feat: Document smart dynamic position strategy, paper trading report format, and VPS update instructions, and refine core features.

2026-02-06 20:16:45 +08:00
parent df2117afe8
commit 3aee961b38
2 changed files with 141 additions and 12 deletions
@@ -26,17 +26,43 @@ python run.py

 ---

+## 🎯 智能动态仓位策略
+
+系统结合 **Open-Meteo 天气预测**、**成交量** 和 **价格锁定程度** 自动决定仓位大小：
+
+| 条件组合                        | 仓位    | 标签       | 说明           |
+| ------------------------------- | ------- | ---------- | -------------- |
+| 价格 ≥90¢ + 天气支持 + 高成交量 | **$10** | 🔥高置信   | 三重确认，重注 |
+| 价格 ≥90¢ + 天气支持            | **$7**  | ⭐中置信   | 双重确认       |
+| 价格 ≥92¢                       | **$5**  | 📌价格锁定 | 纯价格锁定     |
+| 其他 85-91¢                     | **$3**  | 💡试探     | 最小仓位试探   |
+
+### 天气支持判断逻辑
+
+- **买 NO**：Open-Meteo 预测温度在选项区间 **之外** (±2° 容差)
+- **买 YES**：Open-Meteo 预测温度 **落入** 选项区间
+
+### 成交量判断
+
+- **高成交量**：单个选项成交量 ≥ $5,000
+
+---
+
 ## 📢 推送维度说明

 ### 1. 📂 城市预警汇总 (主动推送)

 - **优化机制**: 同一轮扫描中，同一城市的所有异动将**合并为一条消息**发送，拒绝刷屏。
- **触发内容**: 包含该城市下所有符合条件的“价格预警”与“市场异常”。
+- **触发内容**: 包含该城市下所有符合条件的"价格预警"与"市场异常"。
+- **推送格式**:
+  ```
+  ⚡ 40-41°F (2026-02-06): Buy No 87¢ | 预测:38°F [🛒 $10.0 🔥高置信]
+  ```

 ### 2. ⚡ 价格预警 (触发模拟买入)

 - **触发条件**: Buy Yes 或 Buy No 价格在 **85¢-95¢** 区间。
- **关联动作**: 系统会自动在该档位执行 **5 USD 的模拟开仓**，用于验证胜率。
+- **关联动作**: 系统根据智能仓位策略自动执行 **$3-$10** 的模拟开仓。
 - **用途**: 高胜率/即将锁定区间提醒，适合平仓或收割。

 ### 3. 👀 市场异常
@@ -56,6 +82,33 @@ python run.py

 ---

+## 📊 模拟交易报告格式
+
+通过 `/portfolio` 指令查看，报告按**目标日期分组**显示：
+
+```
+📊 模拟交易报告
+════════════════════
+
+📈 【2026-02-06】 小计: +2.45$
+──────────────────
+🟢 Chicago 40-41°F
+   NO 87¢→92¢ 预测:38 | +0.47$
+🟢 Chicago 32-33°F
+   NO 94¢→98¢ 预测:38 | +0.12$
+
+💰 持仓总计: +6.89$
+
+📈 历史战绩:
+累计成交: 18笔 | 胜率: 100.0%
+已投入: $90.00 | 盈亏: +12.50$ (+13.9%)
+
+════════════════════
+💳 账户余额: $639.11
+```
+
+---
+
 ## 🛠️ 环境配置 (.env)

 ```bash
@@ -66,7 +119,7 @@ TELEGRAM_CHAT_ID=your_chat_id
 # Polymarket API (用于批量获取实时盘口价格与交易历史)
 POLYMARKET_API_KEY=your_api_key_here

-# 代理设置 (如需要)
+# 代理设置 (如需要，VPS 部署时可删除)
 HTTPS_PROXY=http://127.0.0.1:7890
 HTTP_PROXY=http://127.0.0.1:7890
 ```
@@ -75,6 +128,8 @@ HTTP_PROXY=http://127.0.0.1:7890

 ## 📋 核心功能特性

+- ✅ **智能动态仓位**: 结合天气预测、成交量、价格锁定程度自动调整仓位 ($3-$10)。
+- ✅ **预测温度追踪**: 每笔交易记录买入时的 Open-Meteo 预测温度，方便复盘验证。
 - ✅ **智能合并推送**: 按城市汇总预警，界面整洁不刷屏。
 - ✅ **全自动模拟交易**: 内置模拟仓位系统，支持 85-95¢ 区间自动跟单，记录实战胜率。
 - ✅ **极速价格同步**: 采用 Polymarket 批量 API 接口，一次同步全量城市，无延迟、无 404。
@@ -84,3 +139,13 @@ HTTP_PROXY=http://127.0.0.1:7890
 - ✅ **全量数据持久化**: 信号记录、推送历史、交易仓位均保存至本地 JSON。

 ---
+
+## 🔄 VPS 更新步骤
+
+```bash
+# 1. 本地推送代码
+git add . && git commit -m "update" && git push
+
+# 2. VPS 拉取并重启
+ssh root@VPS_IP "cd ~/PolyWeather && git pull && screen -S polyweather -X quit; screen -dmS polyweather python main.py"
+```
@@ -26,17 +26,42 @@ This command launches:

