feat(research): share immutable event cohort partition by proerror77 · Pull Request #331 · proerror77/monday

proerror77 · 2026-07-24T04:00:49Z

Change contract

One authenticated event cohort deterministically yields one immutable common-time partition consumed by settlement, Up execution, and Down execution.

Current blocker

Blocked by #319. The current constructor seals the ResearchSnapshot contract hash into the partition digest, but the required trust order is ready catalog -> authenticated cohort/partition manifest -> ResearchSnapshot. Feeding this partition back into snapshot identity would create a hash cycle, and snapshot observations alone do not prove the selected catalog universe. Do not merge this head; after #319 lands, rebase and construct the partition from its authenticated catalog/cohort manifest. Do not replace that seam with a publicly forgeable event list.

Out of scope

Mission schema beyond partition reference; evaluator metrics; MCTS search policy; snapshot construction; collector, runtime, and deployment changes.

Dependency or merge order

Depends on #321, merged as #328, and is now blocked by #319. Rebase onto #319 before further implementation or review. No stacked PR is currently declared.

Focused validation

cargo test -p ploy-research: 300 library tests, 2 research binary tests, and doc tests passed.
cargo test -p ploy-research --features db --bin monday-prediction-evaluator: 12 tests passed.
cargo check -p ploy-research --features db --bin monday-prediction-evaluator passed.
cargo clippy -p ploy-research --all-targets --no-deps -- -D warnings passed.
cargo fmt -p ploy-research -- --check and git diff --check passed.
Fresh post-rebase Standards and Spec cleanroom reviews reported zero actionable findings at 3227f45 before the later trust-order architecture audit identified the Publish an independently verified immutable ready-event catalog #319 dependency blocker.
Exact-head CI completed with 27 passing, 10 skipped, and no failing checks, including heavy research, integration regressions, research binary build, and image smoke.
DB-enabled clippy is blocked only by pre-existing type_complexity warnings in deribit.rs:294 and factors.rs:933, outside this change.

Review boundary clarification

The #322 Up/Down consumers are the typed side-bound reprice adapters. They receive one shared partition, split once, and serialize the same episode_cohorts partition digest. Redesigning the legacy generic diagnostic report suite is explicitly out of scope.

Rollout and rollback impact

Research-only and fail-closed; no live trading or deployment authority. This PR must remain Draft and unmerged until #319 provides the authenticated cohort universe and the branch is rebased onto it.

Closes #322

coderabbitai · 2026-07-24T04:00:58Z

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Reviewing files that changed from the base of the PR and between 2b7a69e and 3227f45.

📒 Files selected for processing (9)

docs/architecture/PREDICTION_MARKETS.md
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/bin/monday-prediction-evaluator.rs
rust_hft/prediction-markets/crates/ploy-research/src/event_cohort_partition.rs
rust_hft/prediction-markets/crates/ploy-research/src/factors_v2.rs
rust_hft/prediction-markets/crates/ploy-research/src/lib.rs
rust_hft/prediction-markets/crates/ploy-research/src/prediction_loop.rs

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chatgpt-codex-connector · 2026-07-24T04:08:21Z

+                EventCohortPartition::from_verified_snapshot(
+                    &snapshot,
+                    &symbols,
+                    cohort.event_window_secs(),
+                    cohort.boundary().timestamp_millis(),


Split cohort construction from evaluator execution

This hunk constructs the authenticated cohort partition inside the evaluator, while the same change also modifies MCTS training, settlement evaluation, and reprice execution to consume it. The repository explicitly requires Polymarket cohort/snapshot construction and evaluator/MCTS execution to remain separate issues, so these independently testable and rollbackable behaviors need to be split rather than shipped as one unit.

AGENTS.md reference: AGENTS.md:L39-L42

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chatgpt-codex-connector · 2026-07-24T04:08:21Z

+        let authenticated_snapshot_digest = snapshot
+            .manifest
+            .snapshot_contract_hash
+            .as_deref()
+            .or(snapshot.manifest.snapshot_hash.as_deref())
+            .ok_or_else(|| "verified snapshot is missing its authenticated digest".to_string())?;


Handle the legacy snapshot hash format

When a valid legacy snapshot has no snapshot_contract_hash, this fallback selects snapshot_hash, but compute_snapshot_hash in research_snapshot.rs produces a 16-character hexadecimal value without a sha256: prefix. validate_sha256_id therefore rejects every such snapshot, even though load_research_snapshot explicitly supports and verifies manifests without a contract hash, causing any time-cohort evaluation using one of those snapshots to panic during partition construction. Either support the legacy identity format here or require the contract hash without offering an unusable fallback.

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chatgpt-codex-connector · 2026-07-24T04:08:21Z

+            label_observation_times
+                .get(row.event_id.as_str())
+                .and_then(Option::as_ref)
+                .is_some_and(|observed_at| *observed_at <= cohort.boundary)


Reject labels observed before event completion

When an input carries an erroneous or legacy official_resolution_observed_at earlier than its canonical event end, this replacement training path now admits it as long as it precedes the cohort boundary. The previous event_disjoint_walk_forward_slices path independently required label_observed_at >= event_end, and the DB-backed snapshot binding does not enforce that invariant upstream, so such a row can leak a causally impossible settlement label into MCTS training and corrupt its reward evidence. Retain the lower-bound check in addition to the new boundary cutoff.

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proerror77 · 2026-07-24T04:14:17Z

Architecture audit blocker confirmed at exact head 3227f45: EventCohortPartition::from_verified_snapshot includes snapshot_contract_hash in the partition payload/digest, while the required flow is ready catalog -> authenticated cohort/partition manifest -> ResearchSnapshot. Making the snapshot consume this partition would therefore create a snapshot-hash -> partition-digest -> snapshot-hash cycle, and the current observation artifact does not independently prove the selected catalog universe. #331 is Draft and blocked by #319. Do not merge or patch this with a publicly forgeable event list; preserve the branch for rebase after #319.

proerror77 · 2026-07-26T12:44:08Z

Superseded by merged PR #362, which implements and closes #322 from the authenticated #319 catalog. This Draft must not be rebased or merged. Preserving its branch/worktree for audit; no deletion performed.

feat(research): share event cohort partition (#322)

3227f45

proerror77 marked this pull request as draft July 24, 2026 04:01

proerror77 marked this pull request as ready for review July 24, 2026 04:02

chatgpt-codex-connector Bot reviewed Jul 24, 2026

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proerror77 marked this pull request as draft July 24, 2026 04:14

This was referenced Jul 24, 2026

feat(research): verify immutable ready-event catalog #348

Merged

fix(research): bind typed Mission snapshot admission #374

Merged

proerror77 closed this Jul 26, 2026

proerror77 deleted the codex/event-cohort-partition-322 branch August 13, 2026 06:37

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feat(research): share immutable event cohort partition - #331

feat(research): share immutable event cohort partition#331
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Change contract

Current blocker

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Review boundary clarification

Rollout and rollback impact

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