feat: implement comprehensive Polymarket weather analysis service with frontend dashboard and market scanning capabilities

This commit is contained in:
2569718930@qq.com
2026-04-23 20:45:32 +08:00
parent 4f57d4ed1a
commit 54b326ff42
12 changed files with 323 additions and 154 deletions
+79 -47
View File
@@ -37,31 +37,25 @@ def test_extract_market_bucket_range_supports_fahrenheit_ranges():
assert layer._extract_market_bucket_label(market, 80.5) == "80-81F"
def test_fetch_token_market_data_prefers_orderbook_executable_prices():
class FakeClob:
@staticmethod
def get_price(_token_id: str, side: str):
if side == "BUY":
return {"price": "0.11"}
return {"price": "0.88"}
@staticmethod
def get_midpoint(_token_id: str):
return {"midpoint": "0.50"}
@staticmethod
def get_last_trade_price(_token_id: str):
return {"price": "0.49"}
@staticmethod
def get_order_book(_token_id: str):
return {
"bids": [{"price": "0.24", "size": "10"}],
"asks": [{"price": "0.26", "size": "12"}],
}
def test_fetch_token_market_data_uses_rest_orderbook_executable_prices():
layer = PolymarketReadOnlyLayer()
layer._get_clob_client = lambda: FakeClob()
payloads = {
("/price", "BUY"): {"price": "0.11"},
("/price", "SELL"): {"price": "0.88"},
("/midpoint", None): {"midpoint": "0.50"},
("/last-trade-price", None): {"price": "0.49"},
("/book", None): {
"bids": [{"price": "0.24", "size": "10"}],
"asks": [{"price": "0.26", "size": "12"}],
},
}
def _fake_clob_get(path, params):
if path == "/price":
return payloads[(path, params.get("side"))]
return payloads[(path, None)]
layer._clob_get = _fake_clob_get
data = layer._fetch_token_market_data("token-1")
@@ -71,36 +65,25 @@ def test_fetch_token_market_data_prefers_orderbook_executable_prices():
assert data["sell"] == 0.24
assert data["midpoint"] == 0.5
assert data["last_trade_price"] == 0.49
assert data["quote_source"] == "polymarket_clob_client"
assert data["quote_source"] == "polymarket_clob_rest"
def test_get_token_market_data_prefers_fresh_ws_cache():
def test_get_token_market_data_uses_price_cache_within_ttl():
layer = PolymarketReadOnlyLayer()
calls = []
class FakeWsCache:
enabled = True
def _fake_fetch(_token_id):
calls.append(_token_id)
return {"buy": 0.33, "sell": 0.31, "midpoint": 0.32}
def subscribe(self, asset_ids):
self.asset_ids = list(asset_ids)
layer._fetch_token_market_data = _fake_fetch
@staticmethod
def get_market_data(_token_id):
return {
"buy": 0.33,
"sell": 0.31,
"midpoint": 0.32,
"quote_source": "polymarket_ws",
"quote_age_ms": 80,
}
first = layer._get_token_market_data("token-1")
second = layer._get_token_market_data("token-1")
layer._ws_quote_cache = FakeWsCache()
layer._fetch_token_market_data = lambda _token_id: {"buy": 0.99}
data = layer._get_token_market_data("token-1")
assert data["buy"] == 0.33
assert data["sell"] == 0.31
assert data["quote_source"] == "polymarket_ws"
assert first["buy"] == 0.33
assert second["midpoint"] == 0.32
assert calls == ["token-1"]
def test_price_analysis_computes_edge_kelly_and_lock():
@@ -200,6 +183,55 @@ def test_lau_fau_shan_uses_shenzhen_market_city():
assert scan["selected_slug"] == "highest-temperature-in-shenzhen-on-april-23-2026-30c-or-higher"
def test_build_market_scan_lite_skips_related_buckets():
layer = PolymarketReadOnlyLayer()
layer._find_primary_market = lambda *_args, **_kwargs: (
{
"id": "market-1",
"question": "Will the highest temperature in Shenzhen be 30C or higher on April 23?",
"slug": "highest-temperature-in-shenzhen-on-april-23-2026-30c-or-higher",
"conditionId": "condition-1",
"active": True,
"closed": False,
"acceptingOrders": True,
},
None,
)
layer._extract_market_tokens = lambda _market: [
{"outcome": "Yes", "token_id": "yes-token"},
{"outcome": "No", "token_id": "no-token"},
]
layer._get_token_market_data = lambda token_id: (
{"buy": 0.42, "sell": 0.40, "midpoint": 0.41}
if token_id == "yes-token"
else {"buy": 0.61, "sell": 0.59, "midpoint": 0.60}
)
called = {"bucket": 0}
def _fake_build_top_temperature_buckets(**_kwargs):
called["bucket"] += 1
return [{"value": 30.0, "market_price": 0.41}]
layer._build_top_temperature_buckets = _fake_build_top_temperature_buckets
scan = layer.build_market_scan(
city="Shenzhen",
target_date="2026-04-23",
temperature_bucket={"temp": 30, "probability": 0.58},
model_probability=0.58,
include_related_buckets=False,
)
assert scan["scan_scope"] == "lite"
assert scan["midpoint"] == 0.41
assert round(scan["spread"], 6) == 0.02
assert scan["top_buckets"] == []
assert scan["all_buckets"] == []
assert called["bucket"] == 0
def test_hydrate_bucket_prices_uses_executable_quotes_without_midpoint():
layer = PolymarketReadOnlyLayer()
buckets = [