / period;
-  };
-
-  let lastWeights: number[] | null = null;
-  let lastTradeT = -Infinity;
-
-  for (let t = 0; t < nDays; t++) {
-    let target: number[] | null = null;
-
-    if (t === 0) {
-      target = new Array(nTickers).fill(0);
-      for (let k = 1; k <= nStocks; k++) target[k] = 1 / nStocks;
-    } else if (t >= MIN_HISTORY) {
-      const fast = sma(0, t, SMA_FAST);
-      const slow = sma(0, t, SMA_SLOW);
-      const uptrend = fast >= slow;
-      const regimeScale = uptrend ? 1.0 : 0.5;
-
-      const stats: { k: number; mom: number; vol: number }[] = [];
-      for (let k = 1; k <= nStocks; k++) {
-        const closes = bars[k];
-        const c0 = closes[t - MOM_LOOKBACK].close;
-        const c1 = closes[t].close;
-        const mom = c0 > 0 ? c1 / c0 - 1 : 0;
-
-        const rets: number[] = [];
-        for (let i = t - VOL_LOOKBACK + 1; i <= t; i++) {
-          const prev = closes[i - 1].close;
-          rets.push(prev > 0 ? closes[i].close / prev - 1 : 0);
-        }
-        const vol = stdev(rets);
-        stats.push({ k, mom, vol });
-      }
-
-      let pool = stats.filter((s) => s.mom > 0);
-      if (pool.length === 0) pool = stats;
-
-      const invVols = pool.map((s) => 1 / Math.max(s.vol, 1e-4));
-      const sumInv = invVols.reduce((a, b) => a + b, 0);
-      const rawWeights = pool.map((_, i) => invVols[i] / sumInv);
-
-      let weightedVol = 0;
-      for (let i = 0; i < pool.length; i++) weightedVol += rawWeights[i] * pool[i].vol;
-      const annVol = weightedVol * Math.sqrt(252);
-      let volScale = annVol > 0 ? VOL_TARGET / annVol : 1;
-      volScale = Math.min(volScale, 1);
-      volScale = Math.max(volScale, 0);
-
-      const combinedScale = Math.min(regimeScale, volScale);
-
-      target = new Array(nTickers).fill(0);
-      for (let i = 0; i < pool.length; i++) {
-        target[pool[i].k] = rawWeights[i] * combinedScale;
-      }
-    }
-
-    if (target === null) continue;
-
-    if (lastWeights === null) {
-      signals.push({ t, weights: target });
-      lastWeights = target;
-      lastTradeT = t;
-      continue;
-    }
-
-    let l1 = 0;
-    for (let k = 0; k < nTickers; k++) l1 += Math.abs(target[k] - lastWeights[k]);
-
-    const scheduled = t - lastTradeT >= REBALANCE_INTERVAL;
-    const urgent = l1 >= URGENT_BAND;
-    const worthTrading = l1 >= TRADE_BAND;
-
-    if ((scheduled && worthTrading) || urgent) {
-      signals.push({ t, weights: target });
-      lastWeights = target;
-      lastTradeT = t;
-    }
-  }
-
-  return signals;
-}

package/src/quant-arena/fixtures/demo-campaign/strategies/cand-003-quant-researcher/strategy.ts

@@ -1,105 +0,0 @@
-type Bar = { date: string; open: number; high: number; low: number; close: number; volume: number };
-type Signal = { t: number; weights: number[] };
-
-// ECONOMIC RATIONALE (one compound "regime quality" effect on a long-only equal-weight basket):
-//
-// 1) TREND BREADTH: capital is deployed in proportion to the fraction of the 10 names
-//    trading above their own trailing moving average. Broad participation in an uptrend
-//    is a well-documented leading indicator of continuation; breadth deteriorates BEFORE
-//    and DURING systemic drawdowns (fewer names hold their trend as a selloff spreads),
-//    so scaling exposure by breadth cuts risk ahead of/through the worst stretches without
-//    ever forecasting direction or shorting.
