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Vest: a day that lost to the bot's limit stops, even with Vest room left

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The daily-loss room on Vest was min(the stage's limit, balance − Vest's
floor), which ignored the day's losses against the bot's own limit. With
the type's $1,229 under Vest's 3% ($1,500), five 50k evals that had
lost $1,111.65 today still saw $388 of room and traded again. The room
is now min(limit + the day's realized loss, balance − floor).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-10-26 18:55:54 -05:00
co-authored by Claude Opus 5.5
parent 32081f3dcf
commit 29eaf64a6b
4 changed files with 39 additions and 14 deletions
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scripts/check-trading-logic.mjs
+15 -8
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@@ -999,17 +999,24 @@ test('same-day stages: today\'s payouts pick the stage, and a stage may carry it
assert.deepEqual(stageInputsFor({}, 7, { stagesSameDay: true }), { dailyLossLimit: 0, stagesSameDay: true, sameDayWithdrawals: 0 });
});
test('floorRoom: the platform\'s own floor, never more than the stage\'s limit', () => {
test('floorRoom: the platform\'s own floor, never more than what\'s left of the stage\'s limit', () => {
// Fresh day: $50k, Vest floor $48,500, the type's $1,229.
assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 50000, floor: 48500 }), 1229);
// Won $1,500 and claimed it: balance $50k, Vest's floor lowered to $47k.
// Stage 2's $3,000 limit gets all of it.
assert.equal(floorRoom({ dailyLossLimit: 3000, closedBalance: 50000, floor: 47000 }), 3000);
assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 50000, floor: 48500, realizedToday: 0 }), 1229);
// Lost $1,111.65 today: Vest still allows $388.35, but the bot's own
// $1,229 day has only $117.35 left.
assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 48888.35, floor: 48500, realizedToday: -1111.65 }), 117.35);
// A green day doesn't widen the limit.
assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 50600, floor: 48500, realizedToday: 600 }), 1229);
// Won $1,500 and claimed it: balance $50k, Vest's floor lowered to $47k,
// the day's P&L counted from the claim. Stage 2's $3,000 gets all of it.
assert.equal(floorRoom({ dailyLossLimit: 3000, closedBalance: 50000, floor: 47000, realizedToday: 0 }), 3000);
// ...and after a $500 stage-2 loss, $2,500 either way.
assert.equal(floorRoom({ dailyLossLimit: 3000, closedBalance: 49500, floor: 47000, realizedToday: -500 }), 2500);
// If Vest hadn't lowered the floor, only what it really leaves.
assert.equal(floorRoom({ dailyLossLimit: 3000, closedBalance: 50000, floor: 48500 }), 1500);
assert.equal(floorRoom({ dailyLossLimit: 3000, closedBalance: 50000, floor: 48500, realizedToday: 0 }), 1500);
// Below the floor already: negative room (no trade).
assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 48400, floor: 48500 }), -100);
assert.equal(floorRoom({ dailyLossLimit: 0, closedBalance: 50000, floor: 48500 }), Infinity);
assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 48400, floor: 48500, realizedToday: -1600 }), -371);
assert.equal(floorRoom({ dailyLossLimit: 0, closedBalance: 50000, floor: 48500, realizedToday: -900 }), Infinity);
});
test('the day after a claim: a fresh cycle that aims at the next stage\'s target', () => {