2569718930@qq.com
516 lines
17 KiB
Python
516 lines
17 KiB
Python
import pytest
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from fastapi import HTTPException
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import web.services.ops.market_opportunities as market_opportunities
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from web.services.ops.market_opportunities import (
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build_market_opportunity_rows,
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get_ops_market_opportunities,
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parse_market_option_from_question,
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)
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def _row(city="shanghai", symbol="°C"):
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return {
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"city": city,
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"city_display_name": city.title(),
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"local_date": "2026-07-03",
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"local_time": "18:10",
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"temp_symbol": symbol,
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"current_max_so_far": 31.0,
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"deb_prediction": 32.2,
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"model_cluster_sources": {"ECMWF": 32.0, "GFS": 33.0, "ICON": 31.0},
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"distribution_full": [
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{"value": 31, "probability": 0.10},
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{"value": 32, "probability": 0.41},
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{"value": 33, "probability": 0.46},
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{"value": 34, "probability": 0.03},
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],
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"trading_region_label_zh": "东亚",
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}
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def test_parse_market_option_supports_celsius_single_temperature():
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option = parse_market_option_from_question(
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"Will the highest temperature in Shanghai be 33°C on July 3?",
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"°C",
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)
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assert option["label"] == "33°C"
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assert option["lower"] == 33
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assert option["upper"] == 33
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def test_parse_market_option_supports_fahrenheit_two_degree_range():
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option = parse_market_option_from_question(
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"Will the highest temperature in Houston be between 94-95°F on July 3?",
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"°F",
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)
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assert option["label"] == "94-95°F"
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assert option["lower"] == 94
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assert option["upper"] == 95
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def test_build_market_opportunities_scans_yes_and_no_low_price_edges():
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event = {
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"slug": "highest-temperature-in-shanghai-on-july-3-2026",
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"title": "Highest temperature in Shanghai on July 3?",
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"markets": [
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{
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"question": "Will the highest temperature in Shanghai be 33°C on July 3?",
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"slug": "highest-temperature-in-shanghai-on-july-3-2026-33c",
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"active": True,
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"closed": False,
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"enableOrderBook": True,
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"liquidity": "47000",
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"volume": "13000",
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"outcomes": '["Yes", "No"]',
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"clobTokenIds": '["yes-33", "no-33"]',
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},
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{
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"question": "Will the highest temperature in Shanghai be 31°C on July 3?",
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"slug": "highest-temperature-in-shanghai-on-july-3-2026-31c",
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"active": True,
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"closed": False,
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"enableOrderBook": True,
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"liquidity": "27000",
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"volume": "6000",
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"outcomes": '["Yes", "No"]',
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"clobTokenIds": '["yes-31", "no-31"]',
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},
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],
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}
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rows = build_market_opportunity_rows(
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[_row()],
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{"shanghai": event},
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{
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"yes-33": 0.18,
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"no-33": 0.62,
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"yes-31": 0.12,
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"no-31": 0.18,
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},
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max_price=0.20,
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side="both",
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positive_edge_only=True,
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min_edge=0.0,
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limit=20,
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)
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yes = next(row for row in rows if row["bucket_label"] == "33°C" and row["side"] == "yes")
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no = next(row for row in rows if row["bucket_label"] == "31°C" and row["side"] == "no")
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assert yes["model_probability"] == 0.46
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assert yes["yes_probability"] == 0.46
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assert yes["side_probability"] == 0.46
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assert yes["model_cluster_sources"] == {"ECMWF": 32.0, "GFS": 33.0, "ICON": 31.0}
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assert yes["model_min"] == 31.0
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assert yes["model_max"] == 33.0
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assert yes["models_below_bucket"] == 2
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assert yes["models_in_bucket"] == 1
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assert yes["models_above_bucket"] == 0
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assert yes["models_above_deb"] == 1
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assert yes["ask_price"] == 0.18
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assert round(yes["edge"], 2) == 0.28
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assert no["model_probability"] == 0.10
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assert no["yes_probability"] == 0.10
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assert no["side_probability"] == 0.90
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assert no["ask_price"] == 0.18
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assert round(no["edge"], 2) == 0.72
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assert all(row["ask_price"] < 0.20 for row in rows)
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assert rows[0]["edge"] >= rows[-1]["edge"]
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def test_build_market_opportunities_includes_ask_equal_to_max_price():
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event = {
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"slug": "highest-temperature-in-shanghai-on-july-3-2026",
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"markets": [
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{
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"question": "Will the highest temperature in Shanghai be 33°C on July 3?",
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"slug": "highest-temperature-in-shanghai-on-july-3-2026-33c",
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"active": True,
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"closed": False,
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"enableOrderBook": True,
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"outcomes": '["Yes", "No"]',
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"clobTokenIds": '["yes-33", "no-33"]',
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}
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],
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}
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rows = build_market_opportunity_rows(
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[_row()],
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{"shanghai": event},
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{"yes-33": 0.18, "no-33": 0.82},
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max_price=0.18,
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side="yes",
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positive_edge_only=True,
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min_edge=0.0,
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limit=20,
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)
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assert len(rows) == 1
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assert rows[0]["ask_price"] == 0.18
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def test_build_market_opportunities_aggregates_fahrenheit_distribution():
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event = {
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"slug": "highest-temperature-in-houston-on-july-3-2026",
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"markets": [
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{
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"question": "Will the highest temperature in Houston be between 94-95°F on July 3?",
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"slug": "highest-temperature-in-houston-on-july-3-2026-94-95f",
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"active": True,
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"closed": False,
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"enableOrderBook": True,
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"liquidity": "10000",
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"volume": "2000",
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"outcomes": '["Yes", "No"]',
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"clobTokenIds": '["yes-94", "no-94"]',
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}
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],
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}
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row = _row("houston", "°F")
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row["distribution_full"] = [
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{"value": 94, "probability": 0.40},
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{"value": 95, "probability": 0.25},
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{"value": 96, "probability": 0.10},
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]
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rows = build_market_opportunity_rows(
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[row],
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{"houston": event},
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{"yes-94": 0.19, "no-94": 0.81},
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max_price=0.20,
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side="yes",
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positive_edge_only=True,
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min_edge=0.0,
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limit=20,
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)
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assert rows[0]["bucket_label"] == "94-95°F"
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assert rows[0]["model_probability"] == 0.65
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assert round(rows[0]["edge"], 2) == 0.46
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def test_build_market_opportunities_filters_late_priced_no_when_models_are_in_bucket():
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event = {
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"slug": "highest-temperature-in-jeddah-on-july-3-2026",
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"markets": [
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{
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"question": "Will the highest temperature in Jeddah be 36°C on July 3?",
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"slug": "highest-temperature-in-jeddah-on-july-3-2026-36c",
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"active": True,
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"closed": False,
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"enableOrderBook": True,
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"liquidity": "154",
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"volume": "6833",
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"outcomes": '["Yes", "No"]',
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"clobTokenIds": '["yes-36", "no-36"]',
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}
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],
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}
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row = _row("jeddah")
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row["local_time"] = "19:22"
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row["current_max_so_far"] = None
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row["deb_prediction"] = 35.8
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row["model_cluster_sources"] = {"ECMWF": 35.7, "GFS": 36.1, "ICON": 36.2}
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row["distribution_full"] = [
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{"value": 36, "probability": 0.10},
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{"value": 37, "probability": 0.90},
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]
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rows = build_market_opportunity_rows(
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[row],
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{"jeddah": event},
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{"yes-36": 0.99, "no-36": 0.01},
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max_price=0.20,
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side="both",
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positive_edge_only=True,
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min_edge=0.0,
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limit=20,
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)
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assert rows == []
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def test_build_market_opportunities_filters_priced_no_when_models_support_market_bucket():
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event = {
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"slug": "highest-temperature-in-buenos-aires-on-july-3-2026",
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"markets": [
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{
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"question": "Will the highest temperature in Buenos Aires be 10°C on July 3?",
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"slug": "highest-temperature-in-buenos-aires-on-july-3-2026-10c",
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"active": True,
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"closed": False,
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"enableOrderBook": True,
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"liquidity": "141",
