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
+58 -7
View File
@@ -213,15 +213,21 @@ def _bucket_probability(row: Mapping[str, Any], option: Mapping[str, Any]) -> Op
return _round_probability(probability)
def _model_stats(row: Mapping[str, Any]) -> Tuple[Optional[float], Optional[float]]:
def _model_sources(row: Mapping[str, Any]) -> Dict[str, float]:
sources = row.get("model_cluster_sources") or {}
if not isinstance(sources, Mapping):
return None, None
values = sorted(
number
for number in (_finite_number(value) for value in sources.values())
if number is not None
)
return {}
result: Dict[str, float] = {}
for name, value in sources.items():
number = _finite_number(value)
if number is None:
continue
result[str(name)] = round(number, 1)
return result
def _model_stats(row: Mapping[str, Any]) -> Tuple[Optional[float], Optional[float]]:
values = sorted(_model_sources(row).values())
if not values:
return None, None
mid = len(values) // 2
@@ -229,6 +235,42 @@ def _model_stats(row: Mapping[str, Any]) -> Tuple[Optional[float], Optional[floa
return round(median, 1), round(max(values) - min(values), 1)
def _model_option_relation(
row: Mapping[str, Any],
option: Mapping[str, Any],
) -> Dict[str, Any]:
sources = _model_sources(row)
values = list(sources.values())
lower = _finite_number(option.get("lower"))
upper = _finite_number(option.get("upper"))
unit = str(option.get("unit") or "").upper()
half_width = 1.0 if "F" in unit and lower != upper else 0.5
effective_lower = lower - half_width if lower is not None else None
effective_upper = upper + half_width if upper is not None else None
below = 0
inside = 0
above = 0
for value in values:
if effective_lower is not None and value < effective_lower:
below += 1
elif effective_upper is not None and value > effective_upper:
above += 1
else:
inside += 1
deb = _finite_number(row.get("deb_prediction"))
above_deb = sum(1 for value in values if deb is not None and value > deb)
return {
"model_cluster_sources": sources,
"model_count": len(values),
"model_min": round(min(values), 1) if values else None,
"model_max": round(max(values), 1) if values else None,
"models_below_bucket": below,
"models_in_bucket": inside,
"models_above_bucket": above,
"models_above_deb": above_deb,
}
def _local_hour(row: Mapping[str, Any]) -> Optional[int]:
text = str(row.get("local_time") or "").strip()
if not text:
@@ -265,6 +307,7 @@ def _is_late_priced_no_noise(
*,
no_ask: float,
model_median: Optional[float],
model_relation: Optional[Mapping[str, Any]] = None,
) -> bool:
if no_ask > 0.05:
return False
@@ -275,6 +318,11 @@ def _is_late_priced_no_noise(
yes_ask = _finite_number(ask_prices_by_token.get(yes_token)) if yes_token else None
if yes_ask is not None and yes_ask < 0.80:
return False
relation = model_relation or _model_option_relation(row, option)
outside = int(relation.get("models_above_bucket") or 0) + int(relation.get("models_below_bucket") or 0)
inside = int(relation.get("models_in_bucket") or 0)
if outside > inside:
return False
anchors = (
row.get("current_max_so_far"),
row.get("deb_prediction"),
@@ -361,6 +409,7 @@ def build_market_opportunity_rows(
if model_probability is None:
continue
tokens = _market_tokens(market)
model_relation = _model_option_relation(scan_row, option)
for option_side in _iter_market_sides(side):
token_id = tokens.get(option_side)
if not token_id:
@@ -376,6 +425,7 @@ def build_market_opportunity_rows(
tokens,
no_ask=ask_number,
model_median=model_median,
model_relation=model_relation,
):
continue
target_probability = (
@@ -411,6 +461,7 @@ def build_market_opportunity_rows(
"deb_prediction": _finite_number(scan_row.get("deb_prediction")),
"model_median": model_median,
"model_spread": model_spread,
**model_relation,
"local_time": scan_row.get("local_time"),
"region": row_region,
}