Filter priced market opportunity noise

This commit is contained in:
2569718930@qq.com
2026-07-04 02:32:22 +08:00
parent 1a8713f927
commit 3530fca9f9
2 changed files with 74 additions and 9 deletions
+51
View File
@@ -233,6 +233,57 @@ def test_build_market_opportunities_filters_late_priced_no_when_models_are_in_bu
assert rows == []
def test_build_market_opportunities_filters_priced_no_when_models_support_market_bucket():
event = {
"slug": "highest-temperature-in-buenos-aires-on-july-3-2026",
"markets": [
{
"question": "Will the highest temperature in Buenos Aires be 10°C on July 3?",
"slug": "highest-temperature-in-buenos-aires-on-july-3-2026-10c",
"active": True,
"closed": False,
"enableOrderBook": True,
"liquidity": "141",
"volume": "7749",
"outcomes": '["Yes", "No"]',
"clobTokenIds": '["yes-10", "no-10"]',
}
],
}
row = _row("buenos aires")
row["local_time"] = "15:21"
row["current_max_so_far"] = None
row["deb_prediction"] = 8.7
row["model_cluster_sources"] = {
"AI-GFS": 8.4,
"ECMWF": 8.3,
"ECMWF AIFS": 9.2,
"GFS": 9.5,
"ICON": 9.1,
"GEM": 9.0,
"GDPS": 8.9,
"JMA": 8.8,
"AROME HD": 9.5,
}
row["distribution_full"] = [
{"value": 9, "probability": 0.27},
{"value": 10, "probability": 0.73},
]
rows = build_market_opportunity_rows(
[row],
{"buenos aires": event},
{"yes-10": 0.94, "no-10": 0.08},
max_price=0.20,
side="both",
positive_edge_only=True,
min_edge=0.0,
limit=20,
)
assert rows == []
def test_build_market_opportunities_keeps_late_no_when_bucket_conflicts_with_anchors():
event = {
"slug": "highest-temperature-in-jeddah-on-july-3-2026",