CLV instrument repair: fix attachClosingProb read + recoverable market_unavailable
The closing_prob funnel collapsed 100k priced captures -> 59 usable. Root cause (VERIFIED against prod, join key is PERFECT with 0 mismatches): - attachClosingProb read closing_captures with .limit(50000) and NO ORDER BY on a 730k-row table that is 86% refusal rows -> saw ~7% for MLB, missed most priced closes and declared 200+ rows closeless that HAD a capture. - market_unavailable_reason was write-once/terminal, so a row wrongly declared (truncated read / premature declaration before the capture was visible) could never recover even once its genuine capture existed. 298 rows (204 MLB + 94 WNBA) were stuck this way. Fix (CLV computation only — no grade/locked_odds/outcome touched): - Read ONLY priced captures (missed_reason IS NULL, both odds NOT NULL), scoped to the candidate rows' game_dates -> small AND complete, no arbitrary truncation. - Drop the market_unavailable exclusion from candidates; make it a re-checkable absence: a genuine close now UPGRADES the row (writes closing_prob, clears the verdict). closing_prob stays write-once (first true close wins). No capture + past game -> still declared absent (honest). No churn on already-absent rows. - New internal trigger POST /api/internal/ledger/attach-closing[/:sport] for backfill + verification (scheduler already runs attach per tick). Recovers ~312 usable closes (59 -> ~371), MLB included. Capture itself was healthy all along (94.9% MLB / 95.8% WNBA per-prop coverage). Full suite 3835 green (17/17 instrument tests incl. 2 new recovery cases), web build exit 0. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01VsztNChZ7vEvSR61AuMhD1
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@@ -405,6 +405,33 @@ router.post('/ledger/settle', async (req, res) => {
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}
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});
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/**
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* POST /api/internal/ledger/attach-closing[/:sport] — CLV instrument repair.
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* Attach the de-vigged closing probability from `closing_captures` onto locked
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* model-record rows. Recovers rows a truncated read / premature verdict wrongly
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* declared closeless (market_unavailable is a re-checkable absence, not terminal).
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* Idempotent: `closing_prob` is write-once; a row with a genuine close never
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* changes, and a row with no capture stays honestly absent.
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*/
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async function attachClosingHandler(req, res) {
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const ledger = require('../services/ledgerService');
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const ALL = ['mlb', 'wnba', 'nba', 'soccer'];
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const only = String(req.params.sport || '').toLowerCase();
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const sports = only ? [only] : ALL;
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try {
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const results = {};
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for (const sp of sports) results[sp] = await ledger.attachClosingProb(sp, { limit: Number(req.query.limit) || undefined });
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return res.json({ ok: true, results });
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} catch (err) {
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const message = err && err.message ? err.message : String(err);
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console.error('[internal/ledger/attach-closing] failed:', message);
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return res.status(500).json({ ok: false, error: message });
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}
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}
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// Express 5 (path-to-regexp v8) has no `/:sport?` optional param — register both.
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router.post('/ledger/attach-closing', attachClosingHandler);
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router.post('/ledger/attach-closing/:sport', attachClosingHandler);
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/**
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* POST /api/internal/newsletter/send (Session S7, a1) — assemble today's
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* VYNDR REPORT from the pipeline (snapshot signals + streak lens + the
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@@ -342,11 +342,17 @@ async function attachClosingProb(sport, opts = {}) {
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const sb = opts.sb || defaultClient();
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const sp = String(sport || '').toLowerCase();
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// Candidates: any locked model-record row still lacking a real close. We do
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// NOT exclude rows already stamped market_unavailable_reason — that verdict is
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// a RE-CHECKABLE absence, not terminal. A capture we couldn't see before (the
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// read was truncated) or that landed after a premature declaration must be
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// able to upgrade the row. `closing_prob` itself stays write-once (the filter
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// below), so the FIRST true close still wins and is never rewritten.
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const { data: rows, error } = await sb.from('ledger_entries')
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.select('id, player_key, stat, side, game_date')
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.select('id, player_key, stat, side, game_date, market_unavailable_reason')
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.is('user_id', null).eq('sport', sp)
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.is('closing_prob', null).is('market_unavailable_reason', null)
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.limit(opts.limit || 2000);
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.is('closing_prob', null)
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.limit(opts.limit || 5000);
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if (error) return { updated: 0, error: error.message };
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if (!rows || !rows.length) return { updated: 0, absent: 0 };
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@@ -355,10 +361,20 @@ async function attachClosingProb(sport, opts = {}) {
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// the grade-time fair price uses, which is what makes lock and close
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// comparable at all. Asking this table for a `fair_prob` column is a bug: it
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// has none, and every row then looks closeless.
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//
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// READ FIX (CLV instrument repair): the table is ~86% refusal rows, and the
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// old `.limit(50000)` with no ORDER BY read an arbitrary slice — for MLB
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// (730k rows) it saw ~7% and declared 200+ rows closeless that HAD a priced
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// capture. Read only PRICED captures, scoped to the candidate rows' game
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// dates, so the set is small AND complete.
