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_passes_hard_filters 新增过滤原因日志排查扫描行被全部筛掉问题

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This commit is contained in:
2569718930@qq.com
2026-05-25 02:54:20 +08:00
parent d2a9e9a9b3
commit 852010b8d4
1 changed files with 18 additions and 9 deletions
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src/data_collection/polymarket_readonly.py
+18 -9
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@@ -3682,16 +3682,25 @@ class PolymarketReadOnlyLayer:
_safe_float(row.get("book_liquidity")) or 0.0,
_safe_float(row.get("market_liquidity")) or 0.0,
)
_reason = None
if ask is None or edge_percent is None:
_reason = f"ask_or_edge_none ask={ask} edge={edge_percent}"
elif not row.get("tradable") or row.get("accepting_orders") is False:
_reason = f"not_tradable tradable={row.get('tradable')} accepting={row.get('accepting_orders')}"
elif row.get("enable_order_book") is False:
_reason = "order_book_disabled"
elif ask < filters["min_price"] or ask > filters["max_price"]:
_reason = f"price_range ask={ask} min={filters['min_price']} max={filters['max_price']}"
elif edge_percent < filters["min_edge_pct"]:
_reason = f"edge_too_low edge={edge_percent} min={filters['min_edge_pct']}"
elif spread is not None and spread > filters["max_spread"]:
_reason = f"spread_too_wide spread={spread} max={filters['max_spread']}"
elif liquidity < filters["min_liquidity"]:
_reason = f"liquidity_too_low liq={liquidity} min={filters['min_liquidity']}"
if _reason:
logger.info("SCAN_DEBUG filter_skip slug={} side={} reason={}", str(row.get("market_slug") or "")[:60], row.get("side"), _reason)
return False
if not row.get("tradable") or row.get("accepting_orders") is False:
return False
if row.get("enable_order_book") is False:
return False
if ask < filters["min_price"] or ask > filters["max_price"]:
return False
if edge_percent < filters["min_edge_pct"]:
return False
side = str(row.get("side") or "").lower()
market_direction = str(row.get("market_direction") or "").lower()
if (
@@ -3702,7 +3711,7 @@ class PolymarketReadOnlyLayer:
and not (row.get("cluster_adjusted") and row.get("is_directional_candidate"))
):
return False
if spread is None or spread > filters["max_spread"]:
if spread is not None and spread > filters["max_spread"]:
return False
if liquidity < filters["min_liquidity"]:
return False