prediction-market-agent-tooling 0.57.1__tar.gz → 0.57.3__tar.gz

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: prediction-market-agent-tooling
-Version: 0.57.1
+Version: 0.57.3
 Summary: Tools to benchmark, deploy and monitor prediction market agents.
 Author: Gnosis
 Requires-Python: >=3.10,<3.12
@@ -10,6 +10,7 @@ Classifier: Programming Language :: Python :: 3.11
 Provides-Extra: google
 Provides-Extra: langchain
 Provides-Extra: openai
+Provides-Extra: optuna
 Requires-Dist: autoflake (>=2.2.1,<3.0.0)
 Requires-Dist: base58 (>=1.0.2,<2.0)
 Requires-Dist: cron-validator (>=1.0.8,<2.0.0)
@@ -30,6 +31,7 @@ Requires-Dist: loguru (>=0.7.2,<0.8.0)
 Requires-Dist: loky (>=3.4.1,<4.0.0)
 Requires-Dist: numpy (>=1.26.4,<2.0.0)
 Requires-Dist: openai (>=1.0.0,<2.0.0) ; extra == "openai"
+Requires-Dist: optuna (>=4.1.0,<5.0.0) ; extra == "optuna"
 Requires-Dist: pinatapy-vourhey (>=0.2.0,<0.3.0)
 Requires-Dist: prompt-toolkit (>=3.0.43,<4.0.0)
 Requires-Dist: psycopg2-binary (>=2.9.9,<3.0.0)

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/prediction_market_agent_tooling/markets/base_subgraph_handler.py

@@ -12,8 +12,8 @@ T = t.TypeVar("T", bound=BaseModel)
 
 
 class BaseSubgraphHandler(metaclass=SingletonMeta):
-    def __init__(self) -> None:
-        self.sg = Subgrounds()
+    def __init__(self, timeout: int = 30) -> None:
+        self.sg = Subgrounds(timeout=timeout)
         # Patch methods to retry on failure.
         self.sg.query_json = tenacity.retry(
             stop=tenacity.stop_after_attempt(3),

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/prediction_market_agent_tooling/markets/data_models.py

@@ -142,7 +142,7 @@ class PlacedTrade(Trade):
         )
 
 
-class SimulationDetail(BaseModel):
+class SimulatedBetDetail(BaseModel):
     strategy: str
     url: str
     market_p_yes: float
@@ -161,3 +161,16 @@ class SharpeOutput(BaseModel):
     annualized_volatility: float
     mean_daily_return: float
     annualized_sharpe_ratio: float
+
+
+class SimulatedLifetimeDetail(BaseModel):
+    p_yes_mse: float
+    total_bet_amount: float
+    total_bet_profit: float
+    total_simulated_amount: float
+    total_simulated_profit: float
+    roi: float
+    simulated_roi: float
+    sharpe_output_original: SharpeOutput
+    sharpe_output_simulation: SharpeOutput
+    maximize: float

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/prediction_market_agent_tooling/markets/omen/data_models.py

@@ -42,6 +42,10 @@ PRESAGIO_BASE_URL = "https://presagio.pages.dev"
 TEST_CATEGORY = "test"  # This category is hidden on Presagio for testing purposes.
 
 
+def construct_presagio_url(market_id: HexAddress) -> str:
+    return f"{PRESAGIO_BASE_URL}/markets?id={market_id}"
+
+
 def get_boolean_outcome(outcome_str: str) -> bool:
     if outcome_str == OMEN_TRUE_OUTCOME:
         return True
@@ -392,7 +396,7 @@ class OmenMarket(BaseModel):
 
     @property
     def url(self) -> str:
-        return f"{PRESAGIO_BASE_URL}/markets?id={self.id}"
+        return construct_presagio_url(self.id)
 
     @staticmethod
     def from_created_market(model: "CreatedMarket") -> "OmenMarket":
@@ -499,13 +503,17 @@ class OmenBet(BaseModel):
     creator: OmenBetCreator
     creationTimestamp: int
     collateralAmount: Wei
-    collateralAmountUSD: USD
     feeAmount: Wei
     outcomeIndex: int
     outcomeTokensTraded: Wei
     transactionHash: HexBytes
     fpmm: OmenMarket
 
