Fix betting benchmark (#526)

gnosis · Oct 24, 2024 · 657d27a · 657d27a
1 parent a5bba8c
commit 657d27a
Show file tree

Hide file tree

Showing 2 changed files with 17 additions and 9 deletions.
diff --git a/examples/monitor/match_bets_with_langfuse_traces.py b/examples/monitor/match_bets_with_langfuse_traces.py
@@ -8,6 +8,7 @@
 from prediction_market_agent_tooling.config import APIKeys
 from prediction_market_agent_tooling.deploy.betting_strategy import (
     BettingStrategy,
+    GuaranteedLossError,
     KellyBettingStrategy,
     MaxAccuracyBettingStrategy,
     MaxAccuracyWithKellyScaledBetsStrategy,
@@ -50,14 +51,17 @@ def get_outcome_for_trace(
     market = trace.market
     answer = trace.answer
 
-    trades = strategy.calculate_trades(
-        existing_position=None,
-        answer=ProbabilisticAnswer(
-            p_yes=answer.p_yes,
-            confidence=answer.confidence,
-        ),
-        market=market,
-    )
+    try:
+        trades = strategy.calculate_trades(
+            existing_position=None,
+            answer=ProbabilisticAnswer(
+                p_yes=answer.p_yes,
+                confidence=answer.confidence,
+            ),
+            market=market,
+        )
+    except GuaranteedLossError:
+        return None
     # For example, when our predicted p_yes is 95%, but market is already trading at 99%, and we don't have anything to sell, Kelly will yield no trades.
     if not trades:
         return None

diff --git a/prediction_market_agent_tooling/deploy/betting_strategy.py b/prediction_market_agent_tooling/deploy/betting_strategy.py
@@ -24,6 +24,10 @@
 from prediction_market_agent_tooling.tools.utils import check_not_none
 
 
+class GuaranteedLossError(RuntimeError):
+    pass
+
+
 class BettingStrategy(ABC):
     @abstractmethod
     def calculate_trades(
@@ -63,7 +67,7 @@ def assert_buy_trade_wont_be_guaranteed_loss(
                 )
 
                 if outcome_tokens_to_get.amount < trade.amount.amount:
-                    raise RuntimeError(
+                    raise GuaranteedLossError(
                         f"Trade {trade=} would result in guaranteed loss by getting only {outcome_tokens_to_get=}."
                     )