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feat(research): bind reprice pilots to market episodes - #164

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proerror77 merged 1 commit into
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codex/polymarket-reprice-pilot
Jul 19, 2026
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proerror77 merged 1 commit into
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codex/polymarket-reprice-pilot

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Change contract

Treat each verified Polymarket market_id as one complete BTC 5m episode, require exactly one stable Up and one stable Down token per episode, and split whole episodes before train-only pilot selection.

Out of scope

Evaluator CLI/output wiring, collector/runtime changes, settlement-baseline changes, 15m/1h, Paper/Live, and any new research mission.

Dependency or merge order

Layer 3 of 4. #160 and #161 are merged into main; this PR replaces closed #162 using the identical branch head and must merge before #163.

Focused validation

git diff --check; rustfmt --check for changed Rust; targeted counterexample coverage rejects unpaired token episodes and excludes crossing/missing canonical-end episodes. Local Cargo compilation was intentionally not run; Linux CI is the build authority.

Rollout/rollback impact

Research-only episode grouping becomes fail-closed. Revert restores the former row-level behavior; no runtime execution or collector deployment is affected.

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⚙️ Run configuration

Configuration used: defaults

Review profile: CHILL

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Run ID: b19aae2e-bb46-4689-8c66-6df66075edce

📥 Commits

Reviewing files that changed from the base of the PR and between f51a52a and f6fa62d.

📒 Files selected for processing (4)
  • rust_hft/prediction-markets/config/research_missions/polymarket-btc-5m.example.json
  • rust_hft/prediction-markets/config/research_missions/polymarket-sol-5m.example.json
  • rust_hft/prediction-markets/crates/ploy-research/src/autofactor.rs
  • rust_hft/prediction-markets/crates/ploy-research/src/lib.rs
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  • Commit unit tests in branch codex/polymarket-reprice-pilot

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@proerror77
proerror77 merged commit 52be007 into main Jul 19, 2026
26 of 27 checks passed
@proerror77
proerror77 deleted the codex/polymarket-reprice-pilot branch July 24, 2026 08:44
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