pmtmax-research-loop

name	pmtmax-research-loop
description	Use when working on dataset materialization, model training, backtesting, scan-edge signals, paper-trading workflows, or experiment artifacts in polymarket-tmax-lab.

pmtmax-research-loop

Use this skill for the research and trading simulation loop.

First reads

1. Read AGENTS.md.
2. Read:
   • docs/agent-skills/research-loop.md
   • docs/codebase/modeling.md
   • docs/codebase/backtest-execution.md

Critical rules

• build-dataset MUST use --markets-path configs/market_inventory/full_training_set_snapshots.json. Running without it rebuilds with only 12 example rows (destroys training data).
• canonical historical_training_set* / historical_backtest_panel overwrite requires --allow-canonical-overwrite.
• overwrite is promotion-only; use variant --output-name values for experiments and rely on the automatic artifacts/recovery/ backup when promoting canonical output.
• scan-edge MUST include --min-model-prob 0.05 --max-model-prob 0.95.
• cron-based 2-hour price checks MUST call scripts/run_price_check.sh and redirect to an absolute logs/price_check.log path. Do not put raw uv run python scripts/log_gamma_prices.py commands directly in crontab.
• Model training: train-advanced --model-name lgbm_emos --variant <variant>.
• Quick eval: uv run python scripts/quick_eval.py (champion baseline + OOF variants).
• observation weather-station loop: observation-report, observation-shadow, observation-daemon, approve-live-candidate.
• observation source priority: exact_public intraday -> documented research intraday -> METAR fallback, target-day only.
• station dashboard loop: station-dashboard, station-dashboard-daemon.
• station orchestrator loop: station-cycle, station-daemon.
• Public champion promotion is explicit and separate from workspace-local benchmark ranking.
• Use pmtmax-autoresearch when you are exploring new lgbm_emos candidates around recency_neighbor_oof.

Focus

• gold dataset: data/workspaces/historical_real/parquet/gold/historical_training_set.parquet
• model artifacts: artifacts/workspaces/<workspace>/models/v2/
• champion alias: artifacts/public_models/champion.json
• daily signals: artifacts/workspaces/ops_daily/signals/v2/scan_edge_latest.json
• observation queue: artifacts/workspaces/ops_daily/signals/v2/live_pilot_queue.json
• paper trades: artifacts/workspaces/ops_daily/signals/v2/forward_paper_trades.json
• cron log: logs/daily_experiment.log
• 2-hour cron wrapper: scripts/run_price_check.sh
• 2-hour price check log: logs/price_check.log