+    @property
+    def collateral_amount_usd(self) -> USD:
+        # Convert manually instad of using the field `collateralAmountUSD` available on the graph, because it's bugged, it's 0 for non-xDai markets.
+        return USD(wei_to_xdai(self.collateralAmount))
+
     @property
     def creation_datetime(self) -> DatetimeUTC:
         return DatetimeUTC.to_datetime_utc(self.creationTimestamp)
@@ -540,7 +548,7 @@ class OmenBet(BaseModel):
         return Bet(
             id=str(self.transactionHash),
             # Use the transaction hash instead of the bet id - both are valid, but we return the transaction hash from the trade functions, so be consistent here.
-            amount=BetAmount(amount=self.collateralAmountUSD, currency=Currency.xDai),
+            amount=BetAmount(amount=self.collateral_amount_usd, currency=Currency.xDai),
             outcome=self.boolean_outcome,
             created_time=self.creation_datetime,
             market_question=self.title,
@@ -556,7 +564,7 @@ class OmenBet(BaseModel):
         return ResolvedBet(
             id=self.transactionHash.hex(),
             # Use the transaction hash instead of the bet id - both are valid, but we return the transaction hash from the trade functions, so be consistent here.
-            amount=BetAmount(amount=self.collateralAmountUSD, currency=Currency.xDai),
+            amount=BetAmount(amount=self.collateral_amount_usd, currency=Currency.xDai),
             outcome=self.boolean_outcome,
             created_time=self.creation_datetime,
             market_question=self.title,
@@ -586,7 +594,7 @@ class RealityQuestion(BaseModel):
     updatedTimestamp: int
     contentHash: HexBytes
     questionId: HexBytes  # This is the `id` on question from omen subgraph.
-    answerFinalizedTimestamp: int
+    answerFinalizedTimestamp: int | None
     currentScheduledFinalizationTimestamp: int
 
     @property
@@ -594,8 +602,12 @@ class RealityQuestion(BaseModel):
         return DatetimeUTC.to_datetime_utc(self.updatedTimestamp)
 
     @property
-    def answer_finalized_datetime(self) -> DatetimeUTC:
-        return DatetimeUTC.to_datetime_utc(self.answerFinalizedTimestamp)
+    def answer_finalized_datetime(self) -> DatetimeUTC | None:
+        return (
+            DatetimeUTC.to_datetime_utc(self.answerFinalizedTimestamp)
+            if self.answerFinalizedTimestamp is not None
+            else None
+        )
 
     @property
     def current_scheduled_finalization_datetime(self) -> DatetimeUTC:
@@ -775,6 +787,12 @@ class CreatedMarket(BaseModel):
     fee: Wei
     distribution_hint: list[OmenOutcomeToken] | None
 
+    @property
+    def url(self) -> str:
+        return construct_presagio_url(
+            self.market_event.fixed_product_market_maker_checksummed
+        )
+
 
 class ContractPrediction(BaseModel):
     model_config = ConfigDict(populate_by_name=True)

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/prediction_market_agent_tooling/markets/omen/omen.py

@@ -480,6 +480,8 @@ class OmenAgentMarket(AgentMarket):
         better_address: ChecksumAddress,
         start_time: DatetimeUTC,
         end_time: DatetimeUTC | None,
+        market_resolved_before: DatetimeUTC | None = None,
+        market_resolved_after: DatetimeUTC | None = None,
     ) -> list[ResolvedBet]:
         subgraph_handler = OmenSubgraphHandler()
         bets = subgraph_handler.get_resolved_bets_with_valid_answer(
@@ -487,6 +489,8 @@ class OmenAgentMarket(AgentMarket):
             start_time=start_time,
             end_time=end_time,
             market_id=None,
+            market_resolved_before=market_resolved_before,
+            market_resolved_after=market_resolved_after,
         )
         generic_bets = [b.to_generic_resolved_bet() for b in bets]
         return generic_bets
@@ -561,13 +565,18 @@ class OmenAgentMarket(AgentMarket):
         omen_markets: dict[HexBytes, OmenMarket] = {
             m.condition.id: m
             for m in sgh.get_omen_binary_markets(
-                limit=sys.maxsize,
+                limit=None,
                 condition_id_in=list(omen_positions_dict.keys()),
             )
         }
+
         if len(omen_markets) != len(omen_positions_dict):
+            missing_conditions_ids = set(
+                omen_position.position.condition_id for omen_position in omen_positions
+            ) - set(market.condition.id for market in omen_markets.values())
             raise ValueError(
-                f"Number of condition ids for markets {len(omen_markets)} and positions {len(omen_positions_dict)} are not equal."
+                f"Number of condition ids for markets {len(omen_markets)} and positions {len(omen_positions_dict)} are not equal. "
+                f"Missing condition ids: {missing_conditions_ids}"
             )
 
         positions = []

