feat: implement PolyWeather dashboard with map UI, data collection, analysis, and comprehensive documentation.

This commit is contained in:
2569718930@qq.com
2026-03-10 09:02:56 +08:00
parent aab4477ab3
commit 396c373cba
18 changed files with 2398 additions and 634 deletions
+158
View File
@@ -421,6 +421,111 @@ def _join_trigger_types_cn(rules: Dict[str, Dict[str, Any]]) -> str:
return " + ".join(parts)
def _norm_probability(v: Any) -> Optional[float]:
n = _sf(v)
if n is None:
return None
if n > 1.0:
n = n / 100.0
return max(0.0, min(1.0, n))
def _fmt_percent(v: Any) -> str:
n = _norm_probability(v)
if n is None:
return "--"
return f"{n * 100:.1f}%"
def _fmt_cents(v: Any) -> str:
n = _norm_probability(v)
if n is None:
return "--"
cents = n * 100.0
return f"{cents:.1f}c"
def _bucket_label(bucket: Any) -> Optional[str]:
if not isinstance(bucket, dict):
return None
direct = (
str(bucket.get("label") or "").strip()
or str(bucket.get("bucket") or "").strip()
or str(bucket.get("range") or "").strip()
)
if direct:
return direct
value = _sf(bucket.get("value"))
if value is not None:
return f"{round(value)}C"
temp = _sf(bucket.get("temp"))
if temp is not None:
return f"{round(temp)}C"
return None
def _extract_market_snapshot(city_weather: Dict[str, Any]) -> Dict[str, Any]:
scan = city_weather.get("market_scan") or {}
if not isinstance(scan, dict):
return {"available": False}
if not scan.get("available"):
return {"available": False}
yes_buy = _norm_probability(scan.get("yes_buy"))
yes_sell = _norm_probability(scan.get("yes_sell"))
market_prob = _norm_probability(
scan.get("market_price")
or ((scan.get("yes_token") or {}).get("implied_probability"))
)
model_prob = _norm_probability(scan.get("model_probability"))
spread = None
if yes_buy is not None and yes_sell is not None:
spread = abs(yes_sell - yes_buy)
top_bucket = None
top_bucket_rows: List[Dict[str, Any]] = []
top_buckets = scan.get("top_buckets") or []
if isinstance(top_buckets, list):
normalized = []
for row in top_buckets:
if not isinstance(row, dict):
continue
p = _norm_probability(row.get("probability"))
if p is None:
continue
normalized.append((p, row))
if normalized:
normalized.sort(key=lambda x: x[0], reverse=True)
top_bucket = normalized[0][1]
for p, row in normalized[:4]:
top_bucket_rows.append(
{
"label": _bucket_label(row),
"probability": p,
"yes_buy": _norm_probability(row.get("yes_buy")),
"yes_sell": _norm_probability(row.get("yes_sell")),
}
)
return {
"available": True,
"selected_bucket": _bucket_label(scan.get("temperature_bucket")),
"top_bucket": _bucket_label(top_bucket) if isinstance(top_bucket, dict) else None,
"top_bucket_prob": _norm_probability(
top_bucket.get("probability") if isinstance(top_bucket, dict) else None
),
"market_prob": market_prob,
"model_prob": model_prob,
"yes_buy": yes_buy,
"yes_sell": yes_sell,
"spread": spread,
"edge_percent": _sf(scan.get("edge_percent")),
"signal_label": scan.get("signal_label"),
"confidence": scan.get("confidence"),
"top_bucket_rows": top_bucket_rows,
}
def _build_advice_cn(
rules: Dict[str, Dict[str, Any]],
temp_symbol: str,
@@ -472,6 +577,7 @@ def _build_telegram_messages(
city_weather: Dict[str, Any],
rules: Dict[str, Dict[str, Any]],
map_url: Optional[str],
market_snapshot: Optional[Dict[str, Any]] = None,
suppression: Optional[Dict[str, Any]] = None,
) -> Dict[str, str]:
temp_symbol = city_weather.get("temp_symbol", "°C")
