feat: Initialize PolyWeather project structure including modules for data collection, analysis, strategy, trading, utilities, configuration, and a Streamlit dashboard.

2026-02-05 19:52:02 +08:00
commit 9617425c6e
33 changed files with 3928 additions and 0 deletions
@@ -0,0 +1,52 @@
+import os
+from dotenv import load_dotenv
+
+def load_config():
+    """
+    Load configuration from environment variables and config files
+    """
+    load_dotenv()
+    
+    def get_env_or_none(key):
+        val = os.getenv(key)
+        if not val or "your_" in val.lower() or val.strip() == "":
+            return None
+        return val
+
+    config = {
+        "polymarket": {
+            "api_key": get_env_or_none("POLYMARKET_API_KEY"),
+            "secret_key": get_env_or_none("POLYMARKET_SECRET_KEY"),
+            "passphrase": get_env_or_none("POLYMARKET_PASSPHRASE"),
+            "wallet_address": get_env_or_none("POLYMARKET_WALLET_ADDRESS"),
+            "proxy": os.getenv("HTTPS_PROXY") or os.getenv("HTTP_PROXY"),
+        },
+        "weather": {
+            "openweather_api_key": get_env_or_none("OPENWEATHER_API_KEY"),
+            "wunderground_api_key": get_env_or_none("WUNDERGROUND_API_KEY"),
+            "visualcrossing_api_key": get_env_or_none("VISUALCROSSING_API_KEY"),
+            "proxy": os.getenv("HTTPS_PROXY") or os.getenv("HTTP_PROXY"),
+        },
+        "telegram": {
+            "bot_token": os.getenv("TELEGRAM_BOT_TOKEN"),
+            "chat_id": os.getenv("TELEGRAM_CHAT_ID"),
+            "proxy": os.getenv("HTTPS_PROXY") or os.getenv("HTTP_PROXY"),
+        },
+        "config": {
+            "weights": {
+                "statistical_prediction": 0.50,
+                "data_source_consensus": 0.15,
+                "market_volume_signal": 0.15,
+                "orderbook_analysis": 0.10,
+                "technical_indicators": 0.05,
+                "onchain_whale_signal": 0.05
+            }
+        },
+        "app": {
+            "log_level": os.getenv("LOG_LEVEL", "INFO"),
+            "env": os.getenv("ENV", "development"),
+            "proxy": os.getenv("HTTPS_PROXY") or os.getenv("HTTP_PROXY"),
+        }
+    }
+    
+    return config
@@ -0,0 +1,27 @@
+import sys
+from loguru import logger
+
+def setup_logger():
+    """
+    Configure loguru logger
+    """
+    logger.remove()  # Remove default handler
+    
+    # 控制台输出 - 使用支持中文的格式
+    logger.add(
+        sys.stderr,
+        format="<green>{time:YYYY-MM-DD HH:mm:ss}</green> | <level>{level: <8}</level> | <level>{message}</level>",
+        level="DEBUG"
+    )
+    
+    # 文件输出
+    logger.add(
+        "data/logs/trading_system.log",
+        rotation="10 MB",
+        retention="10 days",
+        level="DEBUG",
+        encoding="utf-8",
+        compression="zip"
+    )
+
+    logger.info("日志系统初始化完成。")
@@ -0,0 +1,232 @@
+import requests
+import html
+from loguru import logger
+from datetime import datetime
+
+
+class TelegramNotifier:
+    """
+    Telegram 消息推送模块
+    支持信号推送、预警推送和市场异常提醒
+    """
+
+    def __init__(self, config: dict):
+        self.config = config
+        self.token = config.get("bot_token")
+        self.chat_id = config.get("chat_id")
+        self.proxy = config.get("proxy")
+
+        self.session = requests.Session()
+        if self.proxy:
+            if not self.proxy.startswith("http"):
+                self.proxy = f"http://{self.proxy}"
+            self.session.proxies = {"http": self.proxy, "https": self.proxy}
