{"item":"j080","mode":"search","speed":{"replica_markets_per_s":863.04,"scope":"512 replica 10000-step markets (seeds 1415999488..1415999999), T3 params in the CG port, 6 fork processes on a 6-core machine, warmed Numba","threshold":500,"runs":[812.85,863.04,813.6]},"gates":{"A":{"sequences":50,"swap_callbacks":100000,"seeds":[310000,310049],"max_fee_diff_bps":5.7471258602809216e-05,"threshold_bps":0.01,"passed":true,"what":"T3's port (CG port in the replica STRATEGY block with T3's weights and 41 constants) vs T3's code (sha256 cb6d9455...) EVM fees, callbacks recorded from replica markets of T3"},"B":{"n":512,"mean":1.920372244773669,"se":0.04445924198500627,"retail_delta":4.78667942995755,"arb_delta":-2.866307185183879,"seeds":[7232768,7233279],"target":2.0,"passed":true,"what":"replica CG minus T, must be within 0.15 of +2.00"},"C":{"sequences":50,"swap_callbacks":100000,"seeds":[310000,310049],"max_fee_diff_bps":5.621976664586803e-05,"threshold_bps":0.1,"passed":true,"what":"frozen candidate Solidity EVM vs port with frozen values (weights at 1e-6, constants WAD-rounded, 4 integer constants)"}},"search_settings":{"method":"CMA-ES (pycma 4.5.0) over 219 = 178 head weights + 41 constants","start":"T3's frozen params (weights W1,b1,W2,b2 and params.constants), z = 0; verified: freezing z = 0 reproduces T3's code byte-for-byte","weights":"w = w0 + 0.03 * rms(block of w0) * z, blocks W1,b1,W2,b2 (T3 coordinates, w0 = T3 weights)","constants":"c = c0 * 2^(0.02 z), exponent clipped to [-1,1]; *_DECAY constants d = 1-(1-d0)*2^(0.02 z); ELAPSED_CAP, DIR_IMPACT_MULT, STEP_COUNT_CAP, ANCHOR_COUNT_CAP rounded (c0 = T3 constants)","population":16,"es_seed":880,"sigma0":0.3,"sigma_cap":"sigma0 * 0.5^(minutes/40), applied before ask and after tell","train":"1024 fresh markets per generation shared by population and T, from seed 2088000000 up, none reused","train_seed_range":[2088000000,2088158719],"fitness":"mean edge minus T on the generation markets (T = CG port with head off, T constants and anchors 674/0.712696/1.295241)","generations":155,"search_minutes":46.14,"segments":7,"monitor":"CMA mean on seeds 30000000..30002047 at start and every 5 minutes; best monitored point frozen"},"curve_columns":["minutes","monitor_gain_over_T","sigma"],"curve":[[0.0,2.58462,0.3],[5.11,2.58302,0.2453],[10.13,2.58817,0.22598],[15.3,2.59566,0.21153],[20.34,2.59323,0.20281],[25.45,2.60065,0.19301],[30.56,2.61129,0.17665],[35.72,2.60985,0.16155],[40.8,2.60891,0.14793],[46.14,2.6103,0.13486]],"best_monitor":{"gain_over_T":2.6112858815959687,"se":0.029429735370618628,"generation":103,"minutes":30.56,"T3_at_start":2.584618491684348},"holdout":{"seeds":[40000000,40008191],"over_T":{"mean":2.553225400411825,"se":0.013506301428675753,"n":8192,"retail_delta":4.979127968179149,"arb_delta":-2.4259025677673254},"over_base":{"mean":0.020129094049130464,"se":0.003473028220136051,"n":8192,"retail_delta":0.16768791151587248,"arb_delta":-0.14755881746674274},"base_over_T":{"mean":2.533096306362695,"se":0.01349951591946062,"n":8192},"base":"T3 (frozen params as delivered)"},"real":{"protocol":"each strategy alone vs 30 bps VanillaStrategy: amm_sim_rs.run_batch(X, VanillaStrategy, configs, 8), chunks of 64; configs = SimulationConfig(10000,100,100,10000,0,sigma,1,rate,size,1.2,0.5,seed) with (size,rate,sigma) drawn as MatchRunner._build_configs with rng seed = market seed; diff = candidate minus T3 per