docs: Enhance README with detailed setup instructions, architecture clarification, and formatting improvements.

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# 🌡️ PolyWeather: Polymarket 天气交易监控系统
# 🌡️ PolyWeather: Polymarket Weather Trading Monitor
基于多源实时气象数据与 Polymarket 市场定价偏差分析的智能监控与指令系统。
An intelligent monitoring and alerting system based on multi-source real-time meteorological data and Polymarket market pricing deviation analysis.
## 🚀 运行指令
## 🚀 Quick Start
### 环境要求
### Requirements
- **Python 3.11** (必须,`py-clob-client` 依赖要求)
- 已安装所有依赖:`pip install -r requirements.txt`
- **Python 3.11** (Required for `py-clob-client` dependency)
- All dependencies installed: `pip install -r requirements.txt`
### Windows 启动方式
### Windows
```powershell
# 方式一:使用 Python 3.11 启动器
# Option 1: Use Python 3.11 launcher
py -3.11 run.py
# 方式二:激活虚拟环境后运行
.venv\Scripts\activate # 激活虚拟环境
# Option 2: Activate virtual environment first
.venv\Scripts\activate
python run.py
```
### Linux/VPS 启动方式
### Linux/VPS
```bash
# 使用 screen 保持后台运行
# Use screen to keep it running in background
screen -S polyweather
python3.11 run.py
# 按 Ctrl+A 然后 D 退出但保持运行
# 恢复:screen -r polyweather
# Detach: Press Ctrl+A then D
# Reattach: screen -r polyweather
```
该命令会同时启动:
This command launches:
1. **监控引擎**: 负责 7x24h 扫描并推送 **85¢-95¢ 价格预警** **市场异常**
2. **指令监听器**: 监听电报指令并返回实时信号。
1. **Monitoring Engine**: Scans markets 24/7, providing **85¢-95¢ Price Alerts** and **Market Anomalies**.
2. **Command Listener**: Handles Telegram commands and returns real-time signals.
---
## 🤖 电报机器人指令集
## 🤖 Telegram Bot Commands
| 指令 | 描述 | 用法 |
| :----------- | :--------------- | :---------------------------- |
| `/signal` | **获取交易信号** | 返回最早结算市场的 Top 5 档位 |
| `/portfolio` | **查看模拟仓位** | 获取实时模拟交易盈亏汇总报告 |
| `/status` | **检查系统状态** | 确认监控引擎是否在线 |
| `/help` | **指令帮助** | 显示所有可用指令 |
| Command | Description | Usage |
| :----------- | :---------------------- | :--------------------------------------------- |
| `/signal` | **Get Trading Signals** | Returns Top 5 markets with earliest settlement |
| `/portfolio` | **View Portfolio** | Get real-time paper trading profit report |
| `/status` | **Check Status** | Confirm if the monitoring engine is online |
| `/help` | **Help** | Display all available commands |
---
## 🎯 智能动态仓位策略
## 🎯 Smart Dynamic Position Strategy
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:
The system automatically decides the position size based on **Open-Meteo Weather Forecasts**, **Volume**, and **Price Locking Degree**:
| 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 |
| 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 |
### 天气支持判断逻辑
### Weather Support Logic
- ** NO**Open-Meteo 预测温度在选项区间 **之外** (±2° 容差)
- ** YES**Open-Meteo 预测温度 **落入** 选项区间
- **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.
### 成交量判断
### Volume Detection
- **高成交量**:单个选项成交量 ≥ $5,000
- **High Volume**: Individual option volume ≥ $5,000.
---
## 📢 推送维度说明
## 📢 Alerting Dimensions
### 1. 📂 城市预警汇总 (主动推送)
### 1. 📂 City Alert Summaries (Push)
- **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"。
- **价格来源**: 推送使用真实 **Ask 价格**(实际可成交价格),而非中间价
- **推送格式**:
- **Optimization**: All anomalies for the same city are merged into a **single report** per scan cycle to prevent spamming.
