diff --git a/README.md b/README.md index f902285..09bc296 100644 --- a/README.md +++ b/README.md @@ -1,52 +1,51 @@ # 🌦️ WeatherBet — Powered by Hermes Agent -> **完全自治的预测市场交易机器人** — 基于 ECMWF 天气预报数据在全链上自动寻找错误定价的 Polymarket 市场进行投注,并借助 **Hermes Agent** 框架实现全自动进化学习。 +> **Fully Autonomous Prediction Market Trading Bot** — Uses ECMWF weather forecast data to automatically find mispriced Polymarket markets and bet on them. Self-improves over time via the **Hermes Agent** framework. [![Python 3.13](https://img.shields.io/badge/Python-3.13-blue.svg)](https://www.python.org/downloads/) [![Polygon](https://img.shields.io/badge/Chain-Polygon%20137-9B59B6.svg)](https://polygon.technology/) [![License: MIT](https://img.shields.io/badge/License-MIT-green.svg)](LICENSE) --- -![alt text](image.png) -## 🤖 为什么选择 Hermes Agent +## 🤖 Why Hermes Agent -本项目展示了 **Hermes Agent** 框架在自动化交易领域的强大能力: +This project demonstrates the power of **Hermes Agent** framework in autonomous trading: -| Hermes Agent 特性 | 在本项目中的应用 | +| Hermes Agent Feature | Application in This Project | |---|---| -| **自主学习进化 (Self-Learning)** | 机器人从历史交易中自动调整 Kelly 分数和 EV 阈值参数 | -| **全自动化执行 (Autonomous Execution)** | 60 分钟循环扫描市场 → 计算信号 → 自动下单 → 链上结算,全程无需人工干预 | -| **多消息平台接入 (Multi-Platform Gateway)** | 通过 Telegram 实时推送交易通知,手机随时掌控全局 | -| **长期记忆 (Persistent Memory)** | 交易日志 + 学习模型持久化存储,跨会话保留学习成果 | -| **模型无关 (Model Agnostic)** | 可自由切换任意 LLM 提供者进行决策推理 | -| **工具编排 (Tool Orchestration)** | 整合天气预报 API + 链上 CLOB 交易 + Telegram 通知 | +| **Self-Learning & Evolution** | Bot automatically adjusts Kelly fraction and EV threshold from trade history | +| **Fully Autonomous Execution** | 60-min scan loop → signal calculation → auto order execution → on-chain settlement — zero human intervention | +| **Multi-Platform Gateway** | Real-time trade alerts via Telegram — control everything from your phone | +| **Persistent Memory** | Trade logs + learning models persist across sessions | +| **Model Agnostic** | Switch any LLM provider for decision reasoning | +| **Tool Orchestration** | Integrates weather API + on-chain CLOB trading + Telegram notifications | --- -## 🎯 这个项目做什么 +## 🎯 What It Does -机器人监控 **6 个美国城市**(纽约、芝加哥、迈阿密、达拉斯、西雅图、亚特兰大)的天气预报,在 **Polymarket 温度预测市场** 中寻找错误定价机会。 +The bot monitors **6 US cities** (NYC, Chicago, Miami, Dallas, Seattle, Atlanta) and scans Polymarket temperature prediction markets for mispricing opportunities. -**核心逻辑:** 当天气预报预测某温度区间的概率与市场隐含概率不一致时 → 计算期望值 (EV) → EV > 阈值则自动投注。 +**Core Logic:** When weather forecast implies a different probability than what the market price suggests → calculate Expected Value (EV) → auto-bet if EV exceeds threshold. --- -## 🧠 核心技术:Gaussian Bucket Model +## 🧠 Core Math: Gaussian Bucket Model -### 第一步 — 从 ECMWF 获取真实概率 +### Step 1 — True Probability from ECMWF ```python import math def norm_cdf(x): - """标准正态分布累计分布函数""" + """Cumulative distribution function of standard normal""" return 0.5 * (1.0 + math.erf(x / math.sqrt(2.0))) def