Trading Strategies

if pending_previous:
    prev_market = get_market(pending_previous)
    settled = get_settled_side(prev_market)
    if settled:
        signals[ticker]["PREVIOUS"] = settled
        price = yes_ask if settled == "yes" else no_ask
        contracts = STAKE_USD / price
        # Execute trade...

cutoff = now - timedelta(seconds=MOMENTUM_WINDOW_SECONDS)
old_prices = [(t, p) for t, p in btc_prices if t <= cutoff]
if old_prices:
    _, old_price = old_prices[-1]
    _, current_price = btc_prices[-1]
    side = "yes" if current_price > old_price else "no"
    signals[ticker]["MOMENTUM"] = side

if prev_signal and mom_signal and prev_signal == mom_signal:
    side = prev_signal
    price = yes_ask if side == "yes" else no_ask
    
    # Check price limit
    if price > CONSENSUS_MAX_PRICE:
        print("Skip - price too high")
        continue
    
    # Check bankroll
    bankroll = consensus_bankroll(trades)
    if bankroll <= 0:
        print("Skip - bankroll depleted")
        continue
    
    # Check loss caps
    day_pnl, week_pnl = consensus_period_pnl(trades, now)
    # ... check limits ...
    
    # Check win rate vs break-even
    rolling = rolling_consensus_metrics(trades)
    if rolling['win_rate'] < rolling['break_even_win_rate']:
        print("Skip - underperforming")
        continue
    
    # Position sizing
    target_stake = bankroll * CONSENSUS_RISK_PCT
    max_stake = bankroll * CONSENSUS_MAX_RISK_PCT
    stake = min(target_stake, max_stake, bankroll)
    contracts = int(stake / price)

cutoff = now - timedelta(seconds=MOMENTUM_15_WINDOW_SECONDS)
old_prices = [(t, p) for t, p in btc_prices if t <= cutoff]
if old_prices:
    side = "yes" if current_price > old_price else "no"
    signals[ticker]["MOMENTUM_15"] = side

prev_signal = signals[ticker].get("PREVIOUS")
if prev_signal:
    price = yes_ask if prev_signal == "yes" else no_ask
    if 0 < price <= DEAL_MAX_PRICE:
        # Execute trade at good price

if prev_signal and mom_signal and prev_signal == mom_signal:
    side = prev_signal
    price = yes_ask if side == "yes" else no_ask
    
    # Wait for good price
    if 0 < price <= DEAL_MAX_PRICE:
        # Apply full CONSENSUS risk management
        # Then execute trade

# First leg
first_side = "yes" if yes_ask <= no_ask else "no"
first_price = yes_ask if first_side == "yes" else no_ask
contracts = STAKE_USD / first_price
# Record position

# Hedge leg (later tick)
opposite_side = "no" if first_side == "yes" else "yes"
opposite_price = no_ask if opposite_side == "no" else yes_ask
edge = 1.0 - (first_price + opposite_price)

if edge > 0:
    # Buy opposite side, lock in guaranteed profit
    hedge_contracts = min(first_contracts, MAX_BET / opposite_price)
    guaranteed_profit = hedge_contracts * edge

fieldnames = [
    "time",              # Trade timestamp
    "strategy",          # Strategy name
    "previous_ticker",   # Previous market ticker
    "previous_result",   # Previous result or signal info
    "buy_ticker",        # Market traded
    "buy_side",          # yes or no
    "stake_usd",         # USD staked
    "price_usd",         # Price paid per contract
    "contracts",         # Number of contracts
    "fee_usd",           # Fees (consensus only)
    "gross_profit_usd",  # Profit before fees
    "outcome",           # WIN or LOSS (after settlement)
    "payout_usd",        # Payout from winning contracts
    "profit_usd"         # Net profit after fees
]

trades = load_trades()

for strategy in ["PREVIOUS", "MOMENTUM", "CONSENSUS", 
                 "MOMENTUM_15", "PREVIOUS_2", "CONSENSUS_2", "ARBITRAGE"]:
    stats = calc_stats(trades, strategy)
    print(f"{strategy}:")
    print(f"  P&L: ${stats['total_profit']:+.2f}")
    print(f"  Record: {stats['wins']}W-{stats['losses']}L")
    print(f"  Pending: {stats['pending']}")