feat: Introduce Polymarket API client, paper trading module, and essential utilities for market data and trading.

PAPER_TRADING_GUIDE.md

@@ -0,0 +1,38 @@
+# 📈 PolyWeather 模拟仓 (Paper Trading) 使用指南
+
+本系统提供全自动的模拟交易功能，让您在不投入真实资金的情况下，验证天气预测逻辑的盈利能力。
+
+## 🛠️ 运行机制
+
+1.  **自动开仓**:
+    - 监控引擎在扫描中，一旦发现任何档位的 **Buy Yes** 或 **Buy No** 价格处于 **85¢ - 95¢** 区间（与城市监控报告一致），即触发买入。
+    - 初始本金: **$1000.00**
+    - 单笔投入: **$5.00**
+    - 资金检查: 余额不足时将停止开仓。
+2.  **实时估值**:
+    - 每轮扫描结束后，系统会根据最新盘口中间价更新持仓价值。
+3.  **数据持久化**:
+    - 持仓与余额保存在 `data/paper_positions.json`。
+
+## 📊 盈亏计算公式
+
+- **持仓份额** = $5 / (买入价格 / 100)
+- **可用余额** = 初始本金 - 累计投入总额
+- **浮动盈亏** = 当前总价值 - 投入本金 ($5)
+
+## 🤖 电报指令
+
+您可以直接在机器人中通过以下指令查看进度：
+
+- **/portfolio**: 实时返回当前所有“浮动”持仓的盈亏状况、历史胜率以及账户余额。
+
+## 📁 存储文件说明
+
+如果您需要手动清理或修改仓位，可以编辑 `data/paper_positions.json`。
+
+- `status: "OPEN"` 表示正在持仓。
+- `entry_price` 以美分为单位（如 91 表示 0.91$）。
+
+---
+
+**蚂蚁重力 (Antigravity) 实验室**

README.md

@@ -17,11 +17,12 @@ python run.py
 
 ## 🤖 电报机器人指令集
 
-| 指令      | 描述             | 用法                          |
+| 指令         | 描述             | 用法                          |
-| :-------- | :--------------- | :---------------------------- |
+| :----------- | :--------------- | :---------------------------- |
-| `/signal` | **获取交易信号** | 返回当前最值得关注的 3 个档位 |
+| `/signal`    | **获取交易信号** | 返回当前最值得关注的 3 个档位 |
-| `/status` | **检查系统状态** | 确认监控引擎是否在线          |
+| `/portfolio` | **查看模拟仓位** | 获取实时模拟交易盈亏汇总报告  |
-| `/help`   | **指令帮助**     | 显示所有可用指令              |
+| `/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              |
 
 ---
 
@@ -32,9 +33,10 @@ python run.py
 - **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”。
 
-### 2. ⚡ 价格预警
+### 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。
 - **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
@@ -42,7 +44,12 @@ python run.py
 - **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. 🎯 交易信号 (指令查询)
+### 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 (指令查询)
 
 - 对比气象预报与市场价格偏差。
 - 包含：城市、档位、当地时间、预期温度（含单位自适应）、偏差评分。
@@ -69,10 +76,11 @@ HTTP_PROXY=http://127.0.0.1:7890
 ## 📋 核心功能特性
 
 - ✅ **智能合并推送**: 按城市汇总预警，界面整洁不刷屏。
-- ✅ **极速价格同步**: 采用批量 API 接口，一次请求同步全量城市盘口价，无延迟、无 404。
+- ✅ **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。
-- ✅ **北京时间适配**: 所有推送时间戳已自动转换为北京时间 (UTC+8)。
+- ✅ **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**: 美国市场自动切换华氏度 (°F)，其他地区显示摄氏度 (°C)。
+- ✅ **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**: 信号记录与推送历史保存至本地 JSON，重启不丢失，不重复。
+- ✅ **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。
 
 ---

README_EN.md

@@ -17,11 +17,12 @@ This command launches:
 
 ## 🤖 Telegram Bot Commands
 
-| Command   | Description             | Usage                                        |
+| Command      | Description             | Usage                                        |
-| :-------- | :---------------------- | :------------------------------------------- |
+| :----------- | :---------------------- | :------------------------------------------- |
-| `/signal` | **Get Trading Signals** | Returns top 3 markets with highest deviation |
+| `/signal`    | **Get Trading Signals** | Returns top 3 markets with highest deviation |
-| `/status` | **Check Status**        | Confirm if the monitoring engine is online   |
+| `/portfolio` | **View Portfolio**      | Get real-time paper trading profit report    |
-| `/help`   | **Help**                | Display all available commands               |
+| `/status`    | **Check Status**        | Confirm if the monitoring engine is online   |
+| `/help`      | **Help**                | Display all available commands               |
 
 ---
 
@@ -32,15 +33,21 @@ This command launches:
 - **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).
 
