144 lines
18 KiB
Plaintext
144 lines
18 KiB
Plaintext
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•ª$j¯2 ã óŠ — d Z ddlmZ ddlZddlZddlZddlZddlmZ ddl Z
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ddl Z ddl
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Z
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dZdZdZg d¢Zd Zd
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Zd Zd Zd
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d ddœZdZdZdZdZdZdZ g d¢Z ej< d« Z ede › �« Z e jC dd¬« e dz Z"d%d„Z# G d „ d « Z$d&d „Z%d'd „Z&d(d „Z' d)d!„Z( d*d"„Z)d#„ Z*e+d$k( r e*« yy)+uù inject_continuous_stream.py — 4-arm continuous-streaming experiment.
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Question: when real BTC minute data is fed continuously into the lattice,
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does field state predict future |price moves| BETTER than the raw data alone?
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Arms:
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A — NO-INJECTION CONTROL. Lattice runs free, we sample state every replay-tick.
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Tells us the lattice's natural variability over the experiment window.
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B — STACKED. All 3 vars injected at (512,512), distinct ZMQ messages per var.
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Tests "amplitude only" — does the lattice add anything over data?
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C — SEPARATED. signed_flow @(400,512), vwap_drift @(512,512), wallet_entropy @(624,512).
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Tests "spatial separation creates distinguishable channels".
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D — RAW DATA BASELINE. Computed offline by the analyzer from parquets directly.
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No lattice involved. Reference performance — "how good is the data alone?".
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Variables (the 3 confirmed-real channels from varisol overnight):
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signed_flow_usd, vwap_drift, wallet_entropy
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Per source minute m:
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1. compute one-sided rolling z-score for each var over past 500 minutes
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2. cap z at +/-3, convert to strength = z/3 * STR_CAP (STR_CAP=0.30, calibrated linear range)
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3. for arms B/C: send 3 inject_density messages per minute
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4. wait WAIT_AFTER_INJECT_MS
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5. snapshot most-recent telemetry as field_state(m)
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6. advance to next minute after PER_MINUTE_MS total
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Replay rate: 100ms per source minute (10x realtime). Lattice halflife ~0.5s, so
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each minute's injection contributes to a sustained accumulated state. Verified
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by _throughput_probe.py — lattice handles 20/sec without packet loss.
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Output: /mnt/d/Resonance_Engine/traj/contstream_<RUN_ID>/
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meta.json
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arm_A_no_inject.parquet
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arm_B_stacked.parquet
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arm_C_separated.parquet
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progress.log
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é )Ú annotationsN)ÚPathz+/mnt/d/PaperTrader/research/hl_data/minutesz202603*ÚBTC)Úsigned_flow_usdÚ
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vwap_driftÚwallet_entropyiô g333333Ó?g @)ç €@r )g y@r )g €ƒ@r g @@éd é< i° ztcp://127.0.0.1:5556ztcp://127.0.0.1:5557) Ú asymmetryÚ coherenceÚ stress_xxÚ stress_yyÚ stress_xyÚvorticity_meanÚvel_meanÚvel_maxÚvel_varz
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%Y%m%dT%H%M%Sz(/mnt/d/Resonance_Engine/traj/contstream_T)ÚparentsÚexist_okz progress.logc óÐ — dt j d« › d| › �}t |d¬« t j d« 5 }|j |dz « d d d « y # 1 sw Y y xY w)Nú[ú%Y-%m-%dT%H:%M:%Sz] T)ÚflushÚaú
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)ÚtimeÚstrftimeÚprintÚPROGRESSÚopenÚwrite)ÚmsgÚlineÚfs ú3/mnt/d/Resonance_Engine/inject_continuous_stream.pyÚlogr' S s\ € Ø
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t j « | _ t j" | j$ d¬« | _ | j& j) « y )Nó iÐ g r T)ÚtargetÚdaemon)ÚzmqÚContextÚinstanceÚctxÚsocketÚSUBÚsockÚconnectÚ
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g¬« j d ¬« }t dt
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|« › dt › d|j" j% « › d|j" j' « › �« |S )Nú/zno day dirs matching z in zloading z day dirs (r éÿÿÿÿz .. ú)z
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/*.parquetT)Ú ignore_indexÚminute)Údrop)Úsubsetzloaded z unique minutes of z data, minute range z..)ÚsortedÚglobÚ DATA_ROOTÚ DAYS_GLOBÚ RuntimeErrorr' ÚlenÚsplitÚappendÚpdÚ read_parquetÚconcatÚcoinÚCOINÚ sort_valuesÚ reset_indexÚdrop_duplicatesrb ÚminÚmax)Úday_dirsÚdfsÚdÚfilesr% Údfs r& Úload_btc_monthr| | s† € Ü”d—i‘i¤9 +¨Q¬y¨kÐ :Ó;Ó<€HÙ ÜÐ 2´9°+¸TÄ)ÀÐMÓNÐN܈(”3�x“=�/ ¨X°a©[×->Ñ->¸sÓ-CÀBÑ-GÐ,HÈÈXÐVXÉ\×M_ÑM_Ð`cÓMdÐegÑMhÐLiÐijÐkÔlØ
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€CØ
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ò +ˆÜ”t—y‘y A 3 jÐ!1Ó2Ó3ˆØò +ˆAØ �J‰J”r—‘ qÓ)Õ *ñ +ð+ô
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dt j « z } | j ||< Œ“ |S )zLFor each var: rolling z-score using only PAST `win` minutes (no look-ahead).rG é2 )ÚwindowÚ min_periodsr )
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r{ Úvars_ÚwinÚoutÚvÚsÚrollÚmuÚsdÚzs
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r& Úcompute_one_sided_zscoresr” Ž sŒ € à
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INJECT_SIGÚ send_stringrL Údumps)Úpubr˜ r™ r› Úpayloads r& Ú
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D ] }d||< Π|S t
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D ] }|j |« ||< Œ |S )z/Pull latest telemetry, build per-minute record.éè N)rb ÚarmÚ snap_wallÚ snap_age_msÚstr_)rS Úintr Ú VARIABLESÚgetÚCHANNELS) Útelrb Ú strengthsr¤ Úsnapr¥ ÚrecrŽ Úchs r& Ú snapshot_rowr± ¤ s² € ð —l‘l“n�O€Dˆ)ä�v“;ØØ Ù;DœŸ ™ › iÑ/°4Ò7È$ñ €Cô ò +ˆØ#Ÿ-™-¨Ó*ˆˆd�1�#ˆJŠð+à €|Üò ˆB؈C�ŠGð ð
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d z nd d ›d | j2 › �« t j « }�Œh t d|› d!t |« › d"t j « |z
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dz d›d#�« t5 j6 |« } | S )$zBRun one arm end to end. Returns a DataFrame of per-minute records.z
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=== arm z : starting (z
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minutes) ===ÚAu9 arm A: NO INJECTIONS — sampling state at cadence onlyÚBz arm B: all 3 vars at ÚCu! arm C: spatially separated — g @�@N)r´ rµ r r rG r
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z arm ú r^ z (z.1fz %) rate=z min/s ETA=z
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min asym=r ú?ú.3fz latest_tel_age=r£ r_ z.0fz
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ms tel_seen=z COMPLETE records=z total=ru ) r' rj Ú XY_CENTERÚARM_C_XYr Ú
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