- **Price Source**: Uses real **Ask price** (actual executable price), not mid price
- **Push Format**:
```
⚡ 40-41°F (2026-02-06): Buy No 87¢ | 预测:38°F [🛒 $10.0 🔥高置信]
⚡ 40-41°F (2026-02-06): Buy No 87¢ | Prediction:38°F [🛒 $10.0 🔥High Conf]
💡 策略建议:
预测温度38.0°C落在40-41°F区间,市场与模型一致
💡 Strategy Tips:
Predicted temp 38.0°C falls within 40-41°F range, market aligns with model
```
### 2. ⚡ 价格预警 (触发模拟买入)
### 2. ⚡ Price Alerts (Auto Paper Trade)
- **触发条件**: Buy Yes Buy No 价格在 **85¢-95¢** 区间。
- **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。
- **Trigger**: Buy Yes or Buy No price enters the **85¢-95¢** range.
- **Auto Action**: System executes a **$3-$10 Paper Trade** based on the dynamic position strategy.
- **Purpose**: High-probability / Near-settlement reminders.
### 3. 👀 市场异常
### 3. 👀 Market Anomalies
- **大户入场**: 检测到单笔 >$5000 的大额交易且买卖比失衡。
- **异常交易流**: 成交量突然放大 (>2倍历史标准差)。
- **Whale Inflow**: Large single trades (>$5,000) with imbalanced ratios.
- **Volume Spikes**: Sudden increase in volume (>2x historical std dev).
### 4. 📅 每日盈亏总结
### 4. 📅 Daily PnL Summary
- **触发时间**: 北京时间 23:55 左右自动推送。
- **内容**: 汇总当日所有模拟仓位的浮动盈亏、余额变动及胜率统计。
- **Trigger**: Triggered automatically around 23:55 (Beijing Time).
- **Content**: Summarizes daily floating PnL, balance changes, and win rate.
### 5. 🎯 交易信号 (`/signal` 指令)
### 5. 🎯 Trading Signals (`/signal`)
优先显示**最早结算日期**的市场,按机会价值排序,返回 **Top 5** 档位:
Prioritizes markets with the **earliest settlement date**, sorted by opportunity value, returns **Top 5**:
```
🎯 即将结算市场 (2026-02-06)
43 个活跃选项
🎯 Upcoming Settlement (2026-02-06)
43 active options
🔥 1. Dallas 76-77°F
💡 预测80.7°高于77° → NO ✓
📊 Buy No 94¢ | ⏳接近锁定
💡 Prediction 80.7° above 77° → Buy NO ✓
📊 Buy No 94¢ | ⏳Near Lock
🔥 2. Atlanta 56-57°F
💡 预测60.4°高于57° → NO ✓
📊 Buy No 94¢ | ⏳接近锁定
⭐ 3. Miami 62-63°F
💡 预测65.3°高于63° → 买NO ✓
📊 Buy No 88¢ | ⏳接近锁定
💡 Prediction 60.4° above 57° → Buy NO ✓
📊 Buy No 94¢ | ⏳Near Lock
```
**锁定状态说明**:
**Lock Status**:
- 🔒锁定: 价格 ≥95¢
- ⏳接近锁定: 价格 85-94¢
- 👀观望: 价格 70-84¢
- ⚖️均衡: 价格 <70¢
- 🔒Locked: Price ≥95¢
- ⏳Near Lock: Price 85-94¢
- 👀Watch: Price 70-84¢
- ⚖️Balanced: Price <70¢
---
## 📊 模拟交易报告格式
## 📊 Paper Trading Report Format
通过 `/portfolio` 指令查看,报告按**目标日期分组**显示:
Accessible via `/portfolio`. Reports are grouped by **Target Settlement Date**:
```
📊 模拟交易报告
📊 Paper Trading Report
════════════════════
📈 【2026-02-06】 小计: +2.45$
📈 【2026-02-06】 Subtotal: +2.45$
──────────────────
🟢 Chicago 40-41°F
NO 87¢→92¢ 预测:38 | +0.47$
NO 87¢→92¢ Pred:38 | +0.47$
🟢 Chicago 32-33°F
NO 94¢→98¢ 预测:38 | +0.12$
NO 94¢→98¢ Pred:38 | +0.12$
💰 持仓总计: +6.89$
💰 Total Exposure PnL: +6.89$
📈 历史战绩:
累计成交: 18 | 胜率: 100.0%
已投入: $90.00 | 盈亏: +12.50$ (+13.9%)
📈 Historical Stats:
Trades: 18 | Win Rate: 100.0%
Total Cost: $90.00 | Total PnL: +12.50$ (+13.9%)
════════════════════
💳 账户余额: $639.11
💳 Account Balance: $639.11
```
---
## 🛠️ 环境配置 (.env)
## 🛠️ Configuration (.env)
```bash
# Telegram 机器人
# Telegram Bot
TELEGRAM_BOT_TOKEN=your_bot_token
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 (Used for real-time prices & trade history)