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"volume": "7749",
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"outcomes": '["Yes", "No"]',
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"clobTokenIds": '["yes-10", "no-10"]',
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}
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],
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}
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row = _row("buenos aires")
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row["local_time"] = "15:21"
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row["current_max_so_far"] = None
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row["deb_prediction"] = 8.7
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row["model_cluster_sources"] = {
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"AI-GFS": 8.4,
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"ECMWF": 8.3,
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"ECMWF AIFS": 9.2,
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"GFS": 9.5,
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"ICON": 9.1,
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"GEM": 9.0,
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"GDPS": 8.9,
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"JMA": 8.8,
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"AROME HD": 9.5,
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}
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row["distribution_full"] = [
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{"value": 9, "probability": 0.27},
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{"value": 10, "probability": 0.73},
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]
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rows = build_market_opportunity_rows(
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[row],
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{"buenos aires": event},
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{"yes-10": 0.94, "no-10": 0.08},
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max_price=0.20,
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side="both",
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positive_edge_only=True,
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min_edge=0.0,
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limit=20,
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)
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assert rows == []
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def test_build_market_opportunities_keeps_late_no_when_bucket_conflicts_with_anchors():
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event = {
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"slug": "highest-temperature-in-jeddah-on-july-3-2026",
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"markets": [
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{
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"question": "Will the highest temperature in Jeddah be 36°C on July 3?",
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"slug": "highest-temperature-in-jeddah-on-july-3-2026-36c",
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"active": True,
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"closed": False,
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"enableOrderBook": True,
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"liquidity": "154",
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"volume": "6833",
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"outcomes": '["Yes", "No"]',
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"clobTokenIds": '["yes-36", "no-36"]',
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}
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],
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}
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row = _row("jeddah")
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row["local_time"] = "19:22"
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row["current_max_so_far"] = None
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row["deb_prediction"] = 31.0
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row["model_cluster_sources"] = {"ECMWF": 30.5, "GFS": 31.0, "ICON": 31.5}
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row["distribution_full"] = [
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{"value": 36, "probability": 0.10},
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{"value": 31, "probability": 0.90},
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]
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rows = build_market_opportunity_rows(
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[row],
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{"jeddah": event},
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{"yes-36": 0.99, "no-36": 0.01},
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max_price=0.20,
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side="both",
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positive_edge_only=True,
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min_edge=0.0,
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limit=20,
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)
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assert len(rows) == 1
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assert rows[0]["bucket_label"] == "36°C"
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assert rows[0]["side"] == "no"
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assert rows[0]["side_probability"] == 0.90
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def test_build_market_opportunities_keeps_late_no_when_models_are_above_bucket():
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event = {
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"slug": "highest-temperature-in-jeddah-on-july-3-2026",
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"markets": [
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{
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"question": "Will the highest temperature in Jeddah be 36°C on July 3?",
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"slug": "highest-temperature-in-jeddah-on-july-3-2026-36c",
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"active": True,
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"closed": False,
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"enableOrderBook": True,
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"liquidity": "154",
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"volume": "6833",
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"outcomes": '["Yes", "No"]',
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"clobTokenIds": '["yes-36", "no-36"]',
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}
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],
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}
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row = _row("jeddah")
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row["local_time"] = "19:22"
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row["current_max_so_far"] = None
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row["deb_prediction"] = 35.3
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row["model_cluster_sources"] = {"ECMWF": 37.0, "GFS": 38.5, "ICON": 36.8}
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row["distribution_full"] = [
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{"value": 36, "probability": 0.10},
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{"value": 37, "probability": 0.90},
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]
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rows = build_market_opportunity_rows(
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[row],
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{"jeddah": event},
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{"yes-36": 0.99, "no-36": 0.01},
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max_price=0.20,
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side="both",
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positive_edge_only=True,
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min_edge=0.0,
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limit=20,
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)
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assert len(rows) == 1
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assert rows[0]["models_above_bucket"] == 3
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assert rows[0]["models_in_bucket"] == 0
