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Implement EMOS scan terminal with REST-only market data

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This commit is contained in:
2569718930@qq.com
2026-04-23 23:49:52 +08:00
parent 9a2ef217eb
commit ddc0180ae6
15 changed files with 2543 additions and 3585 deletions
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tests/test_polymarket_readonly.py
+190
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@@ -484,3 +484,193 @@ def test_find_primary_market_prefers_preferred_temperature_and_cache_key():
assert reason_22 is None
assert selected_27["slug"] == "highest-temperature-in-madrid-on-april-23-2026-27c"
assert selected_22["slug"] == "highest-temperature-in-madrid-on-april-23-2026-22corbelow"
def _build_scan_test_layer():
layer = PolymarketReadOnlyLayer()
markets = [
{
"id": "m-above-14",
"slug": "highest-temperature-in-wellington-on-april-24-2026-14c-or-higher",
"question": "Will the highest temperature in Wellington be 14C or higher on April 24?",
"active": True,
"closed": False,
"acceptingOrders": True,
"enableOrderBook": True,
"liquidityNum": 12000,
"volumeNum": 4000,
"_model_prob": 0.60,
},
{
"id": "m-below-16",
"slug": "highest-temperature-in-wellington-on-april-24-2026-16c-or-lower",
"question": "Will the highest temperature in Wellington be 16C or lower on April 24?",
"active": True,
"closed": False,
"acceptingOrders": True,
"enableOrderBook": True,
"liquidityNum": 9000,
"volumeNum": 3500,
"_model_prob": 0.30,
},
{
"id": "m-above-17",
"slug": "highest-temperature-in-wellington-on-april-24-2026-17c-or-higher",
"question": "Will the highest temperature in Wellington be 17C or higher on April 24?",
"active": True,
"closed": False,
"acceptingOrders": True,
"enableOrderBook": True,
"liquidityNum": 7000,
"volumeNum": 2800,
"_model_prob": 0.20,
},
]
token_map = {
"m-above-14": {"yes": "yes-14", "no": "no-14"},
"m-below-16": {"yes": "yes-16", "no": "no-16"},
"m-above-17": {"yes": "yes-17", "no": "no-17"},
}
quote_map = {
"yes-14": {"buy": 0.48, "sell": 0.46, "midpoint": 0.40, "spread": 0.02, "book_liquidity": 14000},
"no-14": {"buy": 0.54, "sell": 0.52, "midpoint": 0.60, "spread": 0.02, "book_liquidity": 14000},
"yes-16": {"buy": 0.42, "sell": 0.40, "midpoint": 0.50, "spread": 0.02, "book_liquidity": 9000},
"no-16": {"buy": 0.56, "sell": 0.54, "midpoint": 0.50, "spread": 0.02, "book_liquidity": 9000},
"yes-17": {"buy": 0.08, "sell": 0.07, "midpoint": 0.10, "spread": 0.01, "book_liquidity": 7500},
"no-17": {"buy": 0.92, "sell": 0.91, "midpoint": 0.90, "spread": 0.01, "book_liquidity": 7500},
}
layer._collect_related_temperature_markets = lambda **_kwargs: markets
layer._aggregate_distribution_probability_for_market = (
lambda market, **_kwargs: market.get("_model_prob")
)
layer._extract_market_tokens = lambda market: [
{"outcome": "Yes", "token_id": token_map[market["id"]]["yes"]},
{"outcome": "No", "token_id": token_map[market["id"]]["no"]},
]
layer._batch_get_token_market_data = (
lambda token_ids, include_books=False: {
token_id: dict(quote_map[token_id])
for token_id in token_ids
if token_id in quote_map
}
)
return layer, markets
def test_distribution_scan_bias_flips_below_markets_into_hotter_signal():
layer, markets = _build_scan_test_layer()
scan = layer._build_distribution_scan_pack(
city_key="wellington",
target_date="2026-04-24",
primary_market=markets[0],
probability_distribution=[],
temp_symbol="°C",
scan_context={
"local_date": "2026-04-24",
"local_time": "13:10",
"peak": {"first_h": 14, "last_h": 16},
"current_max_so_far": 13.4,
"current_temp": 13.0,
"trend": {"recent": []},
"network_lead_signal": {},
},
scan_filters={"limit": 10},
)
bias = scan["distribution_bias"]
assert bias["available"] is True
assert bias["direction"] == "hotter"
assert bias["score"] > 0
def test_distribution_scan_returns_single_primary_signal_from_yes_no_mix():
layer, markets = _build_scan_test_layer()
scan = layer._build_distribution_scan_pack(
city_key="wellington",
target_date="2026-04-24",
primary_market=markets[0],
probability_distribution=[],
temp_symbol="°C",
scan_context={
"local_date": "2026-04-24",
"local_time": "13:10",
"peak": {"first_h": 14, "last_h": 16},
"current_max_so_far": 13.6,