seed","block1":{"seeds":[9016000,9017023],"n":1024,"mean_diff":0.04064097478966777,"se":0.01328277038687129,"sum":41.6163581846198,"sumsq":186.5130124622409,"wins":553,"losses":471,"worst5":[[9016092,-1.4356997248488597],[9016170,-1.0623226004699973],[9016493,-1.0247412017549777],[9016986,-0.9790568348261672],[9016230,-0.9195813561550494]],"median":0.024410357011390715,"retail_delta":null,"arb_delta":null,"pnl_delta":0.05284018406329949,"retail_volume_y_delta":-43.58296146631804,"arb_volume_y_delta":56.8829378503307,"means":{"candidate_edge":524.3228495491285,"T3_edge":524.2822085743389}},"block2":{"seeds":[9018000,9019023],"n":1024,"mean_diff":0.010113674151946972,"se":0.009876548429253259,"sum":10.3564023315937,"sumsq":102.28946747839552,"wins":544,"losses":480,"worst5":[[9018229,-1.4925361228920337],[9018666,-1.3972397398880503],[9018064,-1.3806973102983875],[9018050,-1.2048902637942547],[9018640,-1.1625279035039284]],"median":0.014748049682793862,"retail_delta":null,"arb_delta":null,"pnl_delta":0.014895781067099989,"retail_volume_y_delta":-49.72214403007947,"arb_volume_y_delta":55.79818763413553,"means":{"candidate_edge":524.691671436736,"T3_edge":524.6815577625841}},"retail_arb_note":"run_batch results expose per-strategy edges, pnl, retail_volume_y and arb_volume_y but not the retail/arb split of edge, so real retail and arb edge deltas are null; pnl and volume deltas (mean per market, Y units) are given. 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from CG"}},"seeds":{"speed":[1415999488,1415999999],"gateA_C":[310000,310049],"gateB":[7232768,7233279],"train":[2088000000,2088158719],"monitor":[30000000,30002047],"holdout":[40000000,40008191],"real_block1":[9016000,9017023],"real_block2":[9018000,9019023]},"notes":["Inputs verified by sha256: T3 artifact 2333ecf2 (code cb6d9455), CG artifact ebbd90c6 (port b29cd2a0), replica artifact e8a7a2af (replica_source 1e4c44b4), HA artifact 2801efc8 (code 99e3a2ec); checkout 6b6921f8; wheel aedb6828.","Port not rebuilt: the CG port was inserted into the replica STRATEGY block; the only textual edits are the three anchor literals (674., 0.712696..., 1.295240...) reading W[NW], W[NW+1], W[NW+2], and W/TH taken from one parameter vector. Gate B reproduces T3's own gate B value exactly (+1.920372); monitor at z=0 (+2.584618) equals T3's best_monitor (+2.584613) to 5e-6.","Replica speed 863 markets/s (>= 500), so mode search. 155 generations in 46.1 search minutes across 7 segments under 8 minutes each (state saved under scratch). The search ran while T3's real-engine arms ran concurrently in two segments (CPU sharing only).","Monitor gain over T: +2.585 at start (T3), peak +2.611 at 30.6 min, then flat (+2.610, +2.609, +2.610 at 35.7, 40.8, 46.1 min). Unlike the T3 run, this continuation curve flattened: about +0.027 of monitor gain in 46 minutes, with sigma shrinking from 0.30 to 0.135 under the cap. The best monitored point (30.6 min, generation 103) was frozen.","Replica holdout (8192 seeds, evaluated once after freezing): candidate +2.553 se 0.014 over T, +0.020 se 0.0035 over T3.","Real engine, candidate minus T3: block 1 (9016000..9017023) +0.0406 se 0.0133, 553 wins of 1024; block 2 (9018000..9019023) +0.0101 se 0.0099, 544 wins of 1024. Pooled over 2048 seeds about +0.025. Both blocks are consistent with the replica holdout prediction (+0.020).","Gas: candidate afterSwap peak 238470 (<= 245000), 0 OOG / revert / halt over both blocks; afterInitialize peak 243234, the same as T3 (unchanged code path).","Frozen: weights rounded to 1e-6, non-integer constants to WAD integers, 4 integer constants rounded, as T3 rounds them; only the constant declarations, the three anchor literals and the _head body differ from T3's code; scaling and the rest of the Solidity are unchanged. amm-match validate passes.","HA was not run on the real engine: real-only mode (which pairs T3 with HA) applies only below 500 markets/s. No leaderboard placement is claimed. The improvement over T3 is small (about +0.02 to +0.04 real), far short of the ~+3.1 over HA the top 10 needs."]}