-//
-// 2) VOLATILITY TARGETING: equity returns cluster in volatility, and the conditional
-//    Sharpe ratio is empirically lower in high-vol regimes than in calm ones. Scaling
-//    exposure by (target vol / realized vol) keeps risk roughly constant through time,
-//    which mechanically improves the risk-adjusted return by underweighting exactly the
-//    stretches where the same dollar of exposure buys worse risk-adjusted payoff.
-//
-// Both signals are pure regime-quality throttles on ONE equal-weight book (no stock
-// picking, no shorting, no leverage - final scalar in [0,1]). They are combined
-// multiplicatively so the book only runs near-full size when trend AND vol conditions are
-// both benign, and de-risks fast (toward cash) when either deteriorates. A rebalance band
-// plus a minimum holding gap keep trading infrequent so 15bps one-way cost cannot eat the
-// edge - this strategy trades on regime shifts, not on daily noise.
-export function generateSignals(bars: Bar[][]): Signal[] {
-  const numTickers = bars.length;
-  const numStocks = numTickers - 1;
-  const numDays = bars[0].length;
-
-  const TREND_SMA = 100;      // trailing window defining "in an uptrend" per stock
-  const VOL_LOOKBACK = 20;    // trailing window for realized-vol estimate of the basket
-  const TARGET_VOL = 0.15;    // annualized vol target for the invested basket
-  const REBAL_BAND = 0.08;    // min change in target exposure to justify paying the spread
-  const MIN_GAP_DAYS = 5;     // minimum days between rebalances, avoids whipsaw churn
-
-  const signals: Signal[] = [];
-
-  const closeWindows: number[][] = [];
-  const closeSums: number[] = [];
-  for (let k = 0; k < numTickers; k++) {
-    closeWindows.push([]);
-    closeSums.push(0);
-  }
-
-  const basketReturns: number[] = [];
-
-  let lastScalar = -1;
-  let lastSignalDay = -Infinity;
-
-  for (let t = 0; t < numDays; t++) {
-    for (let k = 1; k < numTickers; k++) {
-      const c = bars[k][t].close;
-      closeWindows[k].push(c);
-      closeSums[k] += c;
-      if (closeWindows[k].length > TREND_SMA) {
-        closeSums[k] -= closeWindows[k].shift() as number;
-      }
-    }
-
-    if (t >= 1) {
-      let sumRet = 0;
-      for (let k = 1; k < numTickers; k++) {
-        const prev = bars[k][t - 1].close;
-        const cur = bars[k][t].close;
-        sumRet += prev > 0 ? (cur - prev) / prev : 0;
-      }
-      basketReturns.push(sumRet / numStocks);
-      if (basketReturns.length > VOL_LOOKBACK) basketReturns.shift();
-    }
-
-    const trendReady = closeWindows[1].length >= TREND_SMA;
-    const volReady = basketReturns.length >= VOL_LOOKBACK;
-    if (!trendReady || !volReady) continue;
-
-    let above = 0;
-    for (let k = 1; k < numTickers; k++) {
-      const sma = closeSums[k] / closeWindows[k].length;
-      if (bars[k][t].close > sma) above++;
-    }
-    const breadth = above / numStocks;
-
-    const mean = basketReturns.reduce((a, b) => a + b, 0) / basketReturns.length;
-    const variance =
-      basketReturns.reduce((a, b) => a + (b - mean) * (b - mean), 0) / basketReturns.length;
-    const annualizedVol = Math.sqrt(variance) * Math.sqrt(252);
-    const volScalar =
-      annualizedVol > 1e-8 ? Math.max(0, Math.min(1, TARGET_VOL / annualizedVol)) : 1;
-
-    const scalar = Math.max(0, Math.min(1, breadth * volScalar));
-
-    const daysSinceLast = t - lastSignalDay;
-    const moved = Math.abs(scalar - lastScalar) >= REBAL_BAND;
-
-    if (lastScalar < 0 || (moved && daysSinceLast >= MIN_GAP_DAYS)) {
-      const weights = new Array(numTickers).fill(0);
-      const perStock = scalar / numStocks;
-      for (let k = 1; k < numTickers; k++) weights[k] = perStock;
-      signals.push({ t, weights });
-      lastScalar = scalar;
-      lastSignalDay = t;
-    }
-  }
-
-  return signals;
-}