 ---

+## 🎯 Smart Dynamic Position Strategy
+
+The system automatically decides the position size based on **Open-Meteo Weather Forecasts**, **Volume**, and **Price Locking Degree**:
+
+| Condition Combination                      | Size    | Tag               | Description                      |
+| ------------------------------------------ | ------- | ----------------- | -------------------------------- |
+| Price ≥90¢ + Weather Support + High Volume | **$10** | 🔥High Confidence | Triple confirmation, Heavy stake |
+| Price ≥90¢ + Weather Support               | **$7**  | ⭐Mid Confidence  | Double confirmation              |
+| Price ≥92¢                                 | **$5**  | 📌Price Locked    | Pure price locking               |
+| Other 85-91¢                               | **$3**  | 💡Probe           | Minimum stake for probing        |
+
+### Weather Support Logic
+
+- **Buy NO**: Open-Meteo predicted temperature is **outside** the option range (with ±2° tolerance).
+- **Buy YES**: Open-Meteo predicted temperature **falls within** the option range.
+
+### Volume Detection
+
+- **High Volume**: Individual option volume ≥ $5,000.
+
+---
+
 ## 📢 Alerting Dimensions

 ### 1. 📂 City Alert Summaries (Push)

 - **Optimization**: All anomalies for the same city are merged into a **single report** per scan cycle to prevent spamming.
- **Content**: Includes Price Alerts and Market Anomalies (Whales/Volume).
+- **Push Format**:
+  ```
+  ⚡ 40-41°F (2026-02-06): Buy No 87¢ | Prediction:38°F [🛒 $10.0 🔥High Conf]
+  ```

 ### 2. ⚡ Price Alerts (Auto Paper Trade)

 - **Trigger**: Buy Yes or Buy No price enters the **85¢-95¢** range.
- **Auto Action**: System automatically executes a **$5.00 Paper Trade** to track success rate.
+- **Auto Action**: System executes a **$3-$10 Paper Trade** based on the dynamic position strategy.
 - **Purpose**: High-probability / Near-settlement reminders.

 ### 3. 👀 Market Anomalies
@@ -49,16 +74,41 @@ This command launches:
 - **Trigger**: Triggered automatically around 23:55 (Beijing Time).
 - **Content**: Summarizes daily floating PnL, balance changes, and win rate.

-### 4. 🎯 Trading Signals (Query)
+### 5. 🎯 Trading Signals (Query)

 - Comparison between weather forecasts and market pricing.
 - Includes: City, bucket, local time, expected temperature (unit-aware), and deviation score.

 ---

-## 🛠️ Configuration (.env)
+## 📊 Paper Trading Report Format

-Duplicate `.env.example` to `.env` and fill in your credentials:
+Accessible via `/portfolio`. Reports are grouped by **Target Settlement Date**:
+
+```
+📊 Paper Trading Report
+════════════════════
+
+📈 【2026-02-06】 Subtotal: +2.45$
+──────────────────
+🟢 Chicago 40-41°F
+   NO 87¢→92¢ Pred:38 | +0.47$
+🟢 Chicago 32-33°F
+   NO 94¢→98¢ Pred:38 | +0.12$
+
+💰 Total Exposure PnL: +6.89$
+
+📈 Historical Stats:
+Trades: 18 | Win Rate: 100.0%
+Total Cost: $90.00 | Total PnL: +12.50$ (+13.9%)
+
+════════════════════
+💳 Account Balance: $639.11
+```
+
+---
+
+## 🛠️ Configuration (.env)

 ```bash
 # Telegram Bot
@@ -68,19 +118,33 @@ TELEGRAM_CHAT_ID=your_chat_id
 # Polymarket API (Used for real-time prices & trade history)
 POLYMARKET_API_KEY=your_api_key_here

-# Proxy (Optional)
+# Proxy (Optional, remove for VPS deployment)
 HTTPS_PROXY=http://127.0.0.1:7890
+HTTP_PROXY=http://127.0.0.1:7890
 ```

 ---

 ## 📋 Core Features

+- ✅ **Smart Dynamic Positions**: Automatic adjustment ($3-$10) based on weather forecasts, volume, and locking degree.
+- ✅ **Predicted Temp Tracking**: Records the Open-Meteo forecast at the time of purchase for retrospective analysis.
 - ✅ **Smart Merged Push**: City-based alert aggregation for a clean interface.
+- ✅ **Auto Paper Trading**: Built-in system for tracking performance within the 85-95¢ range.
 - ✅ **High-Speed Price Sync**: Utilizes CLOB batch API for instant price updates without 404s.
 - ✅ **Timezone Adaptation**: All timestamps are automatically adjusted to Beijing Time (UTC+8).
- ✅ **Smart Date Selection**: Automatically targets the earliest active market date and rolls over after settlement.
- ✅ **Unit Sensitivity**: US markets display Fahrenheit (°F), while others use Celsius (°C).
- ✅ **Data Persistence**: Local JSON storage for signals and push history to ensure no duplicates after restart.
+- ✅ **Smart Date Selection**: Automatically targets the earliest active market date.
+- ✅ **Unit Sensitivity**: US markets use Fahrenheit (°F), others use Celsius (°C).
+- ✅ **Data Persistence**: Local JSON storage ensures consistency after restarts.

 ---
+
+## 🔄 VPS Update Instructions
+
+```bash
+# 1. Local update
+git add . && git commit -m "update" && git push
+
+# 2. VPS pull & restart
+ssh root@VPS_IP "cd ~/PolyWeather && git pull && screen -S polyweather -X quit; screen -dmS polyweather python main.py"
+```