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/prediction_market_agent_tooling/markets/omen/omen_subgraph_handler.py

@@ -33,6 +33,9 @@ from prediction_market_agent_tooling.markets.omen.omen_contracts import (
     WrappedxDaiContract,
     sDaiContract,
 )
+from prediction_market_agent_tooling.tools.caches.inmemory_cache import (
+    persistent_inmemory_cache,
+)
 from prediction_market_agent_tooling.tools.utils import (
     DatetimeUTC,
     to_int_timestamp,
@@ -112,7 +115,6 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
             bets_field.creator.id,
             bets_field.creationTimestamp,
             bets_field.collateralAmount,
-            bets_field.collateralAmountUSD,
             bets_field.feeAmount,
             bets_field.outcomeIndex,
             bets_field.outcomeTokensTraded,
@@ -212,6 +214,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
         question_finalized_before: DatetimeUTC | None,
         question_finalized_after: DatetimeUTC | None,
         question_with_answers: bool | None,
+        question_pending_arbitration: bool | None,
         question_id: HexBytes | None,
         question_id_in: list[HexBytes] | None,
         question_current_answer_before: DatetimeUTC | None,
@@ -224,7 +227,6 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
         category: str | None,
     ) -> dict[str, t.Any]:
         where_stms: dict[str, t.Any] = {
-            "isPendingArbitration": False,
             "outcomes": outcomes,
             "title_not": None,
             "condition_": {},
@@ -237,6 +239,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
             finalized_before=question_finalized_before,
             finalized_after=question_finalized_after,
             with_answers=question_with_answers,
+            pending_arbitration=question_pending_arbitration,
             current_answer_before=question_current_answer_before,
             question_id_in=question_id_in,
             excluded_titles=question_excluded_titles,
@@ -375,6 +378,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
         question_finalized_before: DatetimeUTC | None = None,
         question_finalized_after: DatetimeUTC | None = None,
         question_with_answers: bool | None = None,
+        question_pending_arbitration: bool | None = None,
         question_id: HexBytes | None = None,
         question_id_in: list[HexBytes] | None = None,
         question_current_answer_before: DatetimeUTC | None = None,
@@ -404,6 +408,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
             question_finalized_before=question_finalized_before,
             question_finalized_after=question_finalized_after,
             question_with_answers=question_with_answers,
+            question_pending_arbitration=question_pending_arbitration,
             question_id=question_id,
             question_id_in=question_id_in,
             question_current_answer_before=question_current_answer_before,
@@ -524,6 +529,8 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
         filter_by_answer_finalized_not_null: bool = False,
         type_: t.Literal["Buy", "Sell"] | None = None,
         market_opening_after: DatetimeUTC | None = None,
+        market_resolved_before: DatetimeUTC | None = None,
+        market_resolved_after: DatetimeUTC | None = None,
         collateral_amount_more_than: Wei | None = None,
         sort_by_field: FieldPath | None = None,
         sort_direction: str | None = None,
@@ -549,6 +556,15 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
             where_stms.append(
                 trade.fpmm.openingTimestamp > to_int_timestamp(market_opening_after)
             )
+        if market_resolved_after is not None:
+            where_stms.append(
+                trade.fpmm.resolutionTimestamp > to_int_timestamp(market_resolved_after)
+            )
+        if market_resolved_before is not None:
+            where_stms.append(
+                trade.fpmm.resolutionTimestamp
+                < to_int_timestamp(market_resolved_before)
+            )
         if collateral_amount_more_than is not None:
             where_stms.append(trade.collateralAmount > collateral_amount_more_than)
 
