放宽扫描终端硬过滤默认值,适配 Polymarket 低流动性长尾桶

min_price 0.05→0.001,max_price 0.95→0.999,min_liquidity 500→50,
max_spread 0.03→0.2,edge 过滤从定向改为绝对值以捕获空头信号。
This commit is contained in:
2569718930@qq.com
2026-05-25 02:57:24 +08:00
parent 852010b8d4
commit 8849ef8fe6
2 changed files with 6 additions and 6 deletions
+1 -1
View File
@@ -732,7 +732,7 @@ def test_distribution_scan_hard_filters_block_unusable_extreme_quotes():
"buy": 0.99 if token_id.startswith("yes") else 0.01,
"sell": 0.95 if token_id.startswith("yes") else 0.0,
"midpoint": 0.97 if token_id.startswith("yes") else 0.03,
"spread": 0.04,
"spread": 0.3,
"book_liquidity": 100,
}
for token_id in token_ids