POLYMARKET_API_KEY=your_api_key_here
# 代理设置 (如需要,VPS 部署时可删除)
# Proxy (Optional, remove for VPS deployment)
HTTPS_PROXY=http://127.0.0.1:7890
HTTP_PROXY=http://127.0.0.1:7890
```
## 🏗️ 项目架构
## 🏗️ Project Architecture
本项目完全基于 **py-clob-client** 官方客户端构建:
This project is built on **py-clob-client** with REST API fallback:
- 所有与 Polymarket 的交互(市场数据、订单簿、下单等)均通过 `py-clob-client` 实现
- 核心 API 封装在 `src/data_collection/polymarket_api.py`
- Primary: Uses `py-clob-client` SDK for market data, orderbook, and trading
- Fallback: Direct REST API calls (`/price`, `/book`) when SDK fails
- Core API wrapper: `src/data_collection/polymarket_api.py`
## 📂 数据文件说明
### Price Fetching
| 文件 | 说明 |
| --------------------------- | -------------------------- |
| `data/paper_positions.json` | 模拟仓持仓、余额、交易历史 |
| `data/pushed_signals.json` | 已推送信号记录(防刷屏) |
| `data/active_signals.json` | 当前活跃交易信号 |
| `data/all_markets.json` | 全量市场缓存 |
| `data/price_history.json` | 价格历史(用于趋势计算) |
```python
# SDK method (primary)
price = clob_client.get_price(token_id, side="BUY")
# REST API fallback (when SDK fails)
resp = requests.get("https://clob.polymarket.com/price", params={
"token_id": token_id,
"side": "BUY"
})
```
## 📂 Data Files
| File | Description |
| --------------------------- | ----------------------------------------------- |
| `data/paper_positions.json` | Paper trading positions, balance, trade history |
| `data/pushed_signals.json` | Pushed signals record (anti-spam) |
| `data/active_signals.json` | Currently active trading signals |
| `data/all_markets.json` | Full market cache |
| `data/price_history.json` | Price history for trend calculation |
---
## 📋 核心功能特性
## 📋 Core Features
- ✅ **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
- ✅ **北京时间适配**: 所有推送时间戳与每日总结均自动转换为北京时间 (UTC+8)
- ✅ **智能日期选择**: 自动定位最早的活跃市场日期,结算后自动顺延。
- ✅ **温度单位自适应**: 美国市场切换华氏度 (°F),其他地区显示摄氏度 (°C)
- ✅ **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。
- ✅ **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.
- ✅ **Unit Sensitivity**: US markets use Fahrenheit (°F), others use Celsius (°C).
- ✅ **Data Persistence**: Local JSON storage ensures consistency after restarts.
---
## 🔄 VPS 更新步骤
## 🔄 VPS Update Instructions
```bash
# 1. 本地推送代码
# 1. Local update
git add . && git commit -m "update" && git push
# 2. VPS 拉取并重启
# 2. VPS pull & restart
ssh root@VPS_IP "cd ~/PolyWeather && git pull && screen -S polyweather -X quit; screen -dmS polyweather python run.py"
```
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# 🌡️ PolyWeather: Polymarket Weather Trading Monitor
An intelligent monitoring and alerting system based on multi-source real-time meteorological data and Polymarket market pricing deviation analysis.
## 🚀 Quick Start
```bash
python run.py
```
This command launches:
1. **Monitoring Engine**: Scans markets 24/7, providing **85¢-95¢ Price Alerts** and **Market Anomalies**.
2. **Command Listener**: Handles Telegram commands and returns real-time signals.