@@ -577,6 +593,8 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
         market_id: t.Optional[ChecksumAddress] = None,
         filter_by_answer_finalized_not_null: bool = False,
         market_opening_after: DatetimeUTC | None = None,
+        market_resolved_before: DatetimeUTC | None = None,
+        market_resolved_after: DatetimeUTC | None = None,
         collateral_amount_more_than: Wei | None = None,
     ) -> list[OmenBet]:
         return self.get_trades(
@@ -587,15 +605,19 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
             filter_by_answer_finalized_not_null=filter_by_answer_finalized_not_null,
             type_="Buy",  # We consider `bet` to be only the `Buy` trade types.
             market_opening_after=market_opening_after,
+            market_resolved_before=market_resolved_before,
+            market_resolved_after=market_resolved_after,
             collateral_amount_more_than=collateral_amount_more_than,
         )
 
     def get_resolved_bets(
         self,
         better_address: ChecksumAddress,
-        start_time: DatetimeUTC,
+        start_time: DatetimeUTC | None = None,
         end_time: t.Optional[DatetimeUTC] = None,
         market_id: t.Optional[ChecksumAddress] = None,
+        market_resolved_before: DatetimeUTC | None = None,
+        market_resolved_after: DatetimeUTC | None = None,
     ) -> list[OmenBet]:
         omen_bets = self.get_bets(
             better_address=better_address,
@@ -603,14 +625,18 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
             end_time=end_time,
             market_id=market_id,
             filter_by_answer_finalized_not_null=True,
+            market_resolved_before=market_resolved_before,
+            market_resolved_after=market_resolved_after,
         )
         return [b for b in omen_bets if b.fpmm.is_resolved]
 
     def get_resolved_bets_with_valid_answer(
         self,
         better_address: ChecksumAddress,
-        start_time: DatetimeUTC,
+        start_time: DatetimeUTC | None = None,
         end_time: t.Optional[DatetimeUTC] = None,
+        market_resolved_before: DatetimeUTC | None = None,
+        market_resolved_after: DatetimeUTC | None = None,
         market_id: t.Optional[ChecksumAddress] = None,
     ) -> list[OmenBet]:
         bets = self.get_resolved_bets(
@@ -618,6 +644,8 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
             start_time=start_time,
             end_time=end_time,
             market_id=market_id,
+            market_resolved_before=market_resolved_before,
+            market_resolved_after=market_resolved_after,
         )
         return [b for b in bets if b.fpmm.is_resolved_with_valid_answer]
 
@@ -629,6 +657,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
         finalized_before: DatetimeUTC | None,
         finalized_after: DatetimeUTC | None,
         with_answers: bool | None,
+        pending_arbitration: bool | None,
         question_id: HexBytes | None,
         question_id_in: list[HexBytes] | None,
         opened_before: t.Optional[DatetimeUTC],
@@ -675,9 +704,12 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
 
         if with_answers is not None:
             if with_answers:
-                where_stms["answerFinalizedTimestamp_not"] = None
+                where_stms["currentAnswer_not"] = None
             else:
-                where_stms["answerFinalizedTimestamp"] = None
+                where_stms["currentAnswer"] = None
+
+        if pending_arbitration is not None:
+            where_stms["isPendingArbitration"] = pending_arbitration
 
         if question_id_in is not None:
             # Be aware: On Omen subgraph, question's `id` represents `questionId` on reality subgraph. And `id` on reality subraph is just a weird concat of multiple things from the question.
@@ -695,6 +727,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
         finalized_before: DatetimeUTC | None,
         finalized_after: DatetimeUTC | None,
         with_answers: bool | None,
+        pending_arbitration: bool | None,
         question_id: HexBytes | None,
         question_id_in: list[HexBytes] | None,
         opened_before: t.Optional[DatetimeUTC],
@@ -707,7 +740,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
         where_stms: dict[str, t.Any] = {}
 
         if question_id is not None:
-            where_stms["questionId"] = question_id.hex()
+            where_stms["id"] = question_id.hex()
 
         if current_answer_before is not None:
             where_stms["currentAnswerTimestamp_lt"] = to_int_timestamp(
@@ -732,9 +765,12 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
 
         if with_answers is not None:
             if with_answers:
-                where_stms["answerFinalizedTimestamp_not"] = None
+                where_stms["currentAnswer_not"] = None
             else:
-                where_stms["answerFinalizedTimestamp"] = None
+                where_stms["currentAnswer"] = None
+
+        if pending_arbitration is not None:
+            where_stms["isPendingArbitration"] = pending_arbitration
 
