From b753112450e4925de66606c16eef8bfc7a7d9433 Mon Sep 17 00:00:00 2001 From: alteregoeth-ai Date: Mon, 9 Mar 2026 02:25:14 -0500 Subject: [PATCH] Add files via upload --- bot_v3 (1).py | 628 ++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 628 insertions(+) create mode 100644 bot_v3 (1).py diff --git a/bot_v3 (1).py b/bot_v3 (1).py new file mode 100644 index 0000000..8a93e96 --- /dev/null +++ b/bot_v3 (1).py @@ -0,0 +1,628 @@ +#!/usr/bin/env python3 +""" +Weather Trading Bot v3 — Polymarket +Auto-cycle + Forecast Monitoring + Kelly + EV + +Two threads running in parallel: + - Entry thread: scans for new trades every 60 minutes + - Monitor thread: checks forecasts every 10 minutes, closes if EV goes negative + +Usage: + python bot_v3.py # Start both threads (paper mode) + python bot_v3.py --live # Start both threads (live simulation) + python bot_v3.py --once # Run one scan and exit (no loop) + python bot_v3.py --positions + python bot_v3.py --reset +""" + +import re +import json +import time +import argparse +import threading +import requests +from datetime import datetime, timezone, timedelta + +# ============================================================================= +# CONFIG +# ============================================================================= + +with open("config.json") as f: + _cfg = json.load(f) + +ENTRY_THRESHOLD = _cfg.get("entry_threshold", 0.15) +EXIT_THRESHOLD = _cfg.get("exit_threshold", 0.45) +MAX_TRADES = _cfg.get("max_trades_per_run", 5) +MIN_HOURS_LEFT = _cfg.get("min_hours_to_resolution", 2) + +NOAA_ACCURACY = 0.78 +KELLY_FRACTION = 0.25 +MAX_POSITION_PCT = 0.10 +MIN_EV = 0.05 +SIM_BALANCE = 1000.0 + +ENTRY_INTERVAL = 60 * 60 # Scan for new entries every 60 minutes +MONITOR_INTERVAL = 10 * 60 # Check forecasts every 10 minutes + +LOCATIONS = { + "nyc": {"lat": 40.71, "lon": -74.00, "name": "New York City"}, + "chicago": {"lat": 41.87, "lon": -87.62, "name": "Chicago"}, + "miami": {"lat": 25.76, "lon": -80.19, "name": "Miami"}, + "dallas": {"lat": 32.77, "lon": -96.79, "name": "Dallas"}, + "seattle": {"lat": 47.60, "lon": -122.33, "name": "Seattle"}, + "atlanta": {"lat": 33.74, "lon": -84.38, "name": "Atlanta"}, +} + +ACTIVE_LOCATIONS = _cfg.get("locations", "nyc,chicago,miami,dallas,seattle,atlanta").split(",") +ACTIVE_LOCATIONS = [l.strip().lower() for l in ACTIVE_LOCATIONS] + +MONTHS = ["january","february","march","april","may","june", + "july","august","september","october","november","december"] + +# ============================================================================= +# COLORS +# ============================================================================= + +class C: + GREEN = "\033[92m" + YELLOW = "\033[93m" + RED = "\033[91m" + CYAN = "\033[96m" + GRAY = "\033[90m" + RESET = "\033[0m" + BOLD = "\033[1m" + +def ok(msg): print(f"{C.GREEN} ✅ {msg}{C.RESET}") +def warn(msg): print(f"{C.YELLOW} ⚠️ {msg}{C.RESET}") +def info(msg): print(f"{C.CYAN} {msg}{C.RESET}") +def skip(msg): print(f"{C.GRAY} ⏸️ {msg}{C.RESET}") +def alert(msg): print(f"{C.RED} 🚨 {msg}{C.RESET}") + +def ts(): + return datetime.now().strftime("%H:%M:%S") + +# ============================================================================= +# KELLY + EV +# ============================================================================= + +def calculate_ev(our_prob: float, market_price: float) -> float: + if market_price <= 0 or market_price >= 1: + return 0.0 + payout = (1.0 / market_price) - 1.0 + ev = (our_prob * payout) - (1.0 - our_prob) + return round(ev, 4) + +def calculate_kelly(our_prob: float, market_price: float) -> float: + if market_price <= 0 or market_price >= 1: + return 0.0 + b = (1.0 / market_price) - 1.0 + p = our_prob + q = 1.0 - p + kelly = (p * b - q) / b + kelly = max(0.0, kelly) + kelly = kelly * KELLY_FRACTION + kelly = min(kelly, MAX_POSITION_PCT) + return round(kelly, 4) + +def calculate_position_size(kelly_fraction: float, balance: float) -> float: + return round(kelly_fraction * balance, 2) + +# ============================================================================= +# SIMULATION STATE +# ============================================================================= + +SIM_FILE = "simulation.json" +_sim_lock = threading.Lock() # Thread-safe file access + +def load_sim() -> dict: + try: + with open(SIM_FILE) as f: + return json.load(f) + except FileNotFoundError: + return { + "balance": SIM_BALANCE, + "starting_balance": SIM_BALANCE, + "positions": {}, + "trades": [], + "total_trades": 0, + "wins": 0, + "losses": 0, + "peak_balance": SIM_BALANCE, + } + +def save_sim(sim: dict): + with open(SIM_FILE, "w") as f: + json.dump(sim, f, indent=2) + +def reset_sim(): + import os + if os.path.exists(SIM_FILE): + os.remove(SIM_FILE) + print(f"{C.GREEN} ✅ Simulation reset — balance back to ${SIM_BALANCE:.2f}{C.RESET}") + +# ============================================================================= +# OPEN-METEO FORECAST +# ============================================================================= + +def get_forecast(city_slug: str) -> dict: + loc = LOCATIONS[city_slug] + url = ( + f"https://api.open-meteo.com/v1/forecast" + f"?latitude={loc['lat']}&longitude={loc['lon']}" + f"&daily=temperature_2m_max&temperature_unit=fahrenheit&forecast_days=4" + ) + try: + r = requests.get(url, timeout=10) + data = r.json() + result = {} + for date, temp in zip(data["daily"]["time"], data["daily"]["temperature_2m_max"]): + result[date] = round(temp, 1) + return result + except Exception as e: + warn(f"Forecast error for {city_slug}: {e}") + return {} + +# ============================================================================= +# POLYMARKET API +# ============================================================================= + +def get_polymarket_event(city_slug: str, month: str, day: int, year: int): + slug = f"highest-temperature-in-{city_slug}-on-{month}-{day}-{year}" + url = f"https://gamma-api.polymarket.com/events?slug={slug}" + try: + r = requests.get(url, timeout=10) + data = r.json() + if data and isinstance(data, list) and len(data) > 0: + return data[0] + except Exception as e: + warn(f"Polymarket API error: {e}") + return None + +def get_market_price(market_id: str) -> float: + try: + url = f"https://gamma-api.polymarket.com/markets/{market_id}" + r = requests.get(url, timeout=5) + prices = json.loads(r.json().get("outcomePrices", "[0.5,0.5]")) + return float(prices[0]) + except Exception: + return None + +# ============================================================================= +# PARSING +# ============================================================================= + +def parse_temp_range(question: str): + if not question: + return None + if "or below" in question.lower(): + m = re.search(r'(\d+)°F or below', question, re.IGNORECASE) + if m: return (-999, int(m.group(1))) + if "or higher" in question.lower(): + m = re.search(r'(\d+)°F or higher', question, re.IGNORECASE) + if m: return (int(m.group(1)), 999) + m = re.search(r'between (\d+)-(\d+)°F', question, re.IGNORECASE) + if m: return (int(m.group(1)), int(m.group(2))) + return None + +def hours_until_resolution(event: dict) -> float: + try: + end_date = event.get("endDate") or event.get("end_date_iso") + if not end_date: return 999 + end_dt = datetime.fromisoformat(end_date.replace("Z", "+00:00")) + delta = (end_dt - datetime.now(timezone.utc)).total_seconds() / 3600 + return max(0, delta) + except Exception: + return 999 + +# ============================================================================= +# SHOW POSITIONS +# ============================================================================= + +def show_positions(): + sim = load_sim() + positions = sim["positions"] + print(f"\n{C.BOLD}📊 Open Positions:{C.RESET}") + if not positions: + print(" No open positions") + return + + total_pnl = 0 + for mid, pos in positions.items(): + current_price = get_market_price(mid) or pos["entry_price"] + pnl = (current_price - pos["entry_price"]) * pos["shares"] + total_pnl += pnl + pnl_str = f"{C.GREEN}+${pnl:.2f}{C.RESET}" if pnl >= 0 else f"{C.RED}-${abs(pnl):.2f}{C.RESET}" + print(f"\n • {pos['question'][:65]}...") + print(f" Entry: ${pos['entry_price']:.3f} | Now: ${current_price:.3f} | PnL: {pnl_str}") + print(f" Kelly: {pos.get('kelly_pct', 0):.1%} | EV: {pos.get('ev', 0):.2f} | Cost: ${pos['cost']:.2f}") + print(f" Last forecast: {pos.get('last_forecast_temp', '?')