---
## 🤖 Telegram Bot Commands
| Command | Description | Usage |
| :----------- | :---------------------- | :--------------------------------------------- |
| `/signal` | **Get Trading Signals** | Returns Top 5 markets with earliest settlement |
| `/portfolio` | **View Portfolio** | Get real-time paper trading profit report |
| `/status` | **Check Status** | Confirm if the monitoring engine is online |
| `/help` | **Help** | Display all available commands |
---
## 🎯 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.
- **Price Source**: Uses real **Ask price** (actual executable price), not mid price
- **Push Format**:
```
⚡ 40-41°F (2026-02-06): Buy No 87¢ | Prediction:38°F [🛒 $10.0 🔥High Conf]
💡 Strategy Tips:
• Predicted temp 38.0°C falls within 40-41°F range, market aligns with model
```
### 2. ⚡ Price Alerts (Auto Paper Trade)
- **Trigger**: Buy Yes or Buy No price enters the **85¢-95¢** range.
- **Auto Action**: System executes a **$3-$10 Paper Trade** based on the dynamic position strategy.
- **Purpose**: High-probability / Near-settlement reminders.
### 3. 👀 Market Anomalies
- **Whale Inflow**: Large single trades (>$5,000) with imbalanced ratios.
- **Volume Spikes**: Sudden increase in volume (>2x historical std dev).
### 4. 📅 Daily PnL Summary
- **Trigger**: Triggered automatically around 23:55 (Beijing Time).
- **Content**: Summarizes daily floating PnL, balance changes, and win rate.
### 5. 🎯 Trading Signals (`/signal`)
Prioritizes markets with the **earliest settlement date**, sorted by opportunity value, returns **Top 5**:
```
🎯 Upcoming Settlement (2026-02-06)
43 active options
🔥 1. Dallas 76-77°F
💡 Prediction 80.7° above 77° → Buy NO ✓
📊 Buy No 94¢ | ⏳Near Lock
🔥 2. Atlanta 56-57°F
💡 Prediction 60.4° above 57° → Buy NO ✓
📊 Buy No 94¢ | ⏳Near Lock
```
**Lock Status**:
- 🔒Locked: Price ≥95¢
- ⏳Near Lock: Price 85-94¢
- 👀Watch: Price 70-84¢
- ⚖️Balanced: Price <70¢
---
## 📊 Paper Trading Report Format
Accessible via `/portfolio`. Reports are grouped by **Target Settlement Date**:
```
📊 Paper Trading Report
════════════════════
📈 【2026-02-06】 Subtotal: +2.45$
──────────────────
🟢 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
TELEGRAM_BOT_TOKEN=your_bot_token
TELEGRAM_CHAT_ID=your_chat_id
# Polymarket API (Used for real-time prices & trade history)
POLYMARKET_API_KEY=your_api_key_here
# Proxy (Optional, remove for VPS deployment)
HTTPS_PROXY=http://127.0.0.1:7890
HTTP_PROXY=http://127.0.0.1:7890
```
## 🏗️ Project Architecture
This project is built entirely on the official **py-clob-client**:
- All interactions with Polymarket (market data, orderbook, trading) use `py-clob-client`
- Core API wrapper: `src/data_collection/polymarket_api.py`
## 📂 Data Files
| File | Description |
|------|-------------|
| `data/paper_positions.json` | Paper trading positions, balance, trade history |