+
+        logger.info("Telegram 通知器初始化完成。")
+
+    @staticmethod
+    def _escape_html(text: str) -> str:
+        """Escape HTML special characters"""
+        if not isinstance(text, str):
+            text = str(text)
+        return html.escape(text, quote=False)
+
+    def _send_message(self, text: str):
+        """发送 Telegram 消息的主函数"""
+        if not self.token or not self.chat_id:
+            logger.warning("未配置 Telegram Token 或 Chat ID，无法发送消息。")
+            return
+
+        url = f"https://api.telegram.org/bot{self.token}/sendMessage"
+        # 调试输出：确保 ID 正确读取
+        logger.debug(f"DEBUG: Tnotifier using ChatID={self.chat_id}")
+
+        payload = {
+            "chat_id": self.chat_id,
+            "text": text,
+            "parse_mode": "HTML",
+            "disable_web_page_preview": True,
+        }
+
+        try:
+            response = self.session.post(url, json=payload, timeout=10)
+            if response.status_code != 200:
+                error_msg = response.text
+                if "chat not found" in error_msg.lower():
+                    logger.error(
+                        f"Telegram 消息发送失败 (400): Chat ID {self.chat_id} 无效或机器人尚未被加入该聊天。请在 Telegram 中发送 /id 给机器人确认正确的 Chat ID。"
+                    )
+                else:
+                    logger.error(
+                        f"Telegram 消息发送失败 ({response.status_code}): {error_msg}"
+                    )
+                return False
+            logger.info("Telegram 消息发送成功。")
+            return True
+        except Exception as e:
+            logger.error(f"Telegram 请求异常: {e}")
+            return False
+
+    def send_signal(
+        self,
+        market_name: str,
+        full_title: str,
+        option: str,
+        score: float,
+        prediction: str,
+        confidence: int,
+        analysis_list: list,
+        price: float,
+        market_url: str,
+        local_time: str = None,
+        target_date: str = None,
+    ):
+        """发送交易信号推送"""
+        stars = "⭐" * int(score) + "☆" * (5 - int(score))
+        timestamp_utc = datetime.utcnow().strftime("%H:%M")
+
+        analysis_text = "\n".join(
+            [
+                f"✅ {self._escape_html(item)}" if "✅" not in item else item
+                for item in analysis_list
+            ]
+        )
+
+        local_time_text = (
+            f"🕒 当地时间: <b>{self._escape_html(local_time)}</b>\n"
+            if local_time
+            else ""
+        )
+        target_date_text = self._escape_html(target_date) if target_date else "待定"
+
+        text = (
+            f"🎯 <b>交易信号 #{self._escape_html(market_name.split(' ')[0])}</b>\n\n"
+            f"📍 城市: <b>{self._escape_html(market_name)}</b>\n"
+            f"🏆 市场: <i>{self._escape_html(full_title)}</i>\n"
+            f"📝 选项: <b>{self._escape_html(option)}</b>\n"
+            f"💰 当前价格: <b>{price}¢</b>\n"
+            f"═══════════════════\n"
+            f"📊 信号评分: {stars} ({score}/5)\n"
+            f"🤖 模型预测: {self._escape_html(prediction)}\n"
+            f"📈 置信度: {confidence}%\n\n"
+            f"分析汇总:\n"
+            f"{analysis_text}\n"
+            f"═══════════════════\n"
+            f"{local_time_text}"
+            f"📅 结算日期: <b>{target_date_text}</b>\n"
+            f"🔗 <a href='{market_url}'>点击进入市场</a>\n\n"
+            f"⏰ 信号时间: {timestamp_utc} UTC"
+        )
+        return self._send_message(text)
+
+    def send_combined_alert(self, city: str, alerts: list, local_time: str = None):
