dry_run_simulator.py

# dry_run_simulator.py
# Virtual trade simulator with full capital management mirroring real trading rules.
# - Uses Polymarket official data for settlement (market close or current prices).
# - Unknown actions (e.g. buy_legacy) are force‑closed as loss after 7 days.
# - Any open position older than 7 days that couldn't be fetched is also force‑closed.
# All comments in English.

import os, json, time, threading, requests
from datetime import datetime, timezone, timedelta
from capital_manager import update_after_trade, load_state as load_capital_state, save_state as save_capital_state, TIERS

SIMULATE_FLAG_FILE = "/app/dry_run_active.txt"
VIRTUAL_POSITIONS_FILE = "/app/virtual_positions.json"
LAST_PROCESSED_SIGNAL_FILE = "/app/last_processed_signal.json"
VIRTUAL_CAPITAL_STATE_FILE = "/app/virtual_capital_state.json"

DATA_API = "https://data-api.polymarket.com"
PSEUDO_SETTLE_DAYS = 3          # normal positions are force‑settled after this many days
STUCK_POSITION_DAYS = 7         # any position still open after this is force‑closed as loss

virtual_positions = []
positions_lock = threading.Lock()

def load_positions():
    global virtual_positions
    try:
        if os.path.exists(VIRTUAL_POSITIONS_FILE):
            with open(VIRTUAL_POSITIONS_FILE, 'r') as f:
                virtual_positions = json.load(f)
    except:
        virtual_positions = []

def save_positions():
    with positions_lock:
        try:
            with open(VIRTUAL_POSITIONS_FILE, 'w') as f:
                json.dump(virtual_positions, f, indent=2)
        except Exception as e:
            print(f"[DryRun] Failed to save positions: {e}", flush=True)

def is_simulate_active():
    return os.path.exists(SIMULATE_FLAG_FILE)

def read_last_signal():
    try:
        if os.path.exists(LAST_PROCESSED_SIGNAL_FILE):
            with open(LAST_PROCESSED_SIGNAL_FILE, 'r') as f:
                return json.load(f)
    except:
        pass
    return None

def get_virtual_capital_state():
    if os.path.exists(VIRTUAL_CAPITAL_STATE_FILE):
        return load_capital_state(filepath=VIRTUAL_CAPITAL_STATE_FILE)
    state = {
        "tier_index": 0, "consecutive_wins": 0, "consecutive_losses": 0,
        "risk_pool": 5.0, "total_capital": 20.0, "max_bet": 1.0,
        "reinvest_rate": 0.25, "halted": False,
        "original_deposit": 20.0,
        "deposit_date": datetime.now(timezone.utc).strftime("%Y-%m-%d %H:%M UTC")
    }
    save_capital_state(state, filepath=VIRTUAL_CAPITAL_STATE_FILE)
    return state

def get_virtual_max_bet():
    state = get_virtual_capital_state()
    return state.get("max_bet", 1.0)

def get_virtual_open_count():
    with positions_lock:
        return sum(1 for p in virtual_positions if p.get("status") == "open")

def get_virtual_risk_pool():
    state = get_virtual_capital_state()
    return state.get("risk_pool", 5.0)

def create_position(market, action, confidence, entry_price, signal_summary, strategy="copy-trade"):
    max_bet = get_virtual_max_bet()
    open_count = get_virtual_open_count()
    risk_pool = get_virtual_risk_pool()
    if max_bet > 0 and (open_count + 1) * max_bet > risk_pool:
        print(f"[DryRun] Virtual position limit reached (risk pool ${risk_pool:.2f}). Skipping.", flush=True)
        return None
    position = {
        "id": f"vp-{int(time.time())}-{market[:20]}",
        "market": market,
        "action": action,
        "confidence": confidence,
        "entry_time": datetime.now(timezone.utc).isoformat(),
        "entry_price": entry_price,
        "bet_amount": round(max_bet, 2),
        "risk_pool_at_entry": round(risk_pool, 2),
        "tier_at_entry": TIERS[get_virtual_capital_state()["tier_index"]][2],
        "status": "open",
        "exit_time": None,
        "exit_price": None,
        "pnl": None,
        "result": None,
        "exit_type": None,
        "strategy": strategy,
        "signal_summary": signal_summary
    }
    with positions_lock:
        virtual_positions.append(position)
    save_positions()
    print(f"[DryRun] Virtual position opened: {market} | {action} | bet ${max_bet:.2f} | tier {position['tier_at_entry']}", flush=True)
    return position

