Fix ledger context being overridden by prescriptive initial prompt
The 13:20:03 run showed the ledger context was counterproductive: the initial prompt's "Start with a multi-timeframe trend-following approach" instruction caused the model to ignore the prior summary and repeat EMA50-based strategies that produced 0 trades across all 15 iterations. Two fixes: - When prior_summary is present, replace the prescriptive starting instruction with one that explicitly defers to the ledger: refine the best prior strategy or try a different approach if all prior results were poor. Prevents the fixed instruction from overriding the context. - Cap ledger entries per unique strategy at 3. A strategy repeated across 11 iterations would contribute 33 entries, drowning out other approaches in the prior summary. 3 entries (one per instrument) is sufficient. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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@@ -674,10 +674,15 @@ async fn load_prior_summary(ledger: &Path, swym: &SwymClient) -> Option<String>
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// We use the full strategy JSON as the grouping key.
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let mut strategy_groups: std::collections::HashMap<String, Vec<(&LedgerEntry, Option<&RunMetricsSummary>)>> =
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std::collections::HashMap::new();
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// Cap at 3 entries per unique strategy (one per instrument is enough).
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// Without this, a strategy repeated across many iterations swamps the summary.
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for entry in &entries {
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let key = serde_json::to_string(&entry.strategy).unwrap_or_default();
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let m = metrics_map.get(&entry.run_id).copied();
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strategy_groups.entry(key).or_default().push((entry, m));
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let group = strategy_groups.entry(key).or_default();
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if group.len() < 3 {
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let m = metrics_map.get(&entry.run_id).copied();
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group.push((entry, m));
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}
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}
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// Compute avg sharpe per strategy group
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@@ -499,14 +499,22 @@ pub fn initial_prompt(instruments: &[String], candle_intervals: &[String], prior
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Some(s) => format!("{s}\n\n"),
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None => String::new(),
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};
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let starting_instruction = if prior_summary.is_some() {
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"Based on the prior results above: if the best strategy has promising metrics, \
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refine it. If all prior results were poor (0 trades or deeply negative Sharpe), try a \
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clearly different indicator family or candle interval than what was already attempted. \
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Do NOT repeat approaches that consistently produced 0 trades."
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} else {
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"Start with a multi-timeframe trend-following approach with proper risk management \
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(stop-loss, time exit, and ATR-based position sizing)."
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};
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format!(
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r#"{prior_section}Design a trading strategy for crypto spot markets.
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Available instruments: {}
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Available candle intervals: {}
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Start with a multi-timeframe trend-following approach with proper risk management
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(stop-loss, time exit, and ATR-based position sizing). Use "usdc" as the quote asset.
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{starting_instruction} Use "usdc" as the quote asset.
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Respond with ONLY the strategy JSON."#,
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instruments.join(", "),
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