-### 2. ⚡ Price Alerts
+### 2. ⚡ Price Alerts (Auto Paper Trade)
 
 - **Trigger**: Buy Yes or Buy No price enters the **85¢-95¢** range.
-- **Purpose**: High-probability / Near-settlement reminders, ideal for closing or reaping positions.
+- **Auto Action**: System automatically executes a **$5.00 Paper Trade** to track success rate.
+- **Purpose**: High-probability / Near-settlement reminders.
 
 ### 3. 👀 Market Anomalies
 
-- **Whale Inflow**: Detection of large single trades (>$5,000) with imbalanced buy/sell ratios.
+- **Whale Inflow**: Large single trades (>$5,000) with imbalanced ratios.
-- **Volume Spikes**: Sudden increase in trading volume (>2x historical standard deviation).
+- **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.
 
 ### 4. 🎯 Trading Signals (Query)
 

bot_listener.py

@@ -28,9 +28,9 @@ def start_bot():
             "🌡️ <b>PolyWeather 监控机器人</b>\n\n"
             "可用指令:\n"
             "/signal - 获取当前高置信度交易信号\n"
+            "/portfolio - 查看当前模拟交易报告\n"
             "/status - 检查监控系统状态\n"
-            "/id - 获取当前聊天的 Chat ID\n\n"
+            "/id - 获取当前聊天的 Chat ID"
-            "💡 <b>直接输入城市名称</b> (如: <code>Seattle</code> 或 <code>London</code>) 即可查询该城市当天的最高温市场报价。"
         )
         bot.reply_to(message, welcome_text, parse_mode="HTML")
 
@@ -45,9 +45,6 @@ def start_bot():
 
     @bot.message_handler(commands=["signal"])
     def get_signals(message):
-        # 仅响应授权的 Chat ID (可选)
-        # if str(message.chat.id) != str(chat_id): return
-
         bot.send_message(message.chat.id, "🔍 正在检索当前最值得关注的天气信号...")
 
         try:
@@ -68,7 +65,7 @@ def start_bot():
 
             # 按分数排序并取前 3 个
             sorted_signals = sorted(
-                signals.values(), key=lambda x: x["score"], reverse=True
+                signals.values(), key=lambda x: x.get("score", 0), reverse=True
             )[:3]
 
             for s in sorted_signals:
@@ -76,10 +73,10 @@ def start_bot():
                     market_name=s["city"],
                     full_title=s["full_title"],
                     option=s["option"],
-                    score=round(s["score"] * 5, 1),
+                    score=round(s.get("score", 0) * 5, 1),
                     prediction=s["prediction"],
-                    confidence=int(s["score"] * 100),
+                    confidence=int(s.get("score", 0) * 100),
-                    analysis_list=[f"偏差解析: {s['rationale']}"],
+                    analysis_list=[f"偏差解析: {s.get('rationale', 'N/A')}"],
                     price=s["price"],
                     market_url=s["url"],
                     local_time=s["local_time"],
@@ -90,6 +87,74 @@ def start_bot():
         except Exception as e:
             bot.send_message(message.chat.id, f"❌ 获取信号时出错: {e}")
 
+    @bot.message_handler(commands=["portfolio"])
+    def get_portfolio(message):
+        """查看模拟仓位"""
+        try:
+            if not os.path.exists("data/paper_positions.json"):
+                bot.reply_to(message, "📭 目前没有任何模拟记录。")
+                return
+
+            with open("data/paper_positions.json", "r", encoding="utf-8") as f:
+                data = json.load(f)
+
+            positions = data.get("positions", {})
+            history = data.get("history", [])
+            balance = data.get("balance", 1000.0)
+
+            if not positions and not history:
+                bot.reply_to(
+                    message,
+                    f"📭 目前没有任何模拟记录。\n可用余额: <b>${balance:.2f}</b>",
+                    parse_mode="HTML",
+                )
+                return
+
+            msg_lines = ["📊 <b>模拟交易报告 (北京时间)</b>\n" + "═" * 15]
+
+            # 1. 活跃持仓
+            if positions:
+                msg_lines.append("📌 <b>当前持仓:</b>")
+                total_pnl = 0
+                for pid, pos in positions.items():
+                    pnl_usd = pos.get("pnl_usd", 0)
+                    total_pnl += pnl_usd
+                    icon = "🟢" if pnl_usd >= 0 else "🔴"
+                    msg_lines.append(
+                        f"{icon} {pos['city']} {pos['option']} ({pos['side']}): {pnl_usd:+.2f}$"
+                    )
+                msg_lines.append(f"<b>持仓小计: {total_pnl:+.2f}$</b>\n")
+
+            # 2. 最近交易记录 (最新 5 笔)
+            trades = data.get("trades", [])
+            if trades:
+                msg_lines.append("\n📝 <b>最近操作:</b>")
+                # 取末尾 5 笔交易并展示
+                recent_trades = trades[-5:]
+                for t in reversed(recent_trades):
+                    t_type = "🛒 买入" if t["type"] == "BUY" else "💰 卖出"
+                    t_time = t.get("time", "").split(" ")[1] # 仅显示时间
+                    msg_lines.append(
+                        f"• {t_time} {t_type} {t['city']} {t['option']} ({t['price']}¢)"
+                    )
+
+            # 3. 历史汇总统计
+            if history:
+                total_trades = len(history)
+                wins = sum(1 for p in history if p.get("pnl_usd", 0) > 0)
+                win_rate = (wins / total_trades) * 100 if total_trades > 0 else 0
+                msg_lines.append("\n📈 <b>历史战绩:</b>")
+                msg_lines.append(f"累计成交: {total_trades} 笔")
+                msg_lines.append(f"综合胜率: <b>{win_rate:.1f}%</b>")
+
+            footer = "\n" + "═" * 15 + "\n" + f"💳 虚拟账户余额: <b>${balance:.2f}</b>"
+            msg_lines.append(footer)
+
+            bot.reply_to(message, "\n".join(msg_lines), parse_mode="HTML")
+
+        except Exception as e:
+            bot.reply_to(message, f"❌ 获取持仓失败: {e}")
+
     @bot.message_handler(commands=["status"])
     def get_status(message):
         bot.reply_to(

main.py

@@ -2,7 +2,7 @@ import sys
 import time
 import os
 import json
-from datetime import datetime
+from datetime import datetime, timedelta
 from loguru import logger
 
 from src.utils.config_loader import load_config
@@ -17,39 +17,28 @@ from src.analysis.technical_indicators import TechnicalIndicators
 from src.analysis.whale_tracker import WhaleTracker
 from src.strategy.decision_engine import DecisionEngine
 from src.strategy.risk_manager import RiskManager
+from src.trading.paper_trader import PaperTrader
 from src.utils.notifier import TelegramNotifier
 
 
 def main():
-    """
+    # 1. 初始化配置与日志
-    Polymarket 交易系统主循环 - 监控与推送模式
+    config_data = load_config()
-    """
+    setup_logger(config_data.get("app", {}).get("log_level", "INFO"))
-    # 1. 设置日志
-    setup_logger()
-    logger.info("正在启动 Polymarket 天气交易信号监控系统...")
 
-    # 2. 加载配置
+    logger.info("🌟 PolyWeather 监控引擎启动中...")
-    try:
-        config_data = load_config()
-        logger.info("配置加载成功。")
-    except Exception as e:
-        logger.error(f"配置加载失败: {e}")
-        sys.exit(1)
 
-    # 3. 初始化组件
+    # 2. 初始化核心组件
     polymarket = PolymarketClient(config_data["polymarket"])
     weather = WeatherDataCollector(config_data["weather"])
     onchain = OnchainTracker(config_data["polymarket"], polymarket)
     notifier = TelegramNotifier(config_data["telegram"])
 
+    # 3. 初始化分析与交易组件
     predictor = TemperaturePredictor()
-    volume_analyzer = VolumeAnalyzer()
+    decision_engine = DecisionEngine(config_data.get("config", {}))
-    orderbook_analyzer = OrderbookAnalyzer()
+    whale_tracker = WhaleTracker(config_data.get("config", {}), onchain)
-    tech_indicators = TechnicalIndicators()
+    paper_trader = PaperTrader()
-    whale_tracker = WhaleTracker(config_data, onchain)
-
-    decision_engine = DecisionEngine(config_data)
-    risk_manager = RiskManager(config_data)
 
     # 发送启动通知
     notifier._send_message(
@@ -226,7 +215,7 @@ def main():
                         question = market.get("question", "未知市场")
                         event_title = market.get("event_title", "")
 
-                        # (日期处理逻辑保持不变...)
+                        # 识别该合约的目标日期
                         target_date = weather.extract_date_from_title(
                             event_title
                         ) or weather.extract_date_from_title(question)
@@ -301,16 +290,13 @@ def main():
                                 "transactions": [],
                             },
                             weather_consensus={"average_temp": ref_temp},
-                            whale_activity=whale_tracker.analyze_market_whales(
+                            whale_activity=None,
-                                market_id
-                            ),
                         )
                         cache_entry["score"] = signal["final_score"]
                         cache_entry["rationale"] = signal.get("recommendation", "N/A")
                         all_markets_cache[market_id] = cache_entry
 
-                        # --- 预警收集 ---
+                        # --- 预警收集 (仅监控价格) ---
-                        # 1. 价格预警
                         if (0.85 <= buy_yes_price <= 0.95) or (
                             0.85 <= buy_no_price <= 0.95
                         ):
@@ -324,40 +310,28 @@ def main():
                                     if trigger_side == "Buy Yes"
                                     else int(buy_no_price * 100)
                                 )
+
+                                # --- 模拟交易触发逻辑 ---
+                                side = "YES" if trigger_side == "Buy Yes" else "NO"
+                                success = paper_trader.open_position(
+                                    market_id=market_id,
+                                    city=city,
+                                    option=question,
+                                    price=trigger_price,
+                                    side=side,
+                                    amount_usd=5.0,
+                                )
+
                                 city_alerts.append(
                                     {
                                         "type": "price",
                                         "market": f"{question} ({target_date or '今日'})",
                                         "msg": f"{trigger_side}进入锁定区间 {trigger_price}¢",
+                                        "bought": success,
                                     }
                                 )
                                 pushed_signals[alert_key] = time.time()
 
-                        # 2. 市场异常
-                        whale_sig = signal["factor_details"].get("whale", {})
-                        volume_sig = signal["factor_details"].get("volume", {})
-                        if (
-                            whale_sig.get("signal")
-                            in ["STRONG_ACCUMULATION", "STRONG_DISTRIBUTION"]
-                            or volume_sig.get("volume_signal", {}).get("signal")
-                            == "VOLUME_SPIKE"
-                        ):
-                            anomaly_key = f"anomaly_{market_id}"
-                            if anomaly_key not in pushed_signals:
-                                msg = (
-                                    "检测到异常交易流"
-                                    if volume_sig.get("score", 0) > 0.7
-                                    else "大户入场"
-                                )
-                                city_alerts.append(
-                                    {
-                                        "type": "anomaly",
-                                        "market": f"{question} ({target_date or '今日'})",
-                                        "msg": f"{msg} (当前 {int(buy_yes_price * 100)}¢)",
-                                    }
-                                )
-                                pushed_signals[anomaly_key] = time.time()
-
                         # 3. 信号暂存
                         cached_signals[market_id] = cache_entry
 
@@ -367,9 +341,6 @@ def main():
                             city, city_alerts, local_time=city_local_time
                         )
 
-                except Exception as e:
-                    logger.error(f"分析城市 {city} 时出错: {e}")
-                    continue
                 except Exception as e:
                     logger.error(f"分析城市 {city} 时出错: {e}")
                     continue
@@ -416,11 +387,48 @@ def main():
                     with open("data/pushed_signals.json", "w", encoding="utf-8") as f:
                         json.dump(pushed_signals, f, ensure_ascii=False)
 
+                    # --- 4. 更新模拟仓位盈亏 ---
+                    price_snapshot = {}
+                    for mid, entry in all_markets_cache.items():
+                        price_snapshot[mid] = {"price": entry["price"]}
+                    paper_trader.update_pnl(price_snapshot)
+
+                    # --- 5. 每日收益总结推送 (北京时间 23:55 - 00:05 之间发送) ---
+                    now_bj = datetime.utcnow() + timedelta(hours=8)
+                    if now_bj.hour == 23 and now_bj.minute >= 50:
+                        summary_key = f"daily_pnl_{now_bj.strftime('%Y%m%d')}"
+                        if summary_key not in pushed_signals:
+                            # 构造总结消息
+                            total_cost = 0
+                            total_pnl = 0
+                            data = paper_trader._load_data()
+                            pos_list = data.get("positions", {})
+
+                            if pos_list:
+                                report = [
+                                    f"📊 <b>每日模拟仓结算总结 ({now_bj.strftime('%Y-%m-%d')})</b>\n"
+                                    + "═" * 15
+                                ]
+                                for p in pos_list.values():
+                                    if p["status"] == "OPEN":
+                                        total_cost += p["cost_usd"]
+                                        total_pnl += p.get("pnl_usd", 0)
+
+                                report.append(
+                                    f"💳 可用余额: <b>${data.get('balance', 0):.2f}</b>"
+                                )
+                                report.append(
+                                    f"💰 今日累计投入: <b>${total_cost:.2f}</b>"
+                                )
+                                report.append(
+                                    f"📈 累计浮动盈亏: <b>{total_pnl:+.2f}$</b>"
+                                )
+                                notifier._send_message("\n".join(report))
+                                pushed_signals[summary_key] = time.time()
+
                 except Exception as e:
                     logger.error(f"即时保存数据失败: {e}")
 
-            # 4. 每日概览已移除
-
             logger.info("本轮扫描结束。等待 5 分钟...")
             time.sleep(300)
 

src/data_collection/polymarket_api.py

@@ -183,38 +183,6 @@ class PolymarketClient:
 
         return None
 
-    def get_buy_prices(self, yes_token_id: str, no_token_id: str) -> Optional[Dict]:
-        """
-        获取买入价格 (Buy Yes 和 Buy No)
-
-        Args:
-            yes_token_id: Yes token ID
-            no_token_id: No token ID
-
-        Returns:
-            dict: {"buy_yes": float, "buy_no": float} 或 None
-        """
-        try:
-            # Buy Yes = Yes token 的最佳卖单 (asks)
-            yes_book = self.get_orderbook(yes_token_id)
-            buy_yes = None
-            if yes_book and isinstance(yes_book, dict) and yes_book.get("asks"):
-                buy_yes = float(yes_book["asks"][0].get("price", 0))
-
-            # Buy No = No token 的最佳卖单 (asks)
-            no_book = self.get_orderbook(no_token_id)
-            buy_no = None
-            if no_book and isinstance(no_book, dict) and no_book.get("asks"):
-                buy_no = float(no_book["asks"][0].get("price", 0))
-
-            if buy_yes is not None and buy_no is not None:
-                return {"buy_yes": buy_yes, "buy_no": buy_no}
-
-        except Exception as e:
-            logger.debug(f"获取买入价格失败: {e}")
-
-        return None
-
     def get_multiple_prices(self, token_requests: List[Dict]) -> Dict[str, float]:
         """
         批量获取多个 token 的价格 (使用 Polymarket 批量接口)
@@ -249,68 +217,6 @@ class PolymarketClient:
             logger.debug(f"批量获取盘口价格失败: {e}")
         return {}
 
-        try:
-            url = f"{self.base_url}/prices"
-            # 这里的价格接口通常返回最佳买入/卖出价
-            # 构造请求体：Polymarket 期望的格式
-            payload = []
-            for req in token_requests:
-                payload.append(
-                    {
-                        "token_id": req["token_id"],
-                        "side": "buy"
-                        if req["side"] == "ask"
-                        else "sell",  # 映射：我们要买，所以查盘口的 sell side (ask)
-                    }
-                )
-
-            # 分批处理，每批 50 个，避免请求过大
-            all_prices = {}
-            for i in range(0, len(payload), 50):
-                batch = payload[i : i + 50]
-                response = self.session.post(url, json=batch, timeout=20)
-                if response.status_code == 200:
-                    results = response.json()
-                    # 结果通常是一个字典 {token_id: price}
-                    if isinstance(results, dict):
-                        all_prices.update(results)
-            return all_prices
-        except Exception as e:
-            logger.debug(f"批量获取价格失败: {e}")
-        return {}
-
-    def get_trades(self, market_id: str = None, limit: int = 100) -> Optional[Dict]:
-        """
-        获取成交历史 (使用 CLOB 专业接口 + Builder Key)
-        """
-        try:
-            url = f"{self.base_url}/trades"
-            params = {"limit": limit}
-            if market_id:
-                params["market"] = market_id
-
-            # 关键：带上你的 Builder Key
-            headers = {}
-            if self.api_key:
-                headers["x-api-key"] = self.api_key
-
-            response = self.session.get(
-                url, params=params, headers=headers, timeout=self.timeout
-            )
-
-            if response.status_code == 200:
-                return response.json()
-            elif response.status_code == 401:
-                logger.debug(
-                    f"CLOB Trades 依然返回 401 (权限受限): {market_id[:20]}..."
-                )
-            else:
-                logger.debug(f"CLOB Trades 接口返回状态码: {response.status_code}")
-
-        except Exception as e:
-            logger.debug(f"获取成交历史失败: {e}")
-        return None
-
     def get_midpoint(self, token_id: str) -> Optional[float]:
         """
         Get midpoint price for a token

src/trading/paper_trader.py

@@ -0,0 +1,156 @@
+import json
+import os
+import time
+from datetime import datetime, timedelta
+from loguru import logger
+
+
+class PaperTrader:
+    """
+    模拟交易系统 (Paper Trading System)
+    """
+
+    def __init__(self, storage_path="data/paper_positions.json", total_capital=1000.0):
+        self.storage_path = storage_path
+        self.initial_capital = total_capital
+        data = self._load_data()
+        self.positions = data.get("positions", {})
+        self.history = data.get("history", [])  # 历史结项记录
+        self.trades = data.get("trades", [])    # 原始买入/卖出记录
+        self.balance = data.get("balance", total_capital)
+        logger.info(f"模拟交易系统初始化。累计成交: {len(self.history)} 笔, 买入记录: {len(self.trades)} 笔")
+
+    def _load_data(self):
+        if os.path.exists(self.storage_path):
+            try:
+                with open(self.storage_path, "r", encoding="utf-8") as f:
+                    return json.load(f)
+            except:
+                return {"positions": {}, "history": [], "trades": [], "balance": self.initial_capital}
+        return {"positions": {}, "history": [], "trades": [], "balance": self.initial_capital}
+
+    def _save_data(self):
+        with open(self.storage_path, "w", encoding="utf-8") as f:
+            json.dump(
+                {
+                    "positions": self.positions,
+                    "history": self.history,
+                    "trades": self.trades,
+                    "balance": round(self.balance, 2),
+                },
+                f,
+                ensure_ascii=False,
+                indent=2,
+            )
+
+    def open_position(self, market_id: str, city: str, option: str, price: int, side: str, amount_usd: float = 5.0):
+        """
+        开仓进入模拟仓位
+        """
+        # 价格以美分计，转换为 0-1 比例
+        price_decimal = price / 100.0
+        
+        # 检查余额
+        if self.balance < amount_usd:
+            logger.warning(f"余额不足，无法开仓 (余额: ${self.balance:.2f})")
+            return False
+            
+        # 计算持仓份额
+        shares = amount_usd / price_decimal if price_decimal > 0 else 0
+        
+        position_id = f"{market_id}_{side}"
+        
+        # 如果已经有相同方向的仓位，可以选择加仓或忽略（这里简单起见，不重复开仓）
+        if position_id in self.positions:
+            return False
+            
+        new_pos = {
+            "market_id": market_id,
+            "city": city,
+            "option": option,
+            "side": side,
+            "entry_price": price,
+            "shares": shares,
+            "cost_usd": amount_usd,
+            "current_price": price,
+            "pnl_usd": 0.0,
+            "pnl_pct": 0.0,
+            "status": "OPEN",
+            "opened_at": (datetime.utcnow() + timedelta(hours=8)).strftime("%Y-%m-%d %H:%M:%S")
+        }
+        
+        self.positions[position_id] = new_pos
+        self.balance -= amount_usd
+        
+        # 记录交易流水
+        self.trades.append({
+            "type": "BUY",
+            "city": city,
+            "option": option,
+            "side": side,
+            "price": price,
+            "amount": amount_usd,
+            "time": new_pos["opened_at"]
+        })
+        
+        self._save_data()
+        
+        logger.success(f"【模拟开仓】{city} | {option} | {side} | 价格: {price}¢ | 投入: ${amount_usd}")
+        return True
+
+    def update_pnl(self, current_prices: dict):
+        updated_report = []
+        finished_ids = []
+
+        for pid, pos in self.positions.items():
+            if pos["status"] != "OPEN":
+                continue
+            m_id = pos["market_id"]
+
+            if m_id in current_prices:
+                curr_price = current_prices[m_id].get("price", 50)
+                if pos["side"] == "NO":
+                    curr_price = 100 - curr_price
+
+                # 更新当前价值
+                value = pos["shares"] * (curr_price / 100.0)
+                pnl = value - pos["cost_usd"]
+                pnl_pct = (pnl / pos["cost_usd"]) * 100 if pos["cost_usd"] > 0 else 0
+
+                pos["current_price"] = curr_price
+                pos["pnl_usd"] = round(pnl, 2)
+                pos["pnl_pct"] = round(pnl_pct, 2)
+
+                # --- 自动结项检测：如果价格变为 0 或 100 (Polymarket 已结算) ---
+                if curr_price >= 99.5 or curr_price <= 0.5:
+                    pos["status"] = "CLOSED"
+                    pos["closed_at"] = (
+                        datetime.utcnow() + timedelta(hours=8)
+                    ).strftime("%Y-%m-%d %H:%M:%S")
+                    self.balance += value  # 资金回笼
+                    self.history.append(pos)
+                    finished_ids.append(pid)
+                    logger.success(
+                        f"【模拟结项】{pos['city']} | {pos['option']} | 最终价格: {curr_price}¢ | 获利: ${pnl:+.2f}"
+                    )
+                else:
+                    updated_report.append(pos)
+
+        # 从活跃仓位中移除已结项的
+        for pid in finished_ids:
+            # 在流水中添加卖出（结项）记录
+            pos = self.positions[pid]
+            self.trades.append({
+                "type": "SELL",
+                "city": pos["city"],
+                "option": pos["option"],
+                "side": pos["side"],
+                "price": pos["current_price"],
+                "amount": round(pos["shares"] * (pos["current_price"] / 100.0), 2),
+                "time": pos.get("closed_at")
+            })
+            del self.positions[pid]
+
+        self._save_data()
+            
+        return updated_report

src/utils/logger.py

@@ -1,7 +1,7 @@
 import sys
 from loguru import logger
 
-def setup_logger():
+def setup_logger(level="DEBUG"):
     """
     Configure loguru logger
     """
@@ -11,7 +11,7 @@ def setup_logger():
     logger.add(
         sys.stderr,
         format="<green>{time:YYYY-MM-DD HH:mm:ss}</green> | <level>{level: <8}</level> | <level>{message}</level>",
-        level="DEBUG"
+        level=level
     )
     
     # 文件输出
@@ -19,7 +19,7 @@ def setup_logger():
         "data/logs/trading_system.log",
         rotation="10 MB",
         retention="10 days",
-        level="DEBUG",
+        level=level,
         encoding="utf-8",
         compression="zip"
     )

src/utils/notifier.py

@@ -132,7 +132,8 @@ class TelegramNotifier:
         items_text = ""
         for a in alerts:
             type_icon = "⚡" if a["type"] == "price" else "🐋"
-            items_text += f"{type_icon} <b>{a['market']}</b>: {a['msg']}\n"
+            buy_tag = " [🛒 模拟仓已买入]" if a.get("bought") else ""
+            items_text += f"{type_icon} <b>{a['market']}</b>: {a['msg']}{buy_tag}\n"
 
         text = (
             f"🔔 <b>城市监控报告 #{self._escape_html(city)}</b>\n\n"