def fetch_current_market_info(market_slug):
    try:
        resp = requests.get(f"{DATA_API}/markets", params={"slug": market_slug}, timeout=10)
        if resp.status_code != 200:
            return None, None, None
        data = resp.json()
        if not isinstance(data, list) or not data:
            return None, None, None
        market_info = data[0]
        outcome_prices = market_info.get("outcomePrices", [])
        if len(outcome_prices) < 2:
            return None, None, None
        yes_price = float(outcome_prices[0])
        no_price = float(outcome_prices[1])
        closed = market_info.get("closed", False)
        return yes_price, no_price, closed
    except Exception as e:
        print(f"[DryRun] Failed to fetch market {market_slug}: {e}", flush=True)
        return None, None, None

def settle_position(pos, exit_type, exit_price, result):
    pos["status"] = "closed"
    pos["exit_time"] = datetime.now(timezone.utc).isoformat()
    pos["exit_type"] = exit_type
    pos["exit_price"] = exit_price
    pos["result"] = result
    entry_price = pos["entry_price"]
    bet = pos["bet_amount"]
    if result == "win":
        pnl = bet * ((1.0 - entry_price) / entry_price) if entry_price > 0 else bet
    elif result == "loss":
        pnl = -bet
    else:
        pnl = 0.0
    pos["pnl"] = round(pnl, 2)
    update_after_trade(won=(result == "win"), profit_amount=pnl, filepath=VIRTUAL_CAPITAL_STATE_FILE)
    feed_to_wiki(pos)

def check_settlements():
    updated = False
    with positions_lock:
        for pos in virtual_positions:
            if pos.get("status") != "open":
                continue
            market = pos["market"]
            yes_price, no_price, closed = fetch_current_market_info(market)
            if closed is None:
                continue
            if not closed:
                continue
            winner = "Yes" if yes_price == 1.0 else "No"
            action = pos["action"].lower()
            if "buy_yes" in action:
                won = (winner == "Yes")
            elif "sell_yes" in action:
                won = (winner != "Yes")
            elif "buy_no" in action:
                won = (winner == "No")
            elif "sell_no" in action:
                won = (winner != "No")
            else:
                won = False
            settle_position(pos, exit_type="market", exit_price=1.0 if won else 0.0,
                            result="win" if won else "loss")
            updated = True
            print(f"[DryRun] Market settled: {market} → {'WIN' if won else 'LOSS'} | P&L={pos['pnl']}", flush=True)
    if updated:
        save_positions()

def pseudo_settle_timeouts():
    now = datetime.now(timezone.utc)
    cutoff = now - timedelta(days=PSEUDO_SETTLE_DAYS)
    updated = False
    with positions_lock:
        for pos in virtual_positions:
            if pos.get("status") != "open":
                continue
            try:
                entry_time = datetime.fromisoformat(pos["entry_time"])
                if entry_time > cutoff:
                    continue
            except:
                continue
            market = pos["market"]
            yes_price, no_price, closed = fetch_current_market_info(market)
            if yes_price is None:
                continue
            action = pos["action"].lower()
            if "buy_yes" in action:
                won = yes_price > pos["entry_price"]
                current = yes_price
            elif "sell_yes" in action:
                won = yes_price < pos["entry_price"]
                current = yes_price
            elif "buy_no" in action:
                won = no_price > pos["entry_price"]
                current = no_price
            elif "sell_no" in action:
                won = no_price < pos["entry_price"]
                current = no_price
            else:
                won = False
                current = 0.0
            settle_position(pos, exit_type="timeout", exit_price=current,
                            result="win" if won else "loss")
            updated = True
            print(f"[DryRun] Timeout settled: {market} after {PSEUDO_SETTLE_DAYS}d → {'WIN' if won else 'LOSS'}", flush=True)
    if updated:
        save_positions()