         if question_id_in is not None:
             # Be aware: On Omen subgraph, question's `id` represents `questionId` on reality subgraph. And `id` on reality subraph is just a weird concat of multiple things from the question.
@@ -755,6 +791,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
         finalized_before: DatetimeUTC | None = None,
         finalized_after: DatetimeUTC | None = None,
         with_answers: bool | None = None,
+        pending_arbitration: bool | None = None,
         question_id_in: list[HexBytes] | None = None,
         question_id: HexBytes | None = None,
         opened_before: DatetimeUTC | None = None,
@@ -767,6 +804,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
             finalized_before=finalized_before,
             finalized_after=finalized_after,
             with_answers=with_answers,
+            pending_arbitration=pending_arbitration,
             current_answer_before=current_answer_before,
             question_id_in=question_id_in,
             question_id=question_id,
@@ -809,6 +847,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
         question_finalized_before: t.Optional[DatetimeUTC] = None,
         question_finalized_after: t.Optional[DatetimeUTC] = None,
         question_with_answers: bool | None = None,
+        question_pending_arbitration: bool | None = None,
         question_id: HexBytes | None = None,
         question_id_in: list[HexBytes] | None = None,
         question_current_answer_before: DatetimeUTC | None = None,
@@ -828,6 +867,7 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
             finalized_before=question_finalized_before,
             finalized_after=question_finalized_after,
             with_answers=question_with_answers,
+            pending_arbitration=question_pending_arbitration,
             current_answer_before=question_current_answer_before,
             question_id_in=question_id_in,
             excluded_titles=question_excluded_titles,
@@ -926,3 +966,13 @@ class OmenSubgraphHandler(BaseSubgraphHandler):
             raise RuntimeError("Multiple results found for a single bet.")
 
         return results[0]
+
+
+@persistent_inmemory_cache
+def get_omen_market_by_market_id_cached(
+    market_id: HexAddress,
+    block_number: int,  # Force `block_number` to be provided, because `latest` block constantly updates.
+) -> OmenMarket:
+    return OmenSubgraphHandler().get_omen_market_by_market_id(
+        market_id, block_number=block_number
+    )

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/prediction_market_agent_tooling/monitor/financial_metrics/financial_metrics.py

@@ -3,13 +3,13 @@ import pandas as pd
 
 from prediction_market_agent_tooling.markets.data_models import (
     SharpeOutput,
-    SimulationDetail,
+    SimulatedBetDetail,
 )
 
 
 class SharpeRatioCalculator:
     def __init__(
-        self, details: list[SimulationDetail], risk_free_rate: float = 0.0
+        self, details: list[SimulatedBetDetail], risk_free_rate: float = 0.0
     ) -> None:
         self.details = details
         self.df = pd.DataFrame([d.model_dump() for d in self.details])
@@ -19,7 +19,9 @@ class SharpeRatioCalculator:
         self, required_columns: list[str]
     ) -> None:
         if not set(required_columns).issubset(self.df.columns):
-            raise ValueError("Dataframe doesn't contain all the required columns.")
+            raise ValueError(
+                f"Dataframe doesn't contain all the required columns. {required_columns=} {self.df.columns=}"
+            )
 
     def prepare_wallet_daily_balance_df(
         self, timestamp_col_name: str, profit_col_name: str

prediction_market_agent_tooling-0.57.3/prediction_market_agent_tooling/tools/caches/inmemory_cache.py

