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放宽扫描终端硬过滤默认值，适配 Polymarket 低流动性长尾桶

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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 02:58:41 +08:00
parent 852010b8d4
commit 8849ef8fe6
2 changed files with 6 additions and 6 deletions
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src/data_collection/polymarket_readonly.py
+5 -5
View File
@@ -434,7 +434,7 @@ class PolymarketReadOnlyLayer:
200, 200,
) )
self.min_liquidity_for_signal = ( self.min_liquidity_for_signal = (
_safe_float(os.getenv("POLYMARKET_SIGNAL_MIN_LIQUIDITY")) or 500.0 _safe_float(os.getenv("POLYMARKET_SIGNAL_MIN_LIQUIDITY")) or 50.0
) )
self.edge_threshold = _safe_float(os.getenv("POLYMARKET_SIGNAL_EDGE_PCT")) or 2.0 self.edge_threshold = _safe_float(os.getenv("POLYMARKET_SIGNAL_EDGE_PCT")) or 2.0
fast_price_only = _safe_bool(os.getenv("POLYMARKET_FAST_PRICE_ONLY", "false")) fast_price_only = _safe_bool(os.getenv("POLYMARKET_FAST_PRICE_ONLY", "false"))
@@ -2804,9 +2804,9 @@ class PolymarketReadOnlyLayer:
min_price = _clamp_float(_safe_float(raw.get("min_price")), 0.0, 1.0) min_price = _clamp_float(_safe_float(raw.get("min_price")), 0.0, 1.0)
max_price = _clamp_float(_safe_float(raw.get("max_price")), 0.0, 1.0) max_price = _clamp_float(_safe_float(raw.get("max_price")), 0.0, 1.0)
if min_price is None: if min_price is None:
min_price = 0.05 min_price = 0.001
if max_price is None: if max_price is None:
max_price = 0.95 max_price = 0.999
if min_price > max_price: if min_price > max_price:
min_price, max_price = max_price, min_price min_price, max_price = max_price, min_price
@@ -2827,7 +2827,7 @@ class PolymarketReadOnlyLayer:
"market_type": str(raw.get("market_type") or "maxtemp").strip().lower() or "maxtemp", "market_type": str(raw.get("market_type") or "maxtemp").strip().lower() or "maxtemp",
"time_range": str(raw.get("time_range") or "today").strip().lower() or "today", "time_range": str(raw.get("time_range") or "today").strip().lower() or "today",
"limit": max(1, _safe_int(raw.get("limit"), 60)), "limit": max(1, _safe_int(raw.get("limit"), 60)),
"max_spread": max(0.0, _safe_float(raw.get("max_spread")) or 0.03), "max_spread": max(0.0, _safe_float(raw.get("max_spread")) or 0.2),
} }
def _build_window_meta( def _build_window_meta(
@@ -3691,7 +3691,7 @@ class PolymarketReadOnlyLayer:
_reason = "order_book_disabled" _reason = "order_book_disabled"
elif ask < filters["min_price"] or ask > filters["max_price"]: elif ask < filters["min_price"] or ask > filters["max_price"]:
_reason = f"price_range ask={ask} min={filters['min_price']} max={filters['max_price']}" _reason = f"price_range ask={ask} min={filters['min_price']} max={filters['max_price']}"
elif edge_percent < filters["min_edge_pct"]: elif abs(edge_percent) < filters["min_edge_pct"]:
_reason = f"edge_too_low edge={edge_percent} min={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"]: elif spread is not None and spread > filters["max_spread"]:
_reason = f"spread_too_wide spread={spread} max={filters['max_spread']}" _reason = f"spread_too_wide spread={spread} max={filters['max_spread']}"
tests/test_polymarket_readonly.py
+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, "buy": 0.99 if token_id.startswith("yes") else 0.01,
"sell": 0.95 if token_id.startswith("yes") else 0.0, "sell": 0.95 if token_id.startswith("yes") else 0.0,
"midpoint": 0.97 if token_id.startswith("yes") else 0.03, "midpoint": 0.97 if token_id.startswith("yes") else 0.03,
"spread": 0.04, "spread": 0.3,
"book_liquidity": 100, "book_liquidity": 100,
} }
for token_id in token_ids for token_id in token_ids