Add multimodel context to market opportunities

This commit is contained in:
2569718930@qq.com
2026-07-04 01:59:48 +08:00
parent 9d76e90a28
commit 1a8713f927
5 changed files with 235 additions and 13 deletions
+54 -3
View File
@@ -103,6 +103,13 @@ def test_build_market_opportunities_scans_yes_and_no_low_price_edges():
assert yes["model_probability"] == 0.46
assert yes["yes_probability"] == 0.46
assert yes["side_probability"] == 0.46
assert yes["model_cluster_sources"] == {"ECMWF": 32.0, "GFS": 33.0, "ICON": 31.0}
assert yes["model_min"] == 31.0
assert yes["model_max"] == 33.0
assert yes["models_below_bucket"] == 2
assert yes["models_in_bucket"] == 1
assert yes["models_above_bucket"] == 0
assert yes["models_above_deb"] == 1
assert yes["ask_price"] == 0.18
assert round(yes["edge"], 2) == 0.28
assert no["model_probability"] == 0.10
@@ -185,7 +192,7 @@ def test_build_market_opportunities_aggregates_fahrenheit_distribution():
assert round(rows[0]["edge"], 2) == 0.46
def test_build_market_opportunities_filters_late_priced_no_noise():
def test_build_market_opportunities_filters_late_priced_no_when_models_are_in_bucket():
event = {
"slug": "highest-temperature-in-jeddah-on-july-3-2026",
"markets": [
@@ -205,8 +212,8 @@ def test_build_market_opportunities_filters_late_priced_no_noise():
row = _row("jeddah")
row["local_time"] = "19:22"
row["current_max_so_far"] = None
row["deb_prediction"] = 35.3
row["model_cluster_sources"] = {"ECMWF": 34.5, "GFS": 44.0, "ICON": 35.0}
row["deb_prediction"] = 35.8
row["model_cluster_sources"] = {"ECMWF": 35.7, "GFS": 36.1, "ICON": 36.2}
row["distribution_full"] = [
{"value": 36, "probability": 0.10},
{"value": 37, "probability": 0.90},
@@ -270,6 +277,50 @@ def test_build_market_opportunities_keeps_late_no_when_bucket_conflicts_with_anc
assert rows[0]["side_probability"] == 0.90
def test_build_market_opportunities_keeps_late_no_when_models_are_above_bucket():
event = {
"slug": "highest-temperature-in-jeddah-on-july-3-2026",
"markets": [
{
"question": "Will the highest temperature in Jeddah be 36°C on July 3?",
"slug": "highest-temperature-in-jeddah-on-july-3-2026-36c",
"active": True,
"closed": False,
"enableOrderBook": True,
"liquidity": "154",
"volume": "6833",
"outcomes": '["Yes", "No"]',
"clobTokenIds": '["yes-36", "no-36"]',
}
],
}
row = _row("jeddah")
row["local_time"] = "19:22"
row["current_max_so_far"] = None
row["deb_prediction"] = 35.3
row["model_cluster_sources"] = {"ECMWF": 37.0, "GFS": 38.5, "ICON": 36.8}
row["distribution_full"] = [
{"value": 36, "probability": 0.10},
{"value": 37, "probability": 0.90},
]
rows = build_market_opportunity_rows(
[row],
{"jeddah": event},
{"yes-36": 0.99, "no-36": 0.01},
max_price=0.20,
side="both",
positive_edge_only=True,
min_edge=0.0,
limit=20,
)
assert len(rows) == 1
assert rows[0]["models_above_bucket"] == 3
assert rows[0]["models_in_bucket"] == 0
assert rows[0]["side"] == "no"
def test_ops_market_opportunities_requires_ops_admin(monkeypatch):
def deny(_request):
raise HTTPException(status_code=403, detail="ops only")