@@ -0,0 +1,57 @@
+from functools import cache
+from typing import Any, Callable, TypeVar, cast, overload
+
+from joblib import Memory
+
+from prediction_market_agent_tooling.config import APIKeys
+
+MEMORY = Memory(APIKeys().CACHE_DIR, verbose=0)
+
+
+T = TypeVar("T", bound=Callable[..., Any])
+
+
+@overload
+def persistent_inmemory_cache(
+    func: None = None,
+    *,
+    in_memory_cache: bool = True,
+) -> Callable[[T], T]:
+    ...
+
+
+@overload
+def persistent_inmemory_cache(
+    func: T,
+    *,
+    in_memory_cache: bool = True,
+) -> T:
+    ...
+
+
+def persistent_inmemory_cache(
+    func: T | None = None,
+    *,
+    in_memory_cache: bool = True,
+) -> T | Callable[[T], T]:
+    """
+    Wraps a function with both file cache (for persistent cache) and optional in-memory cache (for speed).
+    Can be used as @persistent_inmemory_cache or @persistent_inmemory_cache(in_memory_cache=False)
+    """
+    if func is None:
+        # Ugly Pythonic way to support this decorator as `@persistent_inmemory_cache` but also `@persistent_inmemory_cache(in_memory_cache=False)`
+        def decorator(func: T) -> T:
+            return persistent_inmemory_cache(
+                func,
+                in_memory_cache=in_memory_cache,
+            )
+
+        return decorator
+    else:
+        # The decorator is called without arguments.
+        if not APIKeys().ENABLE_CACHE:
+            return func
+        cached_func = MEMORY.cache(func)
+        if in_memory_cache:
+            cached_func = cache(cached_func)
+        return cast(T, cached_func)

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/prediction_market_agent_tooling/tools/httpx_cached_client.py

@@ -3,7 +3,10 @@ import hishel
 
 class HttpxCachedClient:
     def __init__(self) -> None:
-        storage = hishel.FileStorage(ttl=3600, check_ttl_every=600)
+        storage = hishel.FileStorage(
+            ttl=24 * 60 * 60,
+            check_ttl_every=1 * 60 * 60,
+        )
         controller = hishel.Controller(force_cache=True)
         self.client = hishel.CacheClient(storage=storage, controller=controller)
 

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/prediction_market_agent_tooling/tools/langfuse_client_utils.py

@@ -63,6 +63,7 @@ def get_traces_for_agent(
     from_timestamp: DatetimeUTC,
     has_output: bool,
     client: Langfuse,
+    to_timestamp: DatetimeUTC | None = None,
 ) -> list[TraceWithDetails]:
     """
     Fetch agent traces using pagination
@@ -76,6 +77,7 @@ def get_traces_for_agent(
             limit=100,
             page=page,
             from_timestamp=from_timestamp,
+            to_timestamp=to_timestamp,
         )
         if not traces.data:
             break

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/prediction_market_agent_tooling/tools/transaction_cache.py

@@ -9,8 +9,8 @@ from prediction_market_agent_tooling.loggers import logger
 
 class TransactionBlockCache:
     def __init__(self, web3: Web3):
-        self.block_number_cache = dc.Cache("block_cache_dir")
-        self.block_timestamp_cache = dc.Cache("timestamp_cache_dir")
+        self.block_number_cache = dc.Cache(".cache/block_cache_dir")
+        self.block_timestamp_cache = dc.Cache(".cache/timestamp_cache_dir")
         self.web3 = web3
 
     @tenacity.retry(

{prediction_market_agent_tooling-0.57.1 → prediction_market_agent_tooling-0.57.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "prediction-market-agent-tooling"
-version = "0.57.1"
+version = "0.57.3"
 description = "Tools to benchmark, deploy and monitor prediction market agents."
 authors = ["Gnosis"]
 readme = "README.md"
@@ -53,11 +53,13 @@ types-python-dateutil = "^2.9.0.20240906"
 pinatapy-vourhey = "^0.2.0"
 hishel = "^0.0.31"
 pytest-postgresql = "^6.1.1"
+optuna = { version = "^4.1.0", optional = true}
 
 [tool.poetry.extras]
 openai = ["openai"]
 langchain = ["langchain", "langchain-openai"]
 google = ["google-api-python-client"]
+optuna = ["optuna"]
 
 [tool.poetry.group.dev.dependencies]
 pytest = "*"

prediction_market_agent_tooling-0.57.1/prediction_market_agent_tooling/tools/caches/inmemory_cache.py

@@ -1,17 +0,0 @@
-from functools import cache
-from typing import Any, Callable, TypeVar, cast
-
-from joblib import Memory
-
-from prediction_market_agent_tooling.config import APIKeys
-
-MEMORY = Memory(APIKeys().CACHE_DIR, verbose=0)
-
-T = TypeVar("T", bound=Callable[..., Any])
-
-
-def persistent_inmemory_cache(func: T) -> T:
-    """
-    Wraps a function with both file cache (for persistent cache) and in-memory cache (for speed).
-    """
-    return cast(T, cache(MEMORY.cache(func)) if APIKeys().ENABLE_CACHE else func)