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assert rows[0]["side"] == "no"
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def test_ops_market_opportunities_requires_ops_admin(monkeypatch):
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def deny(_request):
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raise HTTPException(status_code=403, detail="ops only")
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monkeypatch.setattr(market_opportunities, "_require_ops", deny)
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with pytest.raises(HTTPException) as exc:
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get_ops_market_opportunities(object())
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assert exc.value.status_code == 403
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def test_ops_market_opportunities_degrades_when_quotes_fail(monkeypatch):
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monkeypatch.setattr(market_opportunities, "_require_ops", lambda _request: {"email": "ops@example.com"})
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monkeypatch.setattr(
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market_opportunities,
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"build_scan_terminal_payload",
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lambda *_args, **_kwargs: {"rows": [_row()]},
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)
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def fail_quotes(*_args, **_kwargs):
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raise RuntimeError("polymarket down")
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monkeypatch.setattr(market_opportunities, "_collect_events_and_prices", fail_quotes)
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payload = get_ops_market_opportunities(object())
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assert payload["summary"]["quote_status"] == "unavailable"
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assert payload["summary"]["error"] == "polymarket down"
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assert payload["rows"] == []
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def test_ops_market_opportunities_reuses_prewarmed_terminal_snapshot(monkeypatch):
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captured = {}
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monkeypatch.setattr(market_opportunities, "_require_ops", lambda _request: {"email": "ops@example.com"})
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def fake_scan(filters, *, force_refresh=False):
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captured["filters"] = filters
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captured["force_refresh"] = force_refresh
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return {"rows": [_row()]}
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monkeypatch.setattr(market_opportunities, "build_scan_terminal_payload", fake_scan)
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monkeypatch.setattr(
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market_opportunities,
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"_collect_events_and_prices",
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lambda rows, _scanner: ({row["city"]: None for row in rows}, {}, "ready"),
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)
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payload = get_ops_market_opportunities(object(), max_price=0.90, min_edge=0.0)
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assert payload["summary"]["scanned_city_count"] == 1
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assert captured["force_refresh"] is False
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assert captured["filters"]["limit"] == 180
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assert captured["filters"]["min_edge_pct"] == 2
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assert captured["filters"]["min_liquidity"] == 500
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def test_ops_market_opportunities_force_refreshes_empty_terminal_snapshot(monkeypatch):
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calls = []
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monkeypatch.setattr(market_opportunities, "_require_ops", lambda _request: {"email": "ops@example.com"})
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def fake_scan(_filters, *, force_refresh=False):
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calls.append(force_refresh)
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return {"rows": [_row()]} if force_refresh else {"rows": [], "status": "ready"}
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monkeypatch.setattr(market_opportunities, "build_scan_terminal_payload", fake_scan)
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monkeypatch.setattr(
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market_opportunities,
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"_collect_events_and_prices",
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lambda rows, _scanner: ({row["city"]: None for row in rows}, {}, "ready"),
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)
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payload = get_ops_market_opportunities(object(), max_price=0.90, min_edge=0.0)
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assert calls == [False, True]
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assert payload["summary"]["scanned_city_count"] == 1
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assert payload["summary"]["quote_status"] == "ready"
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assert payload["summary"]["scan_source"] == "force_refresh"
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def test_ops_market_opportunities_reports_scan_empty_when_refresh_is_empty(monkeypatch):
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monkeypatch.setattr(market_opportunities, "_require_ops", lambda _request: {"email": "ops@example.com"})
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monkeypatch.setattr(
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market_opportunities,
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"build_scan_terminal_payload",
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lambda *_args, **_kwargs: {"rows": [], "status": "ready"},
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)
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payload = get_ops_market_opportunities(object(), max_price=0.90, min_edge=0.0)
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assert payload["summary"]["scanned_city_count"] == 0
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assert payload["summary"]["quote_status"] == "scan_empty"
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assert payload["summary"]["matched_event_count"] == 0
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assert payload["rows"] == []
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def test_collect_events_and_prices_uses_gamma_hint_prices_without_clob_fanout():
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class FakeScanner:
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def fetch_event(self, _slug):
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return {
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"slug": "highest-temperature-in-shanghai-on-july-3-2026",
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"markets": [
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{
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"question": "Will the highest temperature in Shanghai be 33°C on July 3?",
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"outcomes": '["Yes", "No"]',
|
|
"clobTokenIds": '["yes-33", "no-33"]',
|
|
"outcomePrices": '["0.12", "0.88"]',
|
|
}
|
|
],
|
|
}
|
|
|
|
def fetch_ask_price(self, _token_id):
|
|
raise AssertionError("CLOB should not be called when Gamma outcomePrices are present")
|
|
|
|
events, prices, status = market_opportunities._collect_events_and_prices(
|
|
[_row()],
|
|
FakeScanner(),
|
|
)
|
|
|
|
assert status == "ready"
|
|
assert "shanghai" in events
|
|
assert prices == {"yes-33": 0.12, "no-33": 0.88}
|
|
|
|
|
|
def test_collect_events_and_prices_stops_on_time_budget():
|
|
class SlowScanner:
|
|
def fetch_event(self, _slug):
|
|
raise AssertionError("time budget should stop external event fetching")
|
|
|
|
def fetch_ask_price(self, _token_id):
|
|
raise AssertionError("time budget should stop external price fetching")
|
|
|
|
events, prices, status = market_opportunities._collect_events_and_prices(
|
|
[_row()],
|
|
SlowScanner(),
|
|
time_budget_sec=0,
|
|
)
|
|
|
|
assert status == "partial"
|
|
assert events == {}
|
|
assert prices == {}
|