def close_stuck_positions():
    """Force‑close any open position older than STUCK_POSITION_DAYS.
    This catches both unknown actions and positions where market fetch failed."""
    now = datetime.now(timezone.utc)
    cutoff = now - timedelta(days=STUCK_POSITION_DAYS)
    updated = False
    with positions_lock:
        for pos in virtual_positions:
            if pos.get("status") != "open":
                continue
            try:
                entry_time = datetime.fromisoformat(pos["entry_time"])
                if entry_time > cutoff:
                    continue
            except:
                continue
            # Force close as loss
            settle_position(pos, exit_type="stuck", exit_price=0.0, result="loss")
            updated = True
            print(f"[DryRun] Stuck position closed: {pos['market']} ({pos.get('action','')}) → LOSS", flush=True)
    if updated:
        save_positions()

def feed_to_wiki(pos):
    try:
        from llm_wiki import save_entry
        content = (
            f"**Virtual Trade Summary**\n\n"
            f"- Market: {pos['market']}\n"
            f"- Action: {pos['action']}\n"
            f"- Confidence: {pos['confidence']}\n"
            f"- Bet Amount: ${pos['bet_amount']:.2f}\n"
            f"- Entry Time: {pos['entry_time']}\n"
            f"- Exit Price: {pos['exit_price']}\n"
            f"- Result: {pos.get('result', 'unknown')}\n"
            f"- P&L: {pos.get('pnl', 'N/A')}\n"
            f"- Exit Type: {pos.get('exit_type', 'unknown')}\n"
        )
        save_entry(topic=f"VirtualTrade-{pos['market']}", content=content, tags=["virtual-trade", pos.get("result", "unknown")])
    except Exception as e:
        print(f"[DryRun] Wiki feed failed: {e}", flush=True)

def capture_signals():
    signal = read_last_signal()
    if not signal:
        return
    decision = signal.get("decision", "")
    if "FOLLOW" not in decision.upper():
        return
    market = signal.get("market_slug", "")
    with positions_lock:
        for pos in virtual_positions:
            if pos.get("market") == market and pos.get("status") == "open":
                return
    create_position(
        market=market,
        action=signal.get("action", ""),
        confidence=signal.get("confidence", 0),
        entry_price=signal.get("entry_price", 0.5),
        signal_summary=decision[:100],
        strategy="copy-trade"
    )

def get_statistics():
    with positions_lock:
        total = len(virtual_positions)
        open_positions = [p for p in virtual_positions if p.get("status") == "open"]
        closed_positions = [p for p in virtual_positions if p.get("status") == "closed"]
        wins = [p for p in closed_positions if p.get("result") == "win"]
        losses = [p for p in closed_positions if p.get("result") == "loss"]
        total_pnl = sum(p.get("pnl", 0) or 0 for p in closed_positions)
        win_rate = f"{(len(wins)/len(closed_positions)*100):.1f}%" if closed_positions else "N/A"
    state = get_virtual_capital_state()
    return {
        "active": is_simulate_active(),
        "total": total, "open": len(open_positions), "closed": len(closed_positions),
        "wins": len(wins), "losses": len(losses), "win_rate": win_rate,
        "total_pnl": round(total_pnl, 2),
        "virtual_risk_pool": round(state.get("risk_pool", 5.0), 2),
        "virtual_total_capital": round(state.get("total_capital", 20.0), 2),
        "virtual_tier": TIERS[state.get("tier_index", 0)][2]
    }

def run():
    load_positions()
    print(f"[DryRun] Simulator started (capital-aware, pseudo‑settle after {PSEUDO_SETTLE_DAYS}d, stuck close after {STUCK_POSITION_DAYS}d).", flush=True)
    last_capture = 0
    last_settlement = 0
    last_pseudo = 0
    last_stuck = 0
    while True:
        active = is_simulate_active()
        now = time.time()
        if active and now - last_capture >= 60:
            capture_signals()
            last_capture = now
        if now - last_settlement >= 600:
            check_settlements()
            last_settlement = now
        if now - last_pseudo >= 3600:
            pseudo_settle_timeouts()
            last_pseudo = now
        if now - last_stuck >= 3600:
            close_stuck_positions()
            last_stuck = now
        time.sleep(30)

if __name__ == "__main__":
    run()