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Filter priced market opportunity noise

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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
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web/services/ops/market_opportunities.py
+23 -9
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@@ -299,7 +299,17 @@ def _option_near_value(option: Mapping[str, Any], value: Any) -> bool:
return False
def _is_late_priced_no_noise(
def _option_effective_bounds(option: Mapping[str, Any]) -> Tuple[Optional[float], Optional[float]]:
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
return effective_lower, effective_upper
def _is_priced_no_noise(
row: Mapping[str, Any],
option: Mapping[str, Any],
ask_prices_by_token: Mapping[str, Optional[float]],
@@ -309,26 +319,30 @@ def _is_late_priced_no_noise(
model_median: Optional[float],
model_relation: Optional[Mapping[str, Any]] = None,
) -> bool:
if no_ask > 0.05:
return False
hour = _local_hour(row)
if hour is None or hour < 17:
if no_ask > 0.20:
return False
yes_token = tokens.get("yes")
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)
above = int(relation.get("models_above_bucket") or 0)
below = int(relation.get("models_below_bucket") or 0)
inside = int(relation.get("models_in_bucket") or 0)
if outside > inside:
if above > max(inside, below):
return False
anchors = (
row.get("current_max_so_far"),
row.get("deb_prediction"),
model_median,
)
return any(_option_near_value(option, anchor) for anchor in anchors)
if any(_option_near_value(option, anchor) for anchor in anchors):
return True
effective_lower, _effective_upper = _option_effective_bounds(option)
model_max = _finite_number(relation.get("model_max"))
if above == 0 and inside > 0 and effective_lower is not None and model_max is not None:
return model_max >= effective_lower
return False
def _market_tokens(market: Mapping[str, Any]) -> Dict[str, Optional[str]]:
@@ -418,7 +432,7 @@ def build_market_opportunity_rows(
ask_number = _finite_number(ask)
if ask_number is None or ask_number <= 0 or ask_number > float(max_price):
continue
if option_side == "no" and _is_late_priced_no_noise(
if option_side == "no" and _is_priced_no_noise(
scan_row,
option,
ask_prices_by_token,