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const { devigTwoWay } = require('../utils/devig');
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const { data: caps } = await sb.from('closing_captures')
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const dates = [...new Set(rows.map((r) => r.game_date).filter(Boolean))];
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let capsQuery = sb.from('closing_captures')
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.select('player_key, stat, side, game_date, over_odds, under_odds, captured_at, missed_reason')
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.eq('sport', sp).limit(50000);
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.eq('sport', sp).is('missed_reason', null)
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.not('over_odds', 'is', null).not('under_odds', 'is', null);
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if (dates.length) capsQuery = capsQuery.in('game_date', dates);
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const { data: caps } = await capsQuery.limit(opts.capLimit || 200000);
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// Latest usable capture per identity = the TRUE close.
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const best = new Map();
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@@ -378,17 +394,28 @@ async function attachClosingProb(sport, opts = {}) {
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// rows market-unavailable would be premature absence — as dishonest in the
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// other direction as imputing one. Only a past game can be declared closeless.
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const cutoff = opts.beforeDate || todayET();
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let recovered = 0;
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for (const r of rows) {
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const hit = best.get(`${r.player_key}|${r.stat}|${r.side}|${r.game_date}`);
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if (!hit && String(r.game_date) >= String(cutoff)) continue; // still capturable
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const patch = hit
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? { closing_prob: hit.fair_prob, closing_captured_at: hit.captured_at }
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: { market_unavailable_reason: 'no_usable_close' };
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const { error: e } = await sb.from('ledger_entries').update(patch).eq('id', r.id);
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if (hit) {
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// A real close — write it and CLEAR any prior (premature/truncation-bug)
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// market-unavailable verdict. This is the recovery path: a row wrongly
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// declared closeless is upgraded the moment its genuine capture is seen.
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const patch = { closing_prob: hit.fair_prob, closing_captured_at: hit.captured_at, market_unavailable_reason: null };
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const { error: e } = await sb.from('ledger_entries').update(patch).eq('id', r.id);
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if (e) continue;
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updated += 1;
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if (r.market_unavailable_reason) recovered += 1;
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continue;
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}
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// No usable close found for this row.
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if (String(r.game_date) >= String(cutoff)) continue; // future/today — a close can still arrive
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if (r.market_unavailable_reason) continue; // already honestly declared absent — leave it
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const { error: e } = await sb.from('ledger_entries').update({ market_unavailable_reason: 'no_usable_close' }).eq('id', r.id);
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if (e) continue;
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if (hit) updated += 1; else absent += 1;
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absent += 1;
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}
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return { updated, absent, candidates: rows.length };
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return { updated, absent, recovered, candidates: rows.length };
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}
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/**
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@@ -78,6 +78,7 @@ describe('attachClosingProb — the market half', () => {
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from: (t) => ({
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select: () => ({
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is: function () { return this; }, eq: function () { return this; },
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not: function () { return this; }, in: function () { return this; },
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limit: async () => ({ data: t === 'ledger_entries' ? rows : caps, error: null }),
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}),
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update: (patch) => ({ eq: async (_c, id) => { updates.push({ id, patch }); return { error: null }; } }),
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@@ -150,6 +151,30 @@ describe('attachClosingProb — the market half', () => {
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const fn = src.slice(src.indexOf('async function attachClosingProb'));
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expect(fn).toMatch(/\.is\('closing_prob', null\)/);
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});
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// CLV instrument repair — the write-once verdict on market_unavailable_reason
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// was permanent, so a row wrongly declared closeless (truncated read /
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// premature declaration) could never recover even though its capture existed.
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it('RECOVERS a row previously declared market_unavailable when a real close now exists', async () => {
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const sb = makeSb({
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rows: [{ ...ROW, market_unavailable_reason: 'no_usable_close' }],
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caps: [{ player_key: 'josh bell', stat: 'hits', side: 'over', game_date: '2026-07-20', over_odds: -210, under_odds: 170, captured_at: '2026-07-20T22:50:00Z' }],
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});
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const out = await ledger.attachClosingProb('mlb', { sb, beforeDate: '2026-07-21' });
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expect(out.updated).toBe(1);
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expect(out.recovered).toBe(1);
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expect(sb.updates[0].patch.closing_prob).toBe(0.647);
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// the buggy verdict is CLEARED, not left stale beside a real close.
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expect(sb.updates[0].patch.market_unavailable_reason).toBeNull();
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});
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it('leaves an already-declared row untouched when there is STILL no capture (no churn, no re-write)', async () => {
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const sb = makeSb({ rows: [{ ...ROW, market_unavailable_reason: 'no_usable_close' }], caps: [] });
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const out = await ledger.attachClosingProb('mlb', { sb, beforeDate: '2026-07-21' });
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expect(out.updated).toBe(0);
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expect(out.absent).toBe(0);
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expect(sb.updates).toHaveLength(0); // no write at all
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});
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});
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describe('what stays measurable when the market is absent', () => {
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