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Merged
proerror77 merged 1 commit into from
Jul 22, 2026
Merged

feat(research): add durable prediction MCTS runner #200

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2 changes: 1 addition & 1 deletion rust_hft/prediction-markets/config/research_missions/polymarket-btc-5m.example.json
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Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@
"horizon": "5m",
"time_cohort_boundary_ms": 0,
"prompt_snapshot_id": "sha256:2b55ba0e724dfc9f5a040911e397058a09c6229e42064e4998739d617b368dcb",
"search_policy_snapshot_id": "sha256:d60632a69032a3f9c2a395916db8eac99876085d9057316df43fff004f468669",
"search_policy_snapshot_id": "sha256:7fe89feb6eaf5e207ffac08cf5b2e117f146695177651de8e3bad8a2a961abe8",
"search_budget": {
"max_candidates": 6,
"max_llm_calls": 2,
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2 changes: 1 addition & 1 deletion rust_hft/prediction-markets/config/research_missions/polymarket-sol-5m.example.json
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Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@
"horizon": "5m",
"time_cohort_boundary_ms": 0,
"prompt_snapshot_id": "sha256:0816ebccf4c75ee6bdcfe315b253c84ddf1808a38687ebe3b924b87bd72a52a9",
"search_policy_snapshot_id": "sha256:d60632a69032a3f9c2a395916db8eac99876085d9057316df43fff004f468669",
"search_policy_snapshot_id": "sha256:7fe89feb6eaf5e207ffac08cf5b2e117f146695177651de8e3bad8a2a961abe8",
"search_budget": {
"max_candidates": 6,
"max_llm_calls": 2,
Expand Down
1 change: 1 addition & 0 deletions rust_hft/prediction-markets/crates/ploy-research/src/lib.rs
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Expand Up @@ -19,6 +19,7 @@ pub mod prediction_llm;
pub mod prediction_loop;
mod prediction_loop_fs;
pub mod prediction_mcts;
pub mod prediction_mcts_run;
mod prediction_policy_identity;
#[cfg(feature = "strategy-runtime")]
pub mod replay;
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6 changes: 5 additions & 1 deletion rust_hft/prediction-markets/crates/ploy-research/src/prediction_loop.rs
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Expand Up @@ -234,7 +234,7 @@ pub fn current_prediction_policy_snapshot_id() -> String {
format!("sha256:{:x}", digest.finalize())
}

fn prediction_policy_sources() -> [(&'static str, &'static [u8]); 37] {
fn prediction_policy_sources() -> [(&'static str, &'static [u8]); 38] {
[
(
"crates/ploy-research/src/autofactor.rs",
Expand Down Expand Up @@ -297,6 +297,10 @@ fn prediction_policy_sources() -> [(&'static str, &'static [u8]); 37] {
"crates/ploy-research/src/prediction_mcts.rs",
include_bytes!("prediction_mcts.rs"),
),
(
"crates/ploy-research/src/prediction_mcts_run.rs",
include_bytes!("prediction_mcts_run.rs"),
),
(
"crates/ploy-research/src/prediction_loop_fs.rs",
include_bytes!("prediction_loop_fs.rs"),
Expand Down
21 changes: 20 additions & 1 deletion rust_hft/prediction-markets/crates/ploy-research/src/prediction_mcts.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -171,7 +171,7 @@ impl WeightComponent {
}

#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
#[serde(tag = "kind", rename_all = "snake_case")]
#[serde(rename_all = "snake_case")]

@chatgpt-codex-connector chatgpt-codex-connector Bot Jul 22, 2026

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P2 Badge Preserve the version-1 checkpoint wire format

Any PredictionMctsCheckpoint serialized by the previous revision encodes actions as internally tagged objects such as {"kind":"increase","component":"market_midpoint"}, while this annotation change expects externally tagged objects. Because CHECKPOINT_VERSION remains 1 and deserialization fails before checkpoint validation can run, existing persisted checkpoints can no longer resume; retain the old representation or add a backward-compatible deserializer and migration test.

AGENTS.md reference: AGENTS.md:L31-L34

Useful? React with 👍 / 👎.

enum ExpansionAction {
Increase { component: WeightComponent },
LlmAdvisor { blend: LlmProbabilityBlendSpec },
Expand Down Expand Up @@ -743,6 +743,25 @@ mod tests {
assert_eq!(restored.checkpoint.nodes, engine.checkpoint.nodes);
}

#[test]
fn checkpoint_with_llm_action_round_trips_through_json() {
let mission = mission();
let engine = PredictionMctsEngine::new(
&mission,
blend("baseline"),
vec![blend("advisor")],
7,
1.4,
3,
)
.unwrap();
let checkpoint = engine.checkpoint().unwrap();
let bytes = serde_json::to_vec(&checkpoint).unwrap();
let restored: PredictionMctsCheckpoint = serde_json::from_slice(&bytes).unwrap();

assert_eq!(restored, checkpoint);
}

#[test]
fn held_out_and_execution_outputs_cannot_change_reward() {
let mission = mission();
Expand Down
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