bucket_prob(forecast_temp, t_low, t_high, sigma=2.0): """ - 天气预报给出 72°F ± 2σ - 计算实际高温落在 70-75°F 区间的真实概率 + Forecast says 72°F ± 2σ. + What's the probability actual high falls in 70-75°F bucket? P(t_low ≤ X ≤ t_high) = CDF(z_high) - CDF(z_low) """ z_low = (t_low - forecast_temp) / sigma @@ -54,29 +53,29 @@ def bucket_prob(forecast_temp, t_low, t_high, sigma=2.0): return norm_cdf(z_high) - norm_cdf(z_low) ``` -### 第二步 — 计算期望值 (Expected Value) +### Step 2 — Expected Value (EV) ```python def calc_ev(true_prob, market_price): """ - EV = P(赢) × 收益 - P(输) × 损失 - EV > 0 表示市场定价偏低 → 买入信号 + EV = P(win) × payoff - P(lose) × cost + EV > 0 → market is underpriced → BUY signal """ win = true_prob * (1 / market_price - 1) lose = (1 - true_prob) * 1 return win - lose ``` -**示例:** -- 天气预报:72°F → 70-75°F 区间概率 **75%** -- 市场价格:$0.30(隐含 30% 概率) -- `EV = 0.75 × (1/0.30 - 1) - 0.25 = +1.25` → **强烈买入信号** 📈 +**Example:** +- Forecast: 72°F → 75% chance of 70-75°F bucket +- Market price: $0.30 (implies 30% probability) +- `EV = 0.75 × (1/0.30 - 1) - 0.25 = +1.25` → **Strong BUY** 📈 -### 第三步 — Kelly Criterion 最优投注 +### Step 3 — Kelly Criterion (Optimal Bet Sizing) ```python def calc_kelly(p, price): - """Kelly % = (bp - q) / b,使用 1/4 Kelly 保守分数""" + """Kelly % = (bp - q) / b — uses 1/4 Kelly conservative fraction""" b = 1.0 / price - 1.0 f = (p * b - (1.0 - p)) / b return round(min(max(f, 0.0) * KELLY_FRAC, 1.0), 4) @@ -84,51 +83,51 @@ def calc_kelly(p, price): --- -## 🌀 自动进化学习系统 +## 🌀 Auto-Evolution Learning System -这是 Hermes Agent 框架的核心优势之一 — 机器人**从实战中学习,自动调参**: +This is a core strength of the Hermes Agent framework — the bot **learns from实战 and auto-tunes**: ``` data/learning/ -├── trade_log.json # 所有交易记录:城市、区间、成本、结果、盈亏 -└── model.json # 每个城市/区间的学习参数 +├── trade_log.json # All trades: city, bucket, cost, outcome, pnl +└── model.json # Learned parameters per city/bucket ``` -**自适应规则:** --胜率 < 45% → Kelly 分数 ×0.8,EV 阈值 +10% --胜率 > 55% + 盈利 > $2 → Kelly 分数 ×1.1,EV 阈值 −5% --按城市追踪胜率,调整各市场置信度 --初始保守(25% Kelly)→ 随着数据积累自动收敛到最优 +**Adaptation Rules:** +- Winrate < 45% → Kelly fraction ×0.8, EV floor +10% +- Winrate > 55% + PnL > $2 → Kelly fraction ×1.1, EV floor −5% +- Per-city winrate tracking adjusts confidence per market +- Starts conservative (25% Kelly) → converges to optimal as data accumulates --- -## 📊 系统架构 +## 📊 Architecture ``` -ECMWF 天气预报 API +ECMWF Weather Forecast API ↓ -Hermes Agent(自主决策引擎) - ├── 高斯桶模型 → 真实概率 - ├── calc_ev() → 期望值计算 - ├── calc_kelly() → 最优投注 - └── 自适应学习 → 自动调参 +Hermes Agent (Autonomous Decision Engine) + ├── Gaussian Bucket Model → True Probability + ├── calc_ev() → Expected Value Calculation + ├── calc_kelly() → Optimal Bet Sizing + └── Adaptive Learning → Auto Parameter Tuning ↓ -Polymarket CLOB(Polygon 链上执行) +Polymarket CLOB (On-chain, Polygon) ↓ -Telegram(实时推送通知) +Telegram (Real-time Notifications) ``` --- -## ⚙️ 快速开始 +## ⚙️ Quick Start -### 环境要求 +### Requirements - Python 3.13+ -- Polygon 钱包 + USDC.e -- Polymarket CLOB 授权 -- Polymarket API 凭证 +- Polygon wallet + USDC.e +- Polymarket CLOB approval +- Polymarket API credentials -### 安装 +### Installation ```bash git clone https://github.com/nicolastinkl/hermes_weatherbot.git cd hermes_weatherbot @@ -137,15 +136,15 @@ source venv/bin/activate pip install -r requirements.txt ``` -### 配置 -创建 `.env`: +### Configuration +Create `.env`: ```env PK=your_polygon_private_key WALLET=your_polygon_address SIG_TYPE=0 ``` -编辑 `config.json`: +Edit `config.json`: ```json { "balance": 0, @@ -158,64 +157,64 @@ SIG_TYPE=0 } ``` -### 运行 +### Run ```bash -# 单次扫描 +# One-shot scan python bot_v3.py scan -# 持续交易循环 +# Continuous trading loop python bot_v3.py run -# 查看状态 +# Check status python bot_v3.py status ``` --- -## 🛡️ 风险管理 +## 🛡️ Risk Management -| 参数 | 值 | 说明 | +| Parameter | Value | Purpose | |---|---|---| -| 最大投注 | $2.00 | 单笔交易上限 | -| Kelly 分数 | 25% | 1/4 Kelly 保守策略 | -| 最低 EV | 10%+ | 只交易正期望值 | -| 最低成交量 | $500 | 避免低流动性市场 | -| 最大价差 | 3% | 避免高滑点 | -| 自适应阈值 | 10-20% | 根据表现自动调整 | +| Max bet | $2.00 | Per-trade exposure cap | +| Kelly fraction | 25% | 1/4 Kelly conservative | +| Min EV | 10%+ | Only trade positive EV | +| Min volume | $500 | Avoid illiquid markets | +| Max spread | 3% | Avoid high-slippage | +| Adaptive floor | 10-20% | Self-tuning from performance | --- -## 🔐 交易流程(全自动化) +## 🔐 Full Automated Trading Flow ``` -1. 拉取 ECMWF 天气预报(D+0 ~ D+3) -2. 查询 Polymarket 温度区间市场 -3. Gaussian 模型计算真实概率(σ=2°F) -4. 与市场价格对比 → 计算 EV -5. EV ≥ 自适应阈值 → 计算 Kelly 投注大小 -6. Polymarket CLOB 链上下单(Polygon) -7. 记录交易 → 更新学习模型 -8. Telegram 实时通知 -9. 每 60 分钟循环 +1. Fetch ECMWF forecast (D+0 ~ D+3) +2. Query Polymarket temperature bucket markets +3. Gaussian model → true probability (σ=2°F) +4. Compare to market price → calculate EV +5. EV ≥ adaptive threshold → calculate Kelly bet size +6. Execute order on Polymarket CLOB (Polygon) +7. Record trade → update learning model +8. Telegram real-time notification +9. Repeat every 60 minutes ``` --- -## 💡 技术栈 +## 💡 Tech Stack -- **框架:** Hermes Agent(自主学习 + 多消息平台) -- **语言:** Python 3.13 -- **交易:** [py_clob_client](https://github.com/polymarket/py-clob-client) — Polymarket CLOB -- **天气:** ECMWF OpenMETAR / Open-Meteo API -- **链:** Polygon(Chain ID 137)— USDC.e 稳定币 -- **通知:** Telegram Bot API -- **学习:** 纯 Python JSON 持久化(零依赖数据库) +- **Framework:** Hermes Agent (autonomous learning + multi-platform) +- **Language:** Python 3.13 +- **Trading:** [py_clob_client](https://github.com/polymarket/py-clob-client) — Polymarket CLOB +- **Weather:** ECMWF OpenMETAR / Open-Meteo API +- **Chain:** Polygon (Chain ID 137) — USDC.e stablecoin +- **Notifications:** Telegram Bot API +- **Learning:** Pure Python JSON persistence (zero DB dependency) --- -## ⚠️ 免责声明 +## ⚠️ Disclaimer -本机器人使用真实资金交易真实市场。过去表现不代表未来结果。风险自担。本项目仅供教育和研究目的。 +This bot trades real markets with real money. Past performance does not guarantee future results. Trade at your own risk. For educational and research purposes only. ---