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Fix mispricing alerts for bearish low-Yes signals

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This commit is contained in:
2569718930@qq.com
2026-03-19 17:38:04 +08:00
parent b33a741385
commit f049a69ee3
1 changed files with 84 additions and 11 deletions
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src/analysis/market_alert_engine.py
+84 -11
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@@ -811,6 +811,57 @@ def _build_advice_cn(
return "，".join(parts) + "。"
def _classify_low_yes_signal(
rules: Dict[str, Dict[str, Any]],
market_snapshot: Optional[Dict[str, Any]] = None,
) -> Dict[str, Any]:
snapshot = market_snapshot or {}
forecast_bucket = snapshot.get("forecast_bucket") or {}
yes_buy = _norm_probability(forecast_bucket.get("yes_buy"))
center_deb = rules.get("ankara_center_deb_hit", {}) or {}
momentum = rules.get("momentum_spike", {}) or {}
advection = rules.get("advection", {}) or {}
breakthrough = rules.get("forecast_breakthrough", {}) or {}
cheap_yes = yes_buy is not None and yes_buy < 0.10
center_hit = bool(center_deb.get("triggered"))
momentum_direction = str(momentum.get("direction") or "neutral").lower()
momentum_up = bool(momentum.get("triggered")) and momentum_direction == "up"
momentum_down = bool(momentum.get("triggered")) and momentum_direction == "down"
warm_flow = bool(advection.get("triggered"))
model_break = bool(breakthrough.get("triggered"))
bullish_confirmation = momentum_up or warm_flow or model_break
bearish_conflict = momentum_down and not warm_flow and not model_break
if cheap_yes and center_hit and bullish_confirmation:
return {
"label": "undervalued",
"should_push": True,
"reason_cn": "该桶 Yes 价格 < 10c，且天气信号与上行方向一致，疑似低估",
}
if cheap_yes and center_hit and bearish_conflict:
return {
"label": "conflicted",
"should_push": False,
"reason_cn": "该桶 Yes 价格虽 < 10c，但短时动量转弱，暂不判定低估",
}
if cheap_yes:
return {
"label": "watch",
"should_push": False,
"reason_cn": "该桶 Yes 价格 < 10c，但方向确认不足，先观察",
}
return {
"label": "none",
"should_push": False,
"reason_cn": "当前未出现明确的低价错配信号",
}
def _build_telegram_messages(
city_weather: Dict[str, Any],
rules: Dict[str, Dict[str, Any]],
@@ -1022,6 +1073,7 @@ def _build_telegram_messages_mispricing(
snapshot = market_snapshot or _extract_market_snapshot(city_weather)
momentum = rules.get("momentum_spike", {})
center_deb = rules.get("ankara_center_deb_hit", {})
signal_state = _classify_low_yes_signal(rules, snapshot)
local_time = str(city_weather.get("local_time") or "").strip()
obs_time = str(current.get("obs_time") or "").strip()
suppressed = bool((suppression or {}).get("suppressed"))
@@ -1081,8 +1133,10 @@ def _build_telegram_messages_mispricing(
if lead_gap is not None:
center_line += f" | 领先 {lead_gap:+.1f}{temp_symbol}"
if snapshot.get("available"):
if snapshot.get("available") and signal_state.get("should_push"):
title_zh = "🚨 PolyWeather 错价雷达"
elif snapshot.get("available"):
title_zh = "📍 PolyWeather 错价观察"
else:
title_zh = "🚨 PolyWeather 异动预警" if (has_active_trigger or suppressed) else "📍 PolyWeather 状态快照"
@@ -1101,7 +1155,7 @@ def _build_telegram_messages_mispricing(
else:
lines_zh.append("基准：多模型最高温 --（结算参考 --）")
lines_zh.append(f"命中桶：{match_bucket_label} | Yes: {match_bucket_yes}")
lines_zh.append("触发：该桶 Yes 价格 < 10c，疑似低估")
lines_zh.append(f"触发：{signal_state.get('reason_cn')}")
if center_line:
lines_zh.append(center_line)
lines_zh.append("")
@@ -1119,8 +1173,15 @@ def _build_telegram_messages_mispricing(
lines_zh.append(f"市场链接：{market_url}")
lines_zh.append(f"地图：{final_map}")
title_en = (
"🚨 PolyWeather Mispricing Radar"
if snapshot.get("available") and signal_state.get("should_push")
else "📍 PolyWeather Mispricing Watch"
if snapshot.get("available")
else "🚨 PolyWeather Alert"
)
lines_en = [
f"🚨 PolyWeather Mispricing Radar [{city_name}]",
f"{title_en} [{city_name}]",
"",
f"Type: {types_cn}",
f"Now: {dynamic_text}",
@@ -1172,6 +1233,7 @@ def _build_alert_evidence(
trigger_types = [row.get("type") for row in triggered if row.get("type")]
forecast_bucket = market_snapshot.get("forecast_bucket") or {}
low_yes_signal = _classify_low_yes_signal(rules, market_snapshot)
return {
"version": 1,
@@ -1252,6 +1314,7 @@ def _build_alert_evidence(
},
"market": {
"available": bool(market_snapshot.get("available")),
"low_yes_signal": low_yes_signal,
"market_prob": market_snapshot.get("market_prob"),
"model_prob": market_snapshot.get("model_prob"),
"edge_percent": market_snapshot.get("edge_percent"),
@@ -1294,6 +1357,7 @@ def build_trading_alerts(
city = city_weather.get("name", "")
now = datetime.now(timezone.utc).isoformat()
market_snapshot = _extract_market_snapshot(city_weather)
low_yes_signal = _classify_low_yes_signal({}, {})
rules: Dict[str, Dict[str, Any]] = {
"ankara_center_deb_hit": _calc_ankara_center_deb_alert(city_weather, temp_symbol),
@@ -1301,6 +1365,7 @@ def build_trading_alerts(
"forecast_breakthrough": _calc_forecast_breakthrough_alert(city_weather, temp_symbol),
"advection": _calc_advection_alert(city_weather, temp_symbol),
}
low_yes_signal = _classify_low_yes_signal(rules, market_snapshot)
triggered = [
{
@@ -1330,13 +1395,22 @@ def build_trading_alerts(
if force_push and severity == "none":
severity = "medium"
telegram = _build_telegram_messages_mispricing(
city_weather=city_weather,
rules=rules,
market_snapshot=market_snapshot,
suppression=suppression,
map_url=map_url,
)
if market_snapshot.get("available") and low_yes_signal.get("should_push"):
telegram = _build_telegram_messages_mispricing(
city_weather=city_weather,
rules=rules,
market_snapshot=market_snapshot,
suppression=suppression,
map_url=map_url,
)
else:
telegram = _build_telegram_messages(
city_weather=city_weather,
rules=rules,
map_url=map_url,
market_snapshot=market_snapshot,
suppression=suppression,
)
evidence = _build_alert_evidence(
city_weather=city_weather,
rules=rules,
@@ -1359,4 +1433,3 @@ def build_trading_alerts(
"evidence": evidence,
"telegram": telegram,
}