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Refactor DeployableTraderAgent to 1. predict a probability for a market then 2. place a bet based on its BettingStrategy #338

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evangriffiths opened this issue Aug 6, 2024 · 4 comments · Fixed by #352
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enhancement New feature or request high priority

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@evangriffiths
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May need a refactor of DeployableTraderAgent.process_bets (see

def process_bets(self, market_type: MarketType) -> None:
)

Currently it does:

result = self.answer_binary_market(market)
amount = self.calculate_bet_amount(result, market)
market.place_bet(amount=amount, outcome=result.decision)

The abstraction is a bit off here if we want to use get_kelly_bet here, as we want to calculate the direction and amount together, so it would look like:

prediction = self.predict_binary_market(market)
bet = self.get_bet_from_prediction(market, prediction)
market.place_bet(amount=bet.amount, outcome=bet.direction)
@kongzii kongzii added high priority enhancement New feature or request labels Aug 7, 2024
@evangriffiths
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@gabrielfior says "don't change the default for all agents... the dune dashboard will get messed up. Try on one or a few agents first, see how it changes accuracy(?) and ROI"

@evangriffiths
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Re-opening, as #352 didn't actually change the default

@evangriffiths evangriffiths reopened this Aug 27, 2024
@gabrielfior
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Re-opening, as #352 didn't actually change the default

@evangriffiths do you mind closing this ticket in favor of #365?

@evangriffiths evangriffiths changed the title Change default betting strategy from 'amount == tiny_bet, direction == yes if p_yes > 0.5 ...,' to use Kelly Bet Refactor DeployableTraderAgent to 1. predict a probability for a market then 2. place a bet based on its BettingStrategy Aug 27, 2024
@evangriffiths
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Sure. Have renamed to make it clearer what we're closing as solved 😄

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