@@ -482,6 +588,7 @@ def _build_telegram_messages(
center_deb = rules.get("ankara_center_deb_hit", {})
momentum = rules.get("momentum_spike", {})
advection = rules.get("advection", {})
market_snapshot = market_snapshot or _extract_market_snapshot(city_weather)
if current_temp is None:
return {"zh": "", "en": ""}
@@ -559,6 +666,30 @@ def _build_telegram_messages(
lines_zh.append(peak_line)
if lead_line:
lines_zh.append(lead_line)
if market_snapshot.get("available") and market_snapshot.get("top_bucket_rows"):
lines_zh.append("市场结算概率分布(Top4):")
for row in (market_snapshot.get("top_bucket_rows") or [])[:4]:
label = row.get("label") or "--"
prob_text = _fmt_percent(row.get("probability"))
yes_buy_text = _fmt_cents(row.get("yes_buy"))
lines_zh.append(f"{label} {prob_text} | 买Yes: {yes_buy_text}")
if market_snapshot.get("available") and not market_snapshot.get("top_bucket_rows"):
market_edge = _sf(market_snapshot.get("edge_percent"))
market_edge_text = f"{market_edge:+.1f}%" if market_edge is not None else "--"
lines_zh.append(
"市场联动:同桶 "
f"模型 {_fmt_percent(market_snapshot.get('model_prob'))} vs "
f"市场 {_fmt_percent(market_snapshot.get('market_prob'))} | "
f"Yes {_fmt_cents(market_snapshot.get('yes_buy'))}/{_fmt_cents(market_snapshot.get('yes_sell'))} | "
f"点差 {_fmt_cents(market_snapshot.get('spread'))} | "
f"偏差 {market_edge_text} | "
f"信号 {market_snapshot.get('signal_label') or '--'}/{market_snapshot.get('confidence') or '--'}"
)
if market_snapshot.get("top_bucket"):
lines_zh.append(
f"市场最热桶:{market_snapshot.get('top_bucket')} "
f"({_fmt_percent(market_snapshot.get('top_bucket_prob'))})"
)
lines_zh.append(f"AI 建议:{advice}")
lines_zh.append(f"点击查看实时地图:{final_map}")
@@ -602,6 +733,30 @@ def _build_telegram_messages(
f"Peak state: intraday high {max_so_far:.1f}{temp_symbol} at {max_temp_time}, "
f"now off by {rollback:.1f}{temp_symbol}"
)
if market_snapshot.get("available") and market_snapshot.get("top_bucket_rows"):
lines_en.append("Settlement distribution (Top4):")
for row in (market_snapshot.get("top_bucket_rows") or [])[:4]:
label = row.get("label") or "--"
prob_text = _fmt_percent(row.get("probability"))
yes_buy_text = _fmt_cents(row.get("yes_buy"))
lines_en.append(f"{label} {prob_text} | Buy Yes: {yes_buy_text}")
if market_snapshot.get("available") and not market_snapshot.get("top_bucket_rows"):
market_edge = _sf(market_snapshot.get("edge_percent"))
market_edge_text = f"{market_edge:+.1f}%" if market_edge is not None else "--"
lines_en.append(
"Market: same-bucket "
f"model {_fmt_percent(market_snapshot.get('model_prob'))} vs "
f"market {_fmt_percent(market_snapshot.get('market_prob'))} | "
f"Yes {_fmt_cents(market_snapshot.get('yes_buy'))}/{_fmt_cents(market_snapshot.get('yes_sell'))} | "
f"spread {_fmt_cents(market_snapshot.get('spread'))} | "
f"edge {market_edge_text} | "
f"signal {market_snapshot.get('signal_label') or '--'}/{market_snapshot.get('confidence') or '--'}"
)
if market_snapshot.get("top_bucket"):
lines_en.append(
f"Top market bucket: {market_snapshot.get('top_bucket')} "
f"({_fmt_percent(market_snapshot.get('top_bucket_prob'))})"
)
lines_en.append(f"Action: {advice}")
lines_en.append(f"Map: {final_map}")
@@ -618,6 +773,7 @@ def build_trading_alerts(
temp_symbol = city_weather.get("temp_symbol", "°C")
city = city_weather.get("name", "")
now = datetime.now(timezone.utc).isoformat()
market_snapshot = _extract_market_snapshot(city_weather)
rules: Dict[str, Dict[str, Any]] = {
