Skip to content

feat: Phase 1 - Synthetic Data Training Integration - #1

Merged
hudsonaikins merged 2 commits into
mainfrom
feat/synthetic-training-integration
Sep 4, 2025
Merged

feat: Phase 1 - Synthetic Data Training Integration#1
hudsonaikins merged 2 commits into
mainfrom
feat/synthetic-training-integration

Conversation

@hudsonaikins

Copy link
Copy Markdown
Contributor

Summary

This PR implements Phase 1 of the synthetic data training integration, establishing the foundation for training Kalshi agents using synthetic data while maintaining full compatibility with the production Redis infrastructure.

Key Components Implemented

1. Synthetic Data Injector (src/integration/synthetic_injector.py)

  • Injects synthetic game and trading data into Redis channels
  • Multiple timing strategies: realtime, accelerated, burst, adaptive
  • Market reaction generation with price impact modeling
  • Performance metrics tracking

2. Training Bridge (src/integration/training_bridge.py)

  • Central coordinator between synthetic data and agent training
  • Configurable training modes: exploration, exploitation, validation, production_prep
  • Integration with AgentAnalytics, MemorySystem, and ConfidenceCalibrator
  • Kelly Criterion calculations and decision tracking

3. Agent Training Harness (src/integration/training_harness.py)

  • Orchestrates complete end-to-end training sessions
  • 10 pre-defined training scenarios
  • Adaptive difficulty adjustment
  • Real-time monitoring with checkpointing
  • Comprehensive metrics: Sharpe ratio, win rate, P&L

4. Training Consumer (src/agents/training_consumer.py)

  • Extended BaseAgentRedisConsumer with training capabilities
  • Decision tracking with context preservation
  • Confidence calibration integration
  • Memory system hooks

Testing

  • ✅ All modules import successfully
  • ✅ Syntax validation passed
  • ✅ Import path corrections applied

Next Steps (Future PRs)

  • Phase 2: Decision Tracking Middleware
  • Phase 3: Training Mode Controller
  • Phase 4: Performance optimization and benchmarking

Notes

This establishes the core infrastructure needed for synthetic data training. The system can now train agents offline using generated data, reducing API costs while maintaining production compatibility.

hudsonaikins and others added 2 commits September 1, 2025 17:32
- Add SyntheticDataInjector for injecting synthetic data into Redis channels
- Create TrainingBridge to coordinate between synthetic data and agent training
- Implement AgentTrainingHarness for orchestrating complete training sessions
- Add TrainingConsumer extending BaseAgentRedisConsumer with training capabilities

Key features:
- 10 pre-defined training scenarios (games, trading, market events)
- Adaptive difficulty adjustment based on performance
- Real-time monitoring and checkpointing
- Comprehensive metrics (Sharpe ratio, win rate, P&L)
- Confidence calibration integration
- Memory system for experience replay

This establishes the foundation for training Kalshi agents using synthetic data
while maintaining full compatibility with the production Redis infrastructure.

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <noreply@anthropic.com>
This commit transforms the proprietary agent-based architecture into
a clean, open-source SDK for algorithmic prediction market trading.

Major Changes:
- Renamed entire platform from "Kalshi Trading Agent" to "Neural SDK"
- Replaced agent architecture with strategy-based framework
- Created comprehensive backtesting module with multiple data providers
- Added complete documentation and examples
- Updated environment variables: KALSHI_* → NEURAL_*
- Removed proprietary code and trading-specific implementations
- Added placeholder methods with clear TODO comments for extension

SDK Features:
- Event-driven backtesting engine with realistic portfolio simulation
- Multiple data provider support (CSV, Parquet, S3, Database)
- Strategy framework with decorators (@SDK.strategy)
- Risk management with Kelly Criterion position sizing
- Real-time data streaming architecture (via src/data_pipeline)
- Comprehensive performance metrics and analytics
- Docker support for containerized deployment

File Structure:
- neural_sdk/ - Core SDK implementation
- examples/ - Usage examples and demonstrations
- docs/ - Complete documentation suite
- src/data_pipeline - Real-time data infrastructure (preserved)
- tests/ - Test suite
- config/ - Configuration files

Installation:
pip install git+https://github.com/IntelIP/kalshi.git@feat/synthetic-training-integration

🤖 Generated with Claude Code

Co-Authored-By: Claude <noreply@anthropic.com>
@hudsonaikins
hudsonaikins merged commit 6184d12 into main Sep 4, 2025
3 of 5 checks passed
hudsonaikins added a commit that referenced this pull request Oct 11, 2025
Fixes #1 (Twitter API domain), #2 (import mismatch), #3/#13 (NumPy compatibility),
#4/#12 (Kalshi game discovery), #5 (SSL certs), #11 (WebSocket auth docs),
#14 (WebSocket market_tickers parameter)

BREAKING CHANGES: None - all changes are backward compatible

Changes:
- Fix Twitter API base URL from twitter-api.io to api.twitterapi.io
- Fix Twitter authentication headers (x-api-key format)
- Fix KalshiAPISource import name (KalshiApiSource)
- Fix get_nfl_games() and get_cfb_games() series_ticker field usage
- Add market_tickers parameter to WebSocket subscribe() method
- Add certifi dependency for SSL certificate verification
- Document NumPy <2.0 requirement with inline comments
- Add comprehensive WebSocket authentication documentation

Documentation:
- Add BUG_FIXES_COMPLETED.md with deployment guide
- Add BETA_BUGS_TRACKING.md with all bug reports
- Add SDK_FIXES_REQUIRED.md with technical specifications
- Add WEBSOCKET_INTEGRATION_GUIDE.md with usage patterns
- Add LIVE_TESTING_FINDINGS.md with test results

Testing:
- All existing tests pass
- No new linter errors
- Verified fixes address reported issues

See BUG_FIXES_COMPLETED.md for full details.
@hudsonaikins
hudsonaikins deleted the feat/synthetic-training-integration branch March 8, 2026 18:34
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant