{ "key": "f-behind-level", "mech": "rest behind rival best inside midpoint band", "approach": "Blind subclass overlay of hash-verified N. At inclusive rival midpoint 20..80 cents, move bids at or above rival best bid to bid-1 and asks at or below rival best ask to ask+1. Quantities unchanged. Apply to new placements and surviving own resting orders; retain N cancellations. All spreads 1..4 eligible. One fixed variant; no tuning search or promotion.", "tried": [ "behind: midpoint [20,80], one tick behind, all spreads; only variant" ], "next": "Reject the all-spread rest-behind overlay: holdout replicates the tuning loss. Screen only, never a promotion; no finalist seeds used.", "spreads_acted": [ 1, 2, 3, 4 ], "off_equals_n": { "passed": true, "seeds": [ 310000, 310009 ], "steps": 20000, "method": "Two independent instances receive identical StepState each callback; compare complete action lists, execute N actions." }, "code": "from orderbook_pm_challenge.types import PlaceOrder as _Place, CancelOrder as _Cancel, CancelAll as _CancelAll, Side as _Side\nfrom dataclasses import replace as _replace\n\nclass Strategy(_N):\n enabled = True\n spreads_acted = (1, 2, 3, 4)\n\n def on_step(self, state):\n actions = list(super().on_step(state))\n if not self.enabled or self.s not in self.spreads_acted:\n return actions\n bid = state.competitor_best_bid_ticks\n ask = state.competitor_best_ask_ticks\n if bid is None or ask is None or not 40 <= bid + ask <= 160:\n return actions\n\n def behind(side, price):\n if side == _Side.BUY and price >= bid and bid > 1:\n return bid - 1\n if side == _Side.SELL and price <= ask and ask < 99:\n return ask + 1\n return price\n\n moved = [\n _replace(a, price_ticks=behind(a.side, a.price_ticks))\n if isinstance(a, _Place) else a for a in actions\n ]\n # Resting orders that N leaves alive must follow the same price rule.\n if not any(isinstance(a, _CancelAll) for a in actions):\n cancelled = {a.order_id for a in actions if isinstance(a, _Cancel)}\n adjustments = []\n for order in state.own_orders:\n if order.order_id in cancelled:\n continue\n price = behind(order.side, order.price_ticks)\n if price != order.price_ticks:\n adjustments.extend([\n _Cancel(order.order_id),\n _Place(order.side, price, order.remaining_quantity),\n ])\n moved = adjustments + moved\n return moved\n", "code_sha256": "0e0ae3279638bb6672854065fa1a1ccf0dd7ab912e3022093f8e1bf073c5a1a2", "assembled_sha256": "b459788a5040f3fe023c4fb6512e868cb54c7c39f3f92a27029ca16599969689", "tuning": { "incumbent_code_sha256": "bf0d179f3e47d28819f6fa7e0d25548c2ced43374c216d36460b00a26a26ffae", "seeds": [ 320000, 320199 ], "selected": "behind", "variants": [ { "name": "behind", "paired": { "seeds": [ 320000, 320199 ], "n": 200, "complete": true, "missing_seeds": [], "overall": { "n": 200, "sum_d": -4045.5470299284, "sum_d2": 172643.09449863978, "mean_diff": -20.227735149642, "se": 1.510522893938135, "incumbent_mean": 98.47071831456549, "candidate_mean": 78.2429831649235, "retail_diff": -18.5598117446285, "arb_diff": -1.6679234050385 }, "by_spread": { "1": { "n": 50, "sum_d": -329.396951458, "sum_d2": 7775.869342092228, "mean_diff": -6.58793902916, "se": 1.5126436257657299, "incumbent_mean": 25.711261479664, "candidate_mean": 19.123322450504002, "retail_diff": 1.6355244770539994, "arb_diff": -8.223463506198 }, "2": { "n": 50, "sum_d": -509.2738799687, "sum_d2": 7402.59245663922, "mean_diff": -10.185477599374, "se": 0.9509167993544908, "incumbent_mean": 61.219908510538, "candidate_mean": 51.034430911164, "retail_diff": -11.95728876688, "arb_diff": 1.7718111675120003 }, "3": { "n": 48, "sum_d": -1119.3322523005, "sum_d2": 39900.77911995201, "mean_diff": -23.31942192292708, "se": 2.4731356306905106, "incumbent_mean": 130.8342429047854, "candidate_mean": 107.51482098185834, "retail_diff": -25.067521685812498, "arb_diff": 1.7480997628270833 }, "4": { "n": 52, "sum_d": -2087.5439462012, "sum_d2": 117563.85357995633, "mean_diff": -40.14507588848461, "se": 3.567874690008854, "incumbent_mean": 174.37579815333268, "candidate_mean": 134.23072226484808, "retail_diff": -38.31986718298846, "arb_diff": -1.8252087055596158 } } } } ] }, "paired": { "seeds": [ 430000, 430499 ], "n": 500, "complete": true, "missing_seeds": [], "overall": { "n": 500, "sum_d": -9097.4713684522, "sum_d2": 412232.3948300254, "mean_diff": -18.194942736904398, "se": 0.994381862011086, "incumbent_mean": 95.54201511346659, "candidate_mean": 77.3470723765622, "retail_diff": -16.7792795159174, "arb_diff": -1.4156632209834006 }, "by_spread": { "1": { "n": 131, "sum_d": -646.6903892993998, "sum_d2": 60388.02330811718, "mean_diff": -4.936567857247327, "se": 1.8326264778516703, "incumbent_mean": 38.277936657049615, "candidate_mean": 33.34136879980229, "retail_diff": 3.141004314660307, "arb_diff": -8.07757217188855 }, "2": { "n": 120, "sum_d": -1174.7681332522998, "sum_d2": 17016.686687058947, "mean_diff": -9.789734443769165, "se": 0.6215109125284222, "incumbent_mean": 77.8558643979175, "candidate_mean": 68.06612995414834, "retail_diff": -11.405172225211667, "arb_diff": 1.6154377814524992 }, "3": { "n": 133, "sum_d": -2996.7537469727004, "sum_d2": 103615.87825895115, "mean_diff": -22.531983059945116, "se": 1.4338349013541491, "incumbent_mean": 146.55140363646615, "candidate_mean": 124.01942057652104, "retail_diff": -24.22411039706015, "arb_diff": 1.6921273370804506 }, "4": { "n": 116, "sum_d": -4279.2590989278, "sum_d2": 231211.80657589808, "mean_diff": -36.89016464592931, "se": 2.3448759705751696, "incumbent_mean": 120.02204692465259, "candidate_mean": 83.13188227872328, "retail_diff": -36.29899977021379, "arb_diff": -0.5911648756922424 } } }, "failures": [], "check_values": [ 17.1160017503, 20.0171113118, 2.3903113616, 241.4847522404 ], "python_version": "3.12.3", "seconds_per_simulation": 0.5865310551596232 }