"ankara_center_deb_hit": _calc_ankara_center_deb_alert(city_weather, temp_symbol),
@@ -658,6 +814,7 @@ def build_trading_alerts(
city_weather=city_weather,
rules=rules,
map_url=map_url,
market_snapshot=market_snapshot,
suppression=suppression,
)
@@ -668,6 +825,7 @@ def build_trading_alerts(
"severity": severity,
"trigger_count": len(triggered),
"rules": rules,
"market_snapshot": market_snapshot,
"suppression": suppression,
"triggered_alerts": triggered,
"telegram": telegram,
+238
View File
@@ -394,6 +394,7 @@ class PolymarketReadOnlyLayer:
"liquidity": None,
"volume": None,
"sparkline": fallback_sparkline or [],
"top_buckets": [],
"recent_trades": [],
"websocket": {},
}
@@ -485,6 +486,13 @@ class PolymarketReadOnlyLayer:
signal_label, confidence = self._derive_signal(edge_percent, liquidity)
top_buckets = self._build_top_temperature_buckets(
city_key=city_key,
target_date=date_str,
primary_market=market,
limit=4,
)
yes_payload = {
"outcome": yes_token.get("outcome") or "Yes",
"token_id": yes_token.get("token_id"),
@@ -551,6 +559,7 @@ class PolymarketReadOnlyLayer:
"liquidity": liquidity,
"volume": volume,
"sparkline": sparkline_values,
"top_buckets": top_buckets,
"websocket": {
"market_url": market_url,
"asset_ids": [
@@ -1174,3 +1183,232 @@ class PolymarketReadOnlyLayer:
if slug:
return f"https://polymarket.com/market/{slug}"
return None
def _build_top_temperature_buckets(
self,
city_key: str,
target_date: str,
primary_market: Dict[str, Any],
limit: int = 4,
) -> List[Dict[str, Any]]:
candidate_markets = self._collect_related_temperature_markets(
city_key=city_key,
target_date=target_date,
primary_market=primary_market,
)
if not candidate_markets:
return []
ranked: List[
Tuple[
float,
float,
Dict[str, Any],
Dict[str, Any],
Dict[str, Any],
Dict[str, Any],
Dict[str, Any],
]
] = []
for market in candidate_markets:
tokens = self._extract_market_tokens(market)
yes_token, no_token = self._resolve_yes_no_tokens(tokens)
if not yes_token or not no_token:
continue
yes_token_id = str(yes_token.get("token_id") or "").strip()
no_token_id = str(no_token.get("token_id") or "").strip()
yes_prices = self._get_token_market_data(yes_token_id) if yes_token_id else {}
no_prices = self._get_token_market_data(no_token_id) if no_token_id else {}
yes_midpoint = _extract_price(yes_prices.get("midpoint"))
yes_implied = _extract_price(yes_token.get("implied_probability"))
no_implied = _extract_price(no_token.get("implied_probability"))
market_prob = (
yes_midpoint
if yes_midpoint is not None
else (
yes_implied
if yes_implied is not None
else (1.0 - no_implied if no_implied is not None else None)
)
)
if market_prob is None:
continue
market_prob = max(0.0, min(1.0, float(market_prob)))
volume = (
_extract_price(
market.get("volumeNum")
or market.get("volume")
or market.get("volume24hr")
)
or 0.0
)
ranked.append(
(
market_prob,
volume,
market,
yes_token,
no_token,
yes_prices,
no_prices,
)
)
if not ranked:
return []
ranked.sort(key=lambda item: (item[0], item[1]), reverse=True)
top_rows: List[Dict[str, Any]] = []
max_items = max(1, int(limit or 4))
primary_slug = str(primary_market.get("slug") or "").strip().lower()
for market_prob, _volume, market, yes_token, no_token, yes_prices, no_prices in ranked[
:max_items
]:
yes_buy = _extract_price(yes_prices.get("buy"))
yes_sell = _extract_price(yes_prices.get("sell"))
yes_midpoint = _extract_price(yes_prices.get("midpoint")) or market_prob