+        """发送合并后的城市预警"""
+        if not alerts:
+            return
+
+        from datetime import datetime, timedelta
+
+        # UTC+8 北京时间
+        timestamp_bj = (datetime.utcnow() + timedelta(hours=8)).strftime("%H:%M")
+
+        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"
+
+        text = (
+            f"🔔 <b>城市监控报告 #{self._escape_html(city)}</b>\n\n"
+            f"📍 城市: {self._escape_html(city)}\n"
+            f"📊 <b>实时异动:</b>\n"
+            f"{items_text}\n"
+            f"═══════════════════\n"
+            f"🕒 当地时间: {self._escape_html(local_time or 'N/A')}\n"
+            f"⏰ 预警时间: {timestamp_bj} (北京时间)"
+        )
+        return self._send_message(text)
+
+    def send_anomaly(
+        self,
+        city_tag: str,
+        market_name: str,
+        detected_anomaly: str,
+        stats: dict,
+        whales: list,
+        current_price: float,
+        local_time: str = None,
+    ):
+        """发送市场异常推送"""
+        from datetime import datetime, timedelta
+
+        # UTC+8 北京时间
+        timestamp_bj = (datetime.utcnow() + timedelta(hours=8)).strftime("%H:%M")
+
+        whale_text = "\n".join([f"- {self._escape_html(w)}" for w in whales])
+        stats_text = "\n".join(
+            [
+                f"{self._escape_html(k)}: {self._escape_html(v)}"
+                for k, v in stats.items()
+            ]
+        )
+        local_time_text = (
+            f"🕒 当地时间: <b>{self._escape_html(local_time)}</b>\n"
+            if local_time
+            else ""
+        )
+
+        text = (
+            f"👀 <b>市场异常 #{self._escape_html(city_tag)}</b>\n\n"
+            f"📍 城市: {self._escape_html(city_tag)}\n"
+            f"🏆 市场: {self._escape_html(market_name)}\n\n"
+            f"🚨 <b>检测到异常:</b>\n"
+            f"{self._escape_html(detected_anomaly)}\n"
+            f"{stats_text}\n\n"
+            f"🐋 <b>大户动向:</b>\n"
+            f"{whale_text}\n\n"
+            f"💰 当前价格: <b>{current_price}¢</b>\n"
+            f"═══════════════════\n"
+            f"{local_time_text}"
+            f"⏰ 信号时间: {timestamp_bj} (北京时间)"
+        )
+        return self._send_message(text)
+
+    def send_alert(
+        self,
+        city_tag: str,
+        market_name: str,
+        price: float,
+        trigger: str,
+        prev_price: float,
+        change: str,
+        quick_analysis: list,
+        local_time: str = None,
+    ):
+        """发送价格预警推送"""
+        from datetime import datetime, timedelta
+
+        # UTC+8 北京时间
+        timestamp_bj = (datetime.utcnow() + timedelta(hours=8)).strftime("%H:%M")
+
+        analysis_text = "\n".join(
+            [f"- {self._escape_html(item)}" for item in quick_analysis]
+        )
+        local_time_text = (
+            f"🕒 当地时间: <b>{self._escape_html(local_time)}</b>\n"
+            if local_time
+            else ""
+        )
+
+        text = (
+            f"⚡ <b>价格预警 #{self._escape_html(city_tag)}</b>\n\n"
+            f"📍 城市: {self._escape_html(city_tag)}\n"
+            f"🏆 市场: {self._escape_html(market_name)}\n"
+            f"💰 报价: <b>{price}¢ ↗️</b>\n\n"
+            f"触发条件: {self._escape_html(trigger)}\n"
+            f"变动详情: {prev_price}¢ -> {price}¢ ({self._escape_html(change)})\n\n"
+            f"📊 <b>快速分析:</b>\n"
+            f"{analysis_text}\n\n"
+            f"═══════════════════\n"
+            f"{local_time_text}"
+            f"⏰ 预警时间: {timestamp_bj} (北京时间)"
+        )
+        return self._send_message(text)