Fix mispricing alerts for bearish low-Yes signals

src/analysis/market_alert_engine.py

@@ -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(
+    if market_snapshot.get("available") and low_yes_signal.get("should_push"):
-        city_weather=city_weather,
+        telegram = _build_telegram_messages_mispricing(
-        rules=rules,
+            city_weather=city_weather,
-        market_snapshot=market_snapshot,
+            rules=rules,
-        suppression=suppression,
+            market_snapshot=market_snapshot,
-        map_url=map_url,
+            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,
     }
-