| `data/pushed_signals.json` | Pushed signals record (anti-spam) |
| `data/active_signals.json` | Currently active trading signals |
| `data/all_markets.json` | Full market cache |
| `data/price_history.json` | Price history for trend calculation |
---
## 📋 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.
- ✅ **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 run.py"
```
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# 🌡️ PolyWeather: Polymarket 天气交易监控系统
基于多源实时气象数据与 Polymarket 市场定价偏差分析的智能监控与指令系统。
## 🚀 运行指令
### 环境要求
- **Python 3.11** (必须,`py-clob-client` 依赖要求)
- 已安装所有依赖:`pip install -r requirements.txt`
### Windows 启动方式
```powershell
# 方式一:使用 Python 3.11 启动器
py -3.11 run.py
# 方式二:激活虚拟环境后运行
.venv\Scripts\activate # 激活虚拟环境
python run.py
```
### Linux/VPS 启动方式
```bash
# 使用 screen 保持后台运行
screen -S polyweather
python3.11 run.py
# 按 Ctrl+A 然后 D 退出但保持运行
# 恢复:screen -r polyweather
```
该命令会同时启动:
1. **监控引擎**: 负责 7x24h 扫描并推送 **85¢-95¢ 价格预警****市场异常**
2. **指令监听器**: 监听电报指令并返回实时信号。
---
## 🤖 电报机器人指令集
| 指令 | 描述 | 用法 |
| :----------- | :--------------- | :---------------------------- |
| `/signal` | **获取交易信号** | 返回最早结算市场的 Top 5 档位 |
| `/portfolio` | **查看模拟仓位** | 获取实时模拟交易盈亏汇总报告 |
| `/status` | **检查系统状态** | 确认监控引擎是否在线 |
| `/help` | **指令帮助** | 显示所有可用指令 |
---
## 🎯 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"。
- **价格来源**: 推送使用真实 **Ask 价格**(实际可成交价格),而非中间价
- **推送格式**:
```
⚡ 40-41°F (2026-02-06): Buy No 87¢ | 预测:38°F [🛒 $10.0 🔥高置信]
💡 策略建议:
• 预测温度38.0°C落在40-41°F区间,市场与模型一致
```
### 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
- **大户入场**: 检测到单笔 >$5000 的大额交易且买卖比失衡。
- **异常交易流**: 成交量突然放大 (>2倍历史标准差)。
### 4. 📅 每日盈亏总结
- **触发时间**: 北京时间 23:55 左右自动推送。
- **内容**: 汇总当日所有模拟仓位的浮动盈亏、余额变动及胜率统计。
### 5. 🎯 交易信号 (`/signal` 指令)
优先显示**最早结算日期**的市场,按机会价值排序,返回 **Top 5** 档位:
```
🎯 即将结算市场 (2026-02-06)
共 43 个活跃选项
🔥 1. Dallas 76-77°F
💡 预测80.7°高于77° → 买NO ✓
📊 Buy No 94¢ | ⏳接近锁定
🔥 2. Atlanta 56-57°F
💡 预测60.4°高于57° → 买NO ✓
📊 Buy No 94¢ | ⏳接近锁定
⭐ 3. Miami 62-63°F
💡 预测65.3°高于63° → 买NO ✓
📊 Buy No 88¢ | ⏳接近锁定
```
**锁定状态说明**:
- 🔒锁定: 价格 ≥95¢
- ⏳接近锁定: 价格 85-94¢
- 👀观望: 价格 70-84¢
- ⚖️均衡: 价格 <70¢
---
## 📊 模拟交易报告格式
通过 `/portfolio` 指令查看,报告按**目标日期分组**显示:
```
📊 模拟交易报告
════════════════════
📈 【2026-02-06】 小计: +2.45$
──────────────────
🟢 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
# Telegram 机器人
TELEGRAM_BOT_TOKEN=your_bot_token
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,VPS 部署时可删除)
HTTPS_PROXY=http://127.0.0.1:7890
HTTP_PROXY=http://127.0.0.1:7890
```
## 🏗️ 项目架构
本项目基于 **py-clob-client** 官方客户端,并配备 REST API 备用方案:
- 主要方式:使用 `py-clob-client` SDK 获取市场数据、订单簿、下单等
- 备用方式:当 SDK 失败时,自动切换到直接 REST API 调用 (`/price`, `/book`)
- 核心 API 封装在 `src/data_collection/polymarket_api.py`
### 价格获取
```python
# SDK 方式 (主要)
price = clob_client.get_price(token_id, side="BUY")
# REST API 备用 (当 SDK 失败时)
resp = requests.get("https://clob.polymarket.com/price", params={
"token_id": token_id,
"side": "BUY"
})
```
## 📂 数据文件说明
| 文件 | 说明 |
| --------------------------- | -------------------------- |
| `data/paper_positions.json` | 模拟仓持仓、余额、交易历史 |
| `data/pushed_signals.json` | 已推送信号记录(防刷屏) |
| `data/active_signals.json` | 当前活跃交易信号 |
| `data/all_markets.json` | 全量市场缓存 |
| `data/price_history.json` | 价格历史(用于趋势计算) |
---
## 📋 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。
- ✅ **北京时间适配**: 所有推送时间戳与每日总结均自动转换为北京时间 (UTC+8)。
- ✅ **智能日期选择**: 自动定位最早的活跃市场日期,结算后自动顺延。
- ✅ **温度单位自适应**: 美国市场切换华氏度 (°F),其他地区显示摄氏度 (°C)。
- ✅ **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 run.py"
```