"current_temp": 13.2,
"trend": {"recent": []},
"network_lead_signal": {},
},
scan_filters={"limit": 10, "min_edge_pct": 2},
)
assert scan["candidate_count"] >= 2
assert isinstance(scan["primary_signal"], dict)
assert scan["primary_signal"]["side"] == "yes"
assert scan["primary_signal"]["id"] == scan["rows"][0]["id"]
assert scan["signal_status"] == "ready"
def test_distribution_scan_hard_filters_block_unusable_extreme_quotes():
layer, markets = _build_scan_test_layer()
layer._batch_get_token_market_data = (
lambda token_ids, include_books=False: {
token_id: {
"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,
"book_liquidity": 100,
}
for token_id in token_ids
}
)
scan = layer._build_distribution_scan_pack(
city_key="wellington",
target_date="2026-04-24",
primary_market=markets[0],
probability_distribution=[],
temp_symbol="°C",
scan_context={
"local_date": "2026-04-24",
"local_time": "13:10",
"peak": {"first_h": 14, "last_h": 16},
"current_max_so_far": 13.6,
"current_temp": 13.2,
"trend": {"recent": []},
"network_lead_signal": {},
},
scan_filters={"limit": 10},
)
assert scan["signal_status"] == "no_signal"
assert scan["candidate_count"] == 0
assert scan["rows"] == []
def test_batch_token_market_data_falls_back_to_single_fetch_when_batch_fails():
layer = PolymarketReadOnlyLayer()
layer._clob_post = lambda *_args, **_kwargs: None
layer._fetch_token_market_data = lambda token_id: {
"buy": 0.33,
"sell": 0.31,
"midpoint": 0.32,
"quote_source": f"fallback:{token_id}",
}
result = layer._batch_get_token_market_data(["token-a", "token-b"])
assert result["token-a"]["midpoint"] == 0.32
assert result["token-b"]["quote_source"] == "fallback:token-b"
def test_normalize_scan_filters_raises_liquidity_floor_when_high_liquidity_only():
layer = PolymarketReadOnlyLayer()
filters = layer._normalize_scan_filters({"high_liquidity_only": True})
assert filters["high_liquidity_only"] is True
assert filters["min_liquidity"] >= 5000
tests/test_web_observability.py
+64
View File
@@ -3,6 +3,7 @@ from fastapi.testclient import TestClient
from web.app import app
import web.routes as routes
from web.scan_terminal_service import _scan_terminal_cache_key
from src.database.db_manager import DBManager
from src.database.runtime_state import TruthRecordRepository, TrainingFeatureRecordRepository
@@ -260,6 +261,69 @@ def test_ops_truth_history_returns_filtered_rows(monkeypatch):
assert payload["items"][0]["settlement_station_code"] == "RCSS"
def test_scan_terminal_endpoint_forwards_filters(monkeypatch):
monkeypatch.setattr(routes, "_assert_entitlement", lambda request: None)
captured = {}
def _fake_build_scan_terminal_payload(filters, *, force_refresh=False):
captured["filters"] = dict(filters)
captured["force_refresh"] = force_refresh
return {
"generated_at": "2026-04-23T00:00:00Z",
"filters": filters,
"summary": {
"recommended_count": 1,
"visible_count": 1,
"candidate_total": 3,
"avg_edge_percent": 4.2,
"avg_primary_confidence": 88.0,
"tradable_market_count": 1,
"total_volume": 1500,
"resolved_market_type": "maxtemp",
},
"top_signal": None,
"rows": [],
}
monkeypatch.setattr(routes, "build_scan_terminal_payload", _fake_build_scan_terminal_payload)
response = client.get(
"/api/scan/terminal?scan_mode=trend&min_price=0.1&max_price=0.8&min_edge_pct=3"
"&min_liquidity=700&high_liquidity_only=true&market_type=all&time_range=week&limit=12&force_refresh=true"
)
assert response.status_code == 200
payload = response.json()
assert payload["summary"]["recommended_count"] == 1
assert captured["force_refresh"] is True
assert captured["filters"]["scan_mode"] == "trend"
assert captured["filters"]["market_type"] == "all"
assert captured["filters"]["time_range"] == "week"
assert captured["filters"]["limit"] == 12
def test_scan_terminal_cache_key_includes_filter_dimensions():
first = _scan_terminal_cache_key(
{
"scan_mode": "tradable",
"time_range": "today",
"limit": 25,
}
)
second = _scan_terminal_cache_key(
{
"scan_mode": "trend",
"time_range": "week",
"limit": 10,
}
)
assert first != second
assert "trend" in second
assert "week" in second
def test_city_history_is_read_only_and_uses_sqlite_truth_and_features(monkeypatch):
monkeypatch.setattr(routes, "_assert_entitlement", lambda request: None)