}°F | Date: {pos.get('date', '?')}") + + print(f"\n Balance: ${sim['balance']:.2f}") + pnl_color = C.GREEN if total_pnl >= 0 else C.RED + print(f" Open PnL: {pnl_color}{'+'if total_pnl>=0 else ''}{total_pnl:.2f}{C.RESET}") + print(f" Total trades: {sim['total_trades']} | W/L: {sim['wins']}/{sim['losses']}") + +# ============================================================================= +# FORECAST MONITOR THREAD +# Runs every 10 minutes — re-fetches forecast for each open position +# Closes position if new forecast temp no longer matches the bucket we bought +# ============================================================================= + +def forecast_monitor(dry_run: bool): + print(f"\n{C.CYAN} 📡 Forecast monitor started — checking every {MONITOR_INTERVAL//60} minutes{C.RESET}") + + while True: + time.sleep(MONITOR_INTERVAL) + + print(f"\n{C.BOLD}{C.CYAN}[{ts()}] 🔄 Forecast check...{C.RESET}") + + with _sim_lock: + sim = load_sim() + positions = sim["positions"] + + if not positions: + skip("No open positions to monitor") + continue + + for mid, pos in list(positions.items()): + city_slug = pos.get("location", "") + date_str = pos.get("date", "") + question = pos.get("question", "") + entry_price = pos.get("entry_price", 0) + shares = pos.get("shares", 0) + cost = pos.get("cost", 0) + + if city_slug not in LOCATIONS: + continue + + # Get fresh forecast + forecast = get_forecast(city_slug) + new_temp = forecast.get(date_str) + + if new_temp is None: + skip(f"No forecast data for {city_slug} {date_str}") + continue + + # Update stored forecast temp + old_temp = pos.get("last_forecast_temp", pos.get("forecast_temp")) + pos["last_forecast_temp"] = new_temp + + # Get current market price + current_price = get_market_price(mid) + if current_price is None: + continue + + # Check if new forecast still matches our bucket + rng = parse_temp_range(question) + forecast_still_matches = rng and rng[0] <= new_temp <= rng[1] + + # Recalculate EV with current price + new_ev = calculate_ev(NOAA_ACCURACY, current_price) + pnl = (current_price - entry_price) * shares + + city_name = LOCATIONS[city_slug]["name"] + print(f"\n 📍 {city_name} — {date_str}") + info(f"Old forecast: {old_temp}°F → New forecast: {new_temp}°F") + info(f"Market price: ${current_price:.3f} | PnL: {'+'if pnl>=0 else ''}{pnl:.2f}") + info(f"EV: {new_ev:+.2f} | Forecast matches bucket: {forecast_still_matches}") + + # Decision: close if forecast no longer matches OR EV went negative + should_close = False + close_reason = "" + + if not forecast_still_matches: + should_close = True + close_reason = f"Forecast changed to {new_temp}°F — no longer in our bucket" + + elif new_ev < 0: + should_close = True + close_reason = f"EV dropped to {new_ev:.2f} — edge gone" + + if should_close: + alert(f"CLOSING: {close_reason}") + info(f"Closing at ${current_price:.3f} | PnL: {'+'if pnl>=0 else ''}{pnl:.2f}") + + if not dry_run: + sim["balance"] = round(sim["balance"] + cost + pnl, 2) + sim["wins"] += 1 if pnl > 0 else 0 + sim["losses"] += 1 if pnl <= 0 else 0 + sim["trades"].append({ + "type": "forecast_exit", + "question": question, + "entry_price": entry_price, + "exit_price": current_price, + "pnl": round(pnl, 2), + "cost": cost, + "close_reason": close_reason, + "old_forecast": old_temp, + "new_forecast": new_temp, + "ev_at_close": new_ev, + "kelly_pct": pos.get("kelly_pct", 0), + "closed_at": datetime.now().isoformat(), + }) + del sim["positions"][mid] + ok(f"Position closed — balance: ${sim['balance']:.2f}") + else: + skip("Paper mode — not closing") + else: + ok(f"Holding — forecast still valid, EV positive") + + sim["peak_balance"] = max(sim.get("peak_balance", sim["balance"]), sim["balance"]) + save_sim(sim) + + +# ============================================================================= +# ENTRY SCANNER THREAD +# Runs every 60 minutes — scans all cities for new entry signals +# Skips markets where position is already open +# ============================================================================= + +def entry_scanner(dry_run: bool): + # First run immediately, then every ENTRY_INTERVAL + run_count = 0 + + while True: + run_count += 1 + print(f"\n{'='*55}") + print(f"{C.BOLD}{C.CYAN}[{ts()}] 🔍 Entry scan #{run_count}{C.RESET}") + print(f"{'='*55}") + + with _sim_lock: + sim = load_sim() + balance = sim["balance"] + positions = sim["positions"] + trades_executed = 0 + exits_found = 0 + + # --- CHECK PRICE-BASED EXITS --- + print(f"\n{C.BOLD}📤 Checking price exits...{C.RESET}") + for mid, pos in list(positions.items()): + current_price = get_market_price(mid) + if current_price is None: + continue + + if current_price >= EXIT_THRESHOLD: + exits_found += 1 + pnl = (current_price - pos["entry_price"]) * pos["shares"] + ok(f"EXIT: {pos['question'][:50]}...") + info(f"Price ${current_price:.3f} >= exit ${EXIT_THRESHOLD:.2f} | PnL: +${pnl:.2f}") + + if not dry_run: + balance += pos["cost"] + pnl + sim["wins"] += 1 if pnl > 0 else 0 + sim["losses"] += 1 if pnl <= 0 else 0 + sim["trades"].append({ + "type": "exit", + "question": pos["question"], + "entry_price": pos["entry_price"], + "exit_price": current_price, + "pnl": round(pnl, 2), + "cost": pos["cost"], + "kelly_pct": pos.get("kelly_pct", 0), + "ev": pos.get("ev", 0), + "closed_at": datetime.now().isoformat(), + }) + del positions[mid] + ok(f"Closed — PnL: {'+'if pnl>=0 else ''}{pnl:.2f}") + else: + skip("Paper mode — not selling") + + if exits_found == 0: + skip("No price-based exits") + + # --- SCAN ENTRIES --- + print(f"\n{C.BOLD}🌤 Scanning cities...{C.RESET}") + + for city_slug in ACTIVE_LOCATIONS: + if city_slug not in LOCATIONS: + continue + + loc_data = LOCATIONS[city_slug] + forecast = get_forecast(city_slug) + if not forecast: + continue + + for i in range(0, 4): + date = datetime.now() + timedelta(days=i) + date_str = date.strftime("%Y-%m-%d") + month = MONTHS[date.month - 1] + day = date.day + year = date.year + + forecast_temp = forecast.get(date_str) + if forecast_temp is None: + continue + + event = get_polymarket_event(city_slug, month, day, year) + if not event: + continue + + hours_left = hours_until_resolution(event) + + print(f"\n{C.BOLD}📍 {loc_data['name']} — {date_str}{C.RESET}") + info(f"Forecast: {forecast_temp}°F | Resolves in: {hours_left:.0f}h") + + if hours_left < MIN_HOURS_LEFT: + skip(f"Resolves in {hours_left:.0f}h — too soon") + continue + + # Find matching bucket + matched = None + for market in event.get("markets", []): + question = market.get("question", "") + rng = parse_temp_range(question) + if rng and rng[0] <= forecast_temp <= rng[1]: + try: + prices = json.loads(market.get("outcomePrices", "[0.5,0.5]")) + yes_price = float(prices[0]) + except Exception: + continue + matched = {"market": market, "question": question, + "price": yes_price, "range": rng} + break + + if not matched: + skip(f"No bucket for {forecast_temp}°F") + continue + + price = matched["price"] + market_id = matched["market"].get("id", "") + question = matched["question"] + + info(f"Bucket: {question[:60]}") + info(f"Market price: ${price:.3f}") + + # Kelly + EV + our_prob = NOAA_ACCURACY + ev = calculate_ev(our_prob, price) + kelly_pct = calculate_kelly(our_prob, price) + position_size = calculate_position_size(kelly_pct, balance) + + ev_color = C.GREEN if ev > 0 else C.RED + print(f" {C.CYAN} EV: {ev_color}{ev:+.2f}{C.RESET} " + f"{C.CYAN}Kelly: {kelly_pct:.1%} " + f"Size: ${position_size:.2f}{C.RESET}") + + if price >= ENTRY_THRESHOLD: + skip(f"Price ${price:.3f} above threshold") + continue + + if ev < MIN_EV: + skip(f"EV {ev:.2f} below minimum — skip") + continue + + if kelly_pct <= 0: + skip("Kelly says no edge — skip") + continue + + if market_id in positions: + skip("Already in this market") + continue + + if trades_executed >= MAX_TRADES: + skip(f"Max trades ({MAX_TRADES}) reached") + continue + + if position_size < 0.50: + skip(f"Position size ${position_size:.2f} too small") + continue + + ok(f"ENTRY — EV={ev:+.2f} | Kelly={kelly_pct:.1%} | ${position_size:.2f}") + + if not dry_run: + shares = position_size / price + balance -= position_size + positions[market_id] = { + "question": question, + "entry_price": price, + "shares": shares, + "cost": position_size, + "kelly_pct": kelly_pct, + "ev": ev, + "our_prob": our_prob, + "date": date_str, + "location": city_slug, + "forecast_temp": forecast_temp, + "last_forecast_temp": forecast_temp, + "opened_at": datetime.now().isoformat(), + } + sim["total_trades"] += 1 + sim["trades"].append({ + "type": "entry", + "question": question, + "entry_price": price, + "shares": shares, + "cost": position_size, + "kelly_pct": kelly_pct, + "ev": ev, + "our_prob": our_prob, + "location": city_slug, + "date": date_str, + "opened_at": datetime.now().isoformat(), + }) + trades_executed += 1 + ok(f"Position opened — ${position_size:.2f} deducted") + else: + skip("Paper mode — not buying") + trades_executed += 1 + + # Save + if not dry_run: + sim["balance"] = round(balance, 2) + sim["positions"] = positions + sim["peak_balance"] = max(sim.get("peak_balance", balance), balance) + save_sim(sim) + + print(f"\n Balance: ${balance:.2f} | " + f"Trades: {trades_executed} | " + f"Exits: {exits_found} | " + f"Open positions: {len(positions)}") + + if dry_run: + print(f"\n {C.YELLOW}[PAPER MODE — use --live to simulate trades]{C.RESET}") + + next_scan = datetime.now() + timedelta(seconds=ENTRY_INTERVAL) + print(f"\n {C.GRAY}Next scan at {next_scan.strftime('%H:%M:%S')}{C.RESET}") + time.sleep(ENTRY_INTERVAL) + + +# ============================================================================= +# CLI +# ============================================================================= + +if __name__ == "__main__": + parser = argparse.ArgumentParser(description="Weather Trading Bot v3 — Auto-cycle + Forecast Monitor") + parser.add_argument("--live", action="store_true", help="Execute trades (updates simulation balance)") + parser.add_argument("--once", action="store_true", help="Run one scan and exit (no loop)") + parser.add_argument("--positions", action="store_true", help="Show open positions") + parser.add_argument("--reset", action="store_true", help="Reset simulation to $1000") + args = parser.parse_args() + + if args.reset: + reset_sim() + + elif args.positions: + show_positions() + + elif args.once: + # Single scan, no loop — useful for testing + entry_scanner_once = threading.Thread(target=entry_scanner, args=(not args.live,), daemon=True) + entry_scanner_once.start() + entry_scanner_once.join(timeout=300) + + else: + dry_run = not args.live + mode = f"{C.YELLOW}PAPER MODE{C.RESET}" if dry_run else f"{C.GREEN}LIVE MODE{C.RESET}" + + print(f"\n{C.BOLD}{C.CYAN}🌤 Weather Trading Bot v3 — Auto-cycle + Forecast Monitor{C.RESET}") + print("=" * 60) + print(f" Mode: {mode}") + print(f" Entry scan: every {ENTRY_INTERVAL//60} minutes") + print(f" Forecast monitor: every {MONITOR_INTERVAL//60} minutes") + print(f" Kelly fraction: {KELLY_FRACTION:.0%}") + print(f" Max per trade: {MAX_POSITION_PCT:.0%} of balance") + print(f" Min EV: {MIN_EV:.2f}") + print(f" Press Ctrl+C to stop\n") + + # Start both threads + t_entry = threading.Thread( + target=entry_scanner, + args=(dry_run,), + daemon=True, + name="EntryScanner" + ) + t_monitor = threading.Thread( + target=forecast_monitor, + args=(dry_run,), + daemon=True, + name="ForecastMonitor" + ) + + t_entry.start() + t_monitor.start() + + try: + while True: + time.sleep(1) + except KeyboardInterrupt: + print(f"\n{C.YELLOW} Bot stopped{C.RESET}")