no_buy = _extract_price(no_prices.get("buy"))
no_sell = _extract_price(no_prices.get("sell"))
if no_buy is None and yes_buy is not None:
no_buy = max(0.0, min(1.0, 1.0 - yes_buy))
if no_sell is None and yes_sell is not None:
no_sell = max(0.0, min(1.0, 1.0 - yes_sell))
bucket_temp = self._extract_market_bucket_temp(market)
market_slug = str(market.get("slug") or "").strip()
top_rows.append(
{
"label": self._extract_market_bucket_label(market, bucket_temp),
"value": bucket_temp,
"temp": bucket_temp,
"probability": market_prob,
"market_price": yes_midpoint,
"yes_buy": yes_buy,
"yes_sell": yes_sell,
"no_buy": no_buy,
"no_sell": no_sell,
"slug": market_slug or None,
"question": market.get("question") or market.get("title"),
"is_primary": bool(
primary_slug
and market_slug
and primary_slug == market_slug.strip().lower()
),
}
)
return top_rows
def _collect_related_temperature_markets(
self,
city_key: str,
target_date: str,
primary_market: Dict[str, Any],
) -> List[Dict[str, Any]]:
related: List[Dict[str, Any]] = []
canonical_event_slug = self._build_weather_event_slug(city_key, target_date)
if canonical_event_slug:
related.extend(self._load_event_markets(canonical_event_slug))
event_slug = self._extract_event_slug(primary_market)
if event_slug and event_slug != canonical_event_slug:
related.extend(self._load_event_markets(event_slug))
if not related:
for market in self._load_markets(active_only=True):
if self._score_market(city_key, target_date, market) <= 0:
continue
if self._extract_market_bucket_temp(market) is None:
continue
related.append(market)
related.append(primary_market)
unique: List[Dict[str, Any]] = []
seen = set()
for market in related:
if not isinstance(market, dict):
continue
dedupe_key = str(
market.get("id")
or market.get("slug")
or market.get("conditionId")
or ""
).strip()
if not dedupe_key:
continue
if dedupe_key in seen:
continue
seen.add(dedupe_key)
unique.append(market)
return unique
def _extract_event_slug(self, market: Dict[str, Any]) -> Optional[str]:
event_slug = str(market.get("eventSlug") or "").strip().lower()
if event_slug:
return event_slug
slug = str(market.get("slug") or "").strip().lower()
if not slug:
return None
trimmed = re.sub(
r"-(?:m)?\d+(?:-\d+)?c(?:-or-(?:higher|lower|above|below))?$",
"",
slug,
)
trimmed = trimmed.strip("-")
return trimmed or None
def _load_event_markets(self, event_slug: str) -> List[Dict[str, Any]]:
normalized_slug = str(event_slug or "").strip().lower()
if not normalized_slug:
return []
try:
resp = self._session.get(
f"{self.gamma_url}/events",
params={"slug": normalized_slug, "limit": 5},
timeout=self.http_timeout,
)
resp.raise_for_status()
payload = resp.json()
except Exception:
return []
events = payload if isinstance(payload, list) else []
out: List[Dict[str, Any]] = []
for event in events:
if not isinstance(event, dict):
continue
event_item_slug = str(event.get("slug") or "").strip().lower()
if event_item_slug and event_item_slug != normalized_slug:
continue
for market in event.get("markets") or []:
if not isinstance(market, dict):
continue
market["eventSlug"] = market.get("eventSlug") or event_item_slug
market["eventTitle"] = market.get("eventTitle") or event.get("title")
out.append(market)
return out
def _extract_market_bucket_label(
self,
market: Dict[str, Any],
bucket_temp: Optional[float],
) -> str:
question = str(market.get("question") or market.get("title") or "").strip()
text = question.lower()
if bucket_temp is not None:
if "or higher" in text or "or above" in text or "and above" in text:
return f"{bucket_temp:g}C+"
if "or lower" in text or "or below" in text or "and below" in text:
return f"<={bucket_temp:g}C"
return f"{bucket_temp:g}C"
return question or str(market.get("slug") or "")
+29 -2
View File
@@ -117,6 +117,12 @@ def _trigger_type_key(alert_payload: Dict[str, Any]) -> str:
for alert in (alert_payload.get("triggered_alerts") or [])
if alert.get("type")
)
market = alert_payload.get("market_snapshot") or {}
if isinstance(market, dict) and market.get("available"):
signal = str(market.get("signal_label") or "").strip()
bucket = str(market.get("selected_bucket") or "").strip()
if signal:
trigger_types.append(f"mkt:{signal}:{bucket}")
return "|".join(trigger_types)
@@ -127,6 +133,7 @@ def _alert_signature(alert_payload: Dict[str, Any]) -> str:
breakthrough = rules.get("forecast_breakthrough") or {}
advection = rules.get("advection") or {}
suppression = alert_payload.get("suppression") or {}
market = alert_payload.get("market_snapshot") or {}
signature_payload = {
"city": alert_payload.get("city"),
@@ -149,6 +156,18 @@ def _alert_signature(alert_payload: Dict[str, Any]) -> str:
"suppression_reason": suppression.get("reason"),
"suppression_peak_time": suppression.get("max_temp_time"),
"suppression_rollback": round(float(suppression.get("rollback") or 0.0), 1),
"market_available": bool(market.get("available")),
"market_bucket": market.get("selected_bucket"),
"market_top_bucket": market.get("top_bucket"),
"market_top_bucket_prob": round(float(market.get("top_bucket_prob") or 0.0), 3),
"market_prob": round(float(market.get("market_prob") or 0.0), 3),
"model_prob": round(float(market.get("model_prob") or 0.0), 3),
"market_yes_buy": round(float(market.get("yes_buy") or 0.0), 3),
"market_yes_sell": round(float(market.get("yes_sell") or 0.0), 3),
"market_spread": round(float(market.get("spread") or 0.0), 3),
"market_edge_percent": round(float(market.get("edge_percent") or 0.0), 2),
"market_signal": market.get("signal_label"),
"market_confidence": market.get("confidence"),
}
raw = json.dumps(signature_payload, sort_keys=True, ensure_ascii=True)
return hashlib.sha1(raw.encode("utf-8")).hexdigest()
@@ -160,10 +179,18 @@ def build_trade_alert_for_city(
force_refresh: bool = False,
target_date: Optional[str] = None,
) -> Dict[str, Any]:
from web.app import _analyze
from web.app import _analyze, _build_city_detail_payload
from src.analysis.market_alert_engine import build_trading_alerts
city_weather = _analyze(city, force_refresh=force_refresh)
try:
aggregate_detail = _build_city_detail_payload(city_weather)
market_scan = aggregate_detail.get("market_scan")
if isinstance(market_scan, dict):
city_weather = {**city_weather, "market_scan": market_scan}
except Exception as exc:
logger.debug(f"market scan attach skipped city={city}: {exc}")
resolved_target_date = target_date or city_weather.get("local_date")
if resolved_target_date:
datetime.strptime(resolved_target_date, "%Y-%m-%d")
@@ -212,7 +239,7 @@ def _maybe_send_alert(
last_sig_ts = int((state.get("by_signature") or {}).get(signature) or 0)
last_city_active = bool(last_city.get("active"))
if last_city_active and last_city_key == trigger_key:
if last_city_active and last_city_key == trigger_key and last_city_sig == signature:
return False
if last_city_ts and now_ts - last_city_ts < cooldown_sec: