Update bot_v2.py
This commit is contained in:
@@ -4,10 +4,11 @@ Weather Trading Bot v2 — Polymarket
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Kelly Criterion + Expected Value simulation.
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Kelly Criterion + Expected Value simulation.
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Usage:
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Usage:
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python weather_bot_v2.py # Paper mode with $1000 virtual balance
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python bot_v2.py # Paper mode with $1000 virtual balance
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python weather_bot_v2.py --live # Real trades
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python bot_v2.py --live # Simulate trades against real prices
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python weather_bot_v2.py --positions
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python bot_v2.py --positions
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python weather_bot_v2.py --reset # Reset simulation balance
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python bot_v2.py --reset # Reset simulation balance
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python bot_v2.py --monitor # Live price monitor, updates dashboard every 10s
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"""
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"""
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import re
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import re
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@@ -31,22 +32,40 @@ PRICE_DROP_SIGNAL = _cfg.get("price_drop_threshold", 0.10)
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# Kelly + EV settings
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# Kelly + EV settings
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NOAA_ACCURACY = 0.78 # NOAA forecast accuracy for 1-3 day predictions
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NOAA_ACCURACY = 0.78 # NOAA forecast accuracy for 1-3 day predictions
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KELLY_FRACTION = 0.25 # Use 1/4 Kelly for safety (full Kelly is too aggressive)
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KELLY_FRACTION = 0.25 # Use 1/4 Kelly for safety
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MAX_POSITION_PCT = 0.10 # Never bet more than 10% of balance on one trade
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MAX_POSITION_PCT = 0.10 # Never bet more than 10% of balance on one trade
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MIN_EV = 0.05 # Minimum EV to enter (5 cents per dollar risked)
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MIN_EV = 0.05 # Minimum EV to enter
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SIM_BALANCE = 1000.0 # Starting virtual balance
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SIM_BALANCE = 1000.0 # Starting virtual balance
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# Airport coordinates — match the exact stations Polymarket resolves on
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LOCATIONS = {
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LOCATIONS = {
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"NYC": {"lat": 40.77, "lon": -73.87, "name": "New York City"},
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"nyc": {"lat": 40.7772, "lon": -73.8726, "name": "New York City"}, # KLGA LaGuardia
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"Chicago": {"lat": 41.97, "lon": -87.90, "name": "Chicago"},
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"chicago": {"lat": 41.9742, "lon": -87.9073, "name": "Chicago"}, # KORD O'Hare
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"Seattle": {"lat": 47.45, "lon": -122.30, "name": "Seattle"},
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"miami": {"lat": 25.7959, "lon": -80.2870, "name": "Miami"}, # KMIA
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"Atlanta": {"lat": 33.64, "lon": -84.43, "name": "Atlanta"},
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"dallas": {"lat": 32.8471, "lon": -96.8518, "name": "Dallas"}, # KDAL Love Field
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"Dallas": {"lat": 32.90, "lon": -97.04, "name": "Dallas"},
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"seattle": {"lat": 47.4502, "lon": -122.3088, "name": "Seattle"}, # KSEA Sea-Tac
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"Miami": {"lat": 25.80, "lon": -80.29, "name": "Miami"},
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"atlanta": {"lat": 33.6407, "lon": -84.4277, "name": "Atlanta"}, # KATL Hartsfield
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}
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}
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ACTIVE_LOCATIONS = _cfg.get("locations", "NYC,Chicago,Seattle,Atlanta,Dallas,Miami").split(",")
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# NWS hourly endpoints per city
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ACTIVE_LOCATIONS = [l.strip() for l in ACTIVE_LOCATIONS]
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NWS_ENDPOINTS = {
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"nyc": "https://api.weather.gov/gridpoints/OKX/37,39/forecast/hourly",
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"chicago": "https://api.weather.gov/gridpoints/LOT/66,77/forecast/hourly",
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"miami": "https://api.weather.gov/gridpoints/MFL/106,51/forecast/hourly",
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"dallas": "https://api.weather.gov/gridpoints/FWD/87,107/forecast/hourly",
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"seattle": "https://api.weather.gov/gridpoints/SEW/124,61/forecast/hourly",
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"atlanta": "https://api.weather.gov/gridpoints/FFC/50,82/forecast/hourly",
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}
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# Station IDs for real observations
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STATION_IDS = {
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"nyc": "KLGA", "chicago": "KORD", "miami": "KMIA",
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"dallas": "KDAL", "seattle": "KSEA", "atlanta": "KATL",
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}
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ACTIVE_LOCATIONS = _cfg.get("locations", "nyc,chicago,miami,dallas,seattle,atlanta").split(",")
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ACTIVE_LOCATIONS = [l.strip().lower() for l in ACTIVE_LOCATIONS]
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MONTHS = ["january","february","march","april","may","june",
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MONTHS = ["january","february","march","april","may","june",
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"july","august","september","october","november","december"]
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"july","august","september","october","november","december"]
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@@ -75,12 +94,12 @@ def skip(msg): print(f"{C.GRAY} ⏸️ {msg}{C.RESET}")
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def calculate_ev(our_prob: float, market_price: float) -> float:
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def calculate_ev(our_prob: float, market_price: float) -> float:
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"""
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"""
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Expected Value per $1 risked.
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Expected Value per $1 risked.
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EV = (our_prob * payout) - (1 - our_prob) * 1
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EV = (our_prob * payout) - (1 - our_prob)
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payout = (1 / market_price) - 1 (net profit per $1 if we win)
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payout = (1 / market_price) - 1
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Example: our_prob=0.75, price=0.08
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Example: our_prob=0.75, price=0.08
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payout = 1/0.08 - 1 = 11.5x
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payout = 1/0.08 - 1 = 11.5x
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EV = 0.75 * 11.5 - 0.25 = 8.375 - 0.25 = +$8.12 per $1 risked
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EV = 0.75 * 11.5 - 0.25 = +$8.12 per $1 risked
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"""
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"""
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if market_price <= 0 or market_price >= 1:
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if market_price <= 0 or market_price >= 1:
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return 0.0
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return 0.0
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@@ -93,28 +112,23 @@ def calculate_kelly(our_prob: float, market_price: float) -> float:
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"""
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"""
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Kelly Criterion: optimal fraction of bankroll to bet.
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Kelly Criterion: optimal fraction of bankroll to bet.
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f* = (p * b - q) / b
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f* = (p * b - q) / b
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where:
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p = our probability of winning
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q = 1 - p (probability of losing)
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b = net odds (payout per $1 bet)
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We apply KELLY_FRACTION (0.25) for safety — fractional Kelly.
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We apply KELLY_FRACTION (0.25) for safety — fractional Kelly.
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Result is capped at MAX_POSITION_PCT (10% of balance).
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Result is capped at MAX_POSITION_PCT (10% of balance).
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"""
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"""
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if market_price <= 0 or market_price >= 1:
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if market_price <= 0 or market_price >= 1:
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return 0.0
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return 0.0
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b = (1.0 / market_price) - 1.0 # net odds
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b = (1.0 / market_price) - 1.0
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p = our_prob
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p = our_prob
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q = 1.0 - p
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q = 1.0 - p
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kelly = (p * b - q) / b
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kelly = (p * b - q) / b
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kelly = max(0.0, kelly) # never negative
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kelly = max(0.0, kelly)
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kelly = kelly * KELLY_FRACTION # fractional Kelly
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kelly = kelly * KELLY_FRACTION
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kelly = min(kelly, MAX_POSITION_PCT) # cap at max position
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kelly = min(kelly, MAX_POSITION_PCT)
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return round(kelly, 4)
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return round(kelly, 4)
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def calculate_position_size(kelly_fraction: float, balance: float) -> float:
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def calculate_position_size(kelly_fraction: float, balance: float) -> float:
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"""Convert Kelly fraction to dollar amount."""
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return round(kelly_fraction * balance, 2)
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return round(kelly_fraction * balance, 2)
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# =============================================================================
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# =============================================================================
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@@ -147,38 +161,60 @@ def reset_sim():
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import os
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import os
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if os.path.exists(SIM_FILE):
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if os.path.exists(SIM_FILE):
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os.remove(SIM_FILE)
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os.remove(SIM_FILE)
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if os.path.exists("positions.json"):
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os.remove("positions.json")
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print(f"{C.GREEN} ✅ Simulation reset — balance back to ${SIM_BALANCE:.2f}{C.RESET}")
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print(f"{C.GREEN} ✅ Simulation reset — balance back to ${SIM_BALANCE:.2f}{C.RESET}")
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# =============================================================================
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# =============================================================================
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# OPEN-METEO FORECAST
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# NWS FORECAST
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# =============================================================================
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# =============================================================================
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def get_forecast(location: str) -> dict:
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def get_forecast(city_slug: str) -> dict:
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loc = LOCATIONS[location]
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"""
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url = (
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Fetch daily max temperature from NWS.
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f"https://api.open-meteo.com/v1/forecast"
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Combines real station observations (past hours today) with
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f"?latitude={loc['lat']}&longitude={loc['lon']}"
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hourly forecast (upcoming hours) to get the true daily maximum.
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f"&daily=temperature_2m_max&temperature_unit=fahrenheit&forecast_days=4"
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"""
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)
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forecast_url = NWS_ENDPOINTS.get(city_slug)
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station_id = STATION_IDS.get(city_slug)
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daily_max = {}
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headers = {"User-Agent": "weatherbot/1.0"}
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# Real observations — what already happened today
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try:
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try:
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r = requests.get(url, timeout=10)
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obs_url = f"https://api.weather.gov/stations/{station_id}/observations?limit=48"
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data = r.json()
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r = requests.get(obs_url, timeout=10, headers=headers)
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result = {}
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for obs in r.json().get("features", []):
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for date, temp in zip(data["daily"]["time"], data["daily"]["temperature_2m_max"]):
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props = obs["properties"]
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result[date] = round(temp, 1)
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time_str = props.get("timestamp", "")[:10]
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return result
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temp_c = props.get("temperature", {}).get("value")
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if temp_c is not None:
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temp_f = round(temp_c * 9/5 + 32)
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if time_str not in daily_max or temp_f > daily_max[time_str]:
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daily_max[time_str] = temp_f
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except Exception as e:
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except Exception as e:
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warn(f"Forecast error for {location}: {e}")
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warn(f"Observations error for {city_slug}: {e}")
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return {}
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# Hourly forecast — upcoming hours
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try:
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r = requests.get(forecast_url, timeout=10, headers=headers)
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periods = r.json()["properties"]["periods"]
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for p in periods:
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date = p["startTime"][:10]
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temp = p["temperature"]
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if p.get("temperatureUnit") == "C":
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temp = round(temp * 9/5 + 32)
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if date not in daily_max or temp > daily_max[date]:
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daily_max[date] = temp
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except Exception as e:
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warn(f"Forecast error for {city_slug}: {e}")
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return daily_max
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# =============================================================================
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# =============================================================================
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# POLYMARKET API
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# POLYMARKET API
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# =============================================================================
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# =============================================================================
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def get_polymarket_event(location_slug: str, month: str, day: int, year: int) -> dict:
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def get_polymarket_event(city_slug: str, month: str, day: int, year: int) -> dict:
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slug = f"highest-temperature-in-{location_slug}-on-{month}-{day}-{year}"
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slug = f"highest-temperature-in-{city_slug}-on-{month}-{day}-{year}"
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url = f"https://gamma-api.polymarket.com/events?slug={slug}"
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url = f"https://gamma-api.polymarket.com/events?slug={slug}"
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try:
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try:
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r = requests.get(url, timeout=10)
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r = requests.get(url, timeout=10)
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@@ -214,9 +250,6 @@ def parse_temp_range(question: str) -> tuple:
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if m: return (int(m.group(1)), int(m.group(2)))
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if m: return (int(m.group(1)), int(m.group(2)))
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return None
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return None
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def temp_in_range(temp: float, rng: tuple) -> bool:
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return rng[0] <= temp <= rng[1]
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def hours_until_resolution(event: dict) -> float:
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def hours_until_resolution(event: dict) -> float:
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try:
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try:
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end_date = event.get("endDate") or event.get("end_date_iso")
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end_date = event.get("endDate") or event.get("end_date_iso")
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@@ -254,7 +287,8 @@ def show_positions():
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try:
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try:
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url = f"https://gamma-api.polymarket.com/markets/{mid}"
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url = f"https://gamma-api.polymarket.com/markets/{mid}"
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r = requests.get(url, timeout=5)
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r = requests.get(url, timeout=5)
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current_price = float(r.json().get("outcomePrices", ["0.5"])[0])
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prices = json.loads(r.json().get("outcomePrices", "[0.5,0.5]"))
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current_price = float(prices[0])
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except Exception:
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except Exception:
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current_price = pos["entry_price"]
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current_price = pos["entry_price"]
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@@ -264,12 +298,11 @@ def show_positions():
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print(f"\n • {pos['question'][:65]}...")
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print(f"\n • {pos['question'][:65]}...")
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print(f" Entry: ${pos['entry_price']:.3f} | Now: ${current_price:.3f} | "
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print(f" Entry: ${pos['entry_price']:.3f} | Now: ${current_price:.3f} | "
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f"Shares: {pos['shares']:.1f} | PnL: {pnl_str}")
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f"Shares: {pos['shares']:.1f} | PnL: {pnl_str}")
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print(f" Kelly used: {pos['kelly_pct']:.1%} | EV: {pos['ev']:.2f} | Cost: ${pos['cost']:.2f}")
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print(f" Kelly used: {pos.get('kelly_pct', 0):.1%} | EV: {pos.get('ev', 0):.2f} | Cost: ${pos['cost']:.2f}")
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balance_str = f"${sim['balance']:.2f}"
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print(f"\n Balance: ${sim['balance']:.2f}")
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pnl_color = C.GREEN if total_pnl >= 0 else C.RED
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pnl_color = C.GREEN if total_pnl >= 0 else C.RED
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print(f"\n Balance: {balance_str}")
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print(f" Open PnL: {pnl_color}{'+'if total_pnl>=0 else ''}{total_pnl:.2f}{C.RESET}")
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print(f" Open PnL: {pnl_color}{'+'if total_pnl>=0 else ''}{total_pnl:.2f}{C.RESET}")
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print(f" Total trades: {sim['total_trades']} | W/L: {sim['wins']}/{sim['losses']}")
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print(f" Total trades: {sim['total_trades']} | W/L: {sim['wins']}/{sim['losses']}")
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# =============================================================================
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# =============================================================================
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@@ -284,7 +317,7 @@ def run(dry_run: bool = True):
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balance = sim["balance"]
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balance = sim["balance"]
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positions = sim["positions"]
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positions = sim["positions"]
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mode = f"{C.YELLOW}PAPER MODE{C.RESET}" if dry_run else f"{C.RED}LIVE MODE{C.RESET}"
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mode = f"{C.YELLOW}PAPER MODE{C.RESET}" if dry_run else f"{C.GREEN}LIVE MODE{C.RESET}"
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starting = sim["starting_balance"]
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starting = sim["starting_balance"]
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total_return = (balance - starting) / starting * 100
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total_return = (balance - starting) / starting * 100
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return_str = f"{C.GREEN}+{total_return:.1f}%{C.RESET}" if total_return >= 0 else f"{C.RED}{total_return:.1f}%{C.RESET}"
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return_str = f"{C.GREEN}+{total_return:.1f}%{C.RESET}" if total_return >= 0 else f"{C.RED}{total_return:.1f}%{C.RESET}"
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@@ -308,7 +341,8 @@ def run(dry_run: bool = True):
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try:
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try:
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url = f"https://gamma-api.polymarket.com/markets/{mid}"
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url = f"https://gamma-api.polymarket.com/markets/{mid}"
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r = requests.get(url, timeout=5)
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r = requests.get(url, timeout=5)
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current_price = float(r.json().get("outcomePrices", ["0.5"])[0])
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prices = json.loads(r.json().get("outcomePrices", "[0.5,0.5]"))
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current_price = float(prices[0])
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except Exception:
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except Exception:
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continue
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continue
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@@ -329,7 +363,7 @@ def run(dry_run: bool = True):
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"closed_at": datetime.now().isoformat(),
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"closed_at": datetime.now().isoformat(),
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})
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})
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del positions[mid]
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del positions[mid]
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ok(f"Closed position — PnL: {'+'if pnl>=0 else ''}{pnl:.2f}")
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ok(f"Closed — PnL: {'+'if pnl>=0 else ''}{pnl:.2f}")
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else:
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else:
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skip("Paper mode — not selling")
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skip("Paper mode — not selling")
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@@ -339,23 +373,21 @@ def run(dry_run: bool = True):
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# Scan entries
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# Scan entries
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print(f"\n{C.BOLD}🔍 Scanning for entry signals...{C.RESET}")
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print(f"\n{C.BOLD}🔍 Scanning for entry signals...{C.RESET}")
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for loc_key in ACTIVE_LOCATIONS:
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for city_slug in ACTIVE_LOCATIONS:
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loc_key = loc_key.strip()
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if city_slug not in LOCATIONS:
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if loc_key not in LOCATIONS:
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warn(f"Unknown location: {city_slug}")
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warn(f"Unknown location: {loc_key}")
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continue
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continue
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loc_data = LOCATIONS[loc_key]
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loc_data = LOCATIONS[city_slug]
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loc_slug = loc_key.lower().replace(" ", "-")
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if loc_key not in forecast_cache:
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if city_slug not in forecast_cache:
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forecast_cache[loc_key] = get_forecast(loc_key)
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forecast_cache[city_slug] = get_forecast(city_slug)
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forecast = forecast_cache[loc_key]
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forecast = forecast_cache[city_slug]
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if not forecast:
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if not forecast:
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continue
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continue
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for i in range(0, 3):
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for i in range(0, 4):
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date = datetime.now() + timedelta(days=i)
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date = datetime.now() + timedelta(days=i)
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date_str = date.strftime("%Y-%m-%d")
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date_str = date.strftime("%Y-%m-%d")
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month = MONTHS[date.month - 1]
|
month = MONTHS[date.month - 1]
|
||||||
@@ -366,7 +398,7 @@ def run(dry_run: bool = True):
|
|||||||
if forecast_temp is None:
|
if forecast_temp is None:
|
||||||
continue
|
continue
|
||||||
|
|
||||||
event = get_polymarket_event(loc_slug, month, day, year)
|
event = get_polymarket_event(city_slug, month, day, year)
|
||||||
if not event:
|
if not event:
|
||||||
continue
|
continue
|
||||||
|
|
||||||
@@ -379,12 +411,11 @@ def run(dry_run: bool = True):
|
|||||||
skip(f"Resolves in {hours_left:.0f}h — too soon")
|
skip(f"Resolves in {hours_left:.0f}h — too soon")
|
||||||
continue
|
continue
|
||||||
|
|
||||||
# Find matching bucket
|
|
||||||
matched = None
|
matched = None
|
||||||
for market in event.get("markets", []):
|
for market in event.get("markets", []):
|
||||||
question = market.get("question", "")
|
question = market.get("question", "")
|
||||||
rng = parse_temp_range(question)
|
rng = parse_temp_range(question)
|
||||||
if rng and temp_in_range(forecast_temp, rng):
|
if rng and rng[0] <= forecast_temp <= rng[1]:
|
||||||
try:
|
try:
|
||||||
prices = json.loads(market.get("outcomePrices", "[0.5,0.5]"))
|
prices = json.loads(market.get("outcomePrices", "[0.5,0.5]"))
|
||||||
yes_price = float(prices[0])
|
yes_price = float(prices[0])
|
||||||
@@ -411,10 +442,8 @@ def run(dry_run: bool = True):
|
|||||||
if trend["dropped"]:
|
if trend["dropped"]:
|
||||||
info(f"📉 Price dropped {abs(trend['change']):.0%} in 24h — stronger signal")
|
info(f"📉 Price dropped {abs(trend['change']):.0%} in 24h — stronger signal")
|
||||||
|
|
||||||
# ── KELLY + EV CALCULATION ──
|
# Kelly + EV
|
||||||
our_prob = NOAA_ACCURACY # base accuracy
|
our_prob = NOAA_ACCURACY
|
||||||
|
|
||||||
# Boost if strong trend signal
|
|
||||||
if trend["dropped"] and abs(trend["change"]) > 0.20:
|
if trend["dropped"] and abs(trend["change"]) > 0.20:
|
||||||
our_prob = min(0.90, our_prob + 0.05)
|
our_prob = min(0.90, our_prob + 0.05)
|
||||||
|
|
||||||
@@ -432,7 +461,6 @@ def run(dry_run: bool = True):
|
|||||||
print(f" {C.CYAN} Kelly fraction: {kelly_pct:.1%} of balance{C.RESET}")
|
print(f" {C.CYAN} Kelly fraction: {kelly_pct:.1%} of balance{C.RESET}")
|
||||||
print(f" {C.CYAN} Position size: ${position_size:.2f}{C.RESET}")
|
print(f" {C.CYAN} Position size: ${position_size:.2f}{C.RESET}")
|
||||||
|
|
||||||
# Entry checks
|
|
||||||
if price >= ENTRY_THRESHOLD:
|
if price >= ENTRY_THRESHOLD:
|
||||||
skip(f"Price ${price:.3f} above threshold ${ENTRY_THRESHOLD:.2f}")
|
skip(f"Price ${price:.3f} above threshold ${ENTRY_THRESHOLD:.2f}")
|
||||||
continue
|
continue
|
||||||
@@ -474,7 +502,7 @@ def run(dry_run: bool = True):
|
|||||||
"ev": ev,
|
"ev": ev,
|
||||||
"our_prob": our_prob,
|
"our_prob": our_prob,
|
||||||
"date": date_str,
|
"date": date_str,
|
||||||
"location": loc_key,
|
"location": city_slug,
|
||||||
"forecast_temp": forecast_temp,
|
"forecast_temp": forecast_temp,
|
||||||
"opened_at": datetime.now().isoformat(),
|
"opened_at": datetime.now().isoformat(),
|
||||||
}
|
}
|
||||||
@@ -492,14 +520,12 @@ def run(dry_run: bool = True):
|
|||||||
skip("Paper mode — not buying")
|
skip("Paper mode — not buying")
|
||||||
trades_executed += 1
|
trades_executed += 1
|
||||||
|
|
||||||
# Save simulation state
|
|
||||||
if not dry_run:
|
if not dry_run:
|
||||||
sim["balance"] = round(balance, 2)
|
sim["balance"] = round(balance, 2)
|
||||||
sim["positions"] = positions
|
sim["positions"] = positions
|
||||||
sim["peak_balance"] = max(sim["peak_balance"], balance)
|
sim["peak_balance"] = max(sim["peak_balance"], balance)
|
||||||
save_sim(sim)
|
save_sim(sim)
|
||||||
|
|
||||||
# Summary
|
|
||||||
print(f"\n{'=' * 55}")
|
print(f"\n{'=' * 55}")
|
||||||
print(f"{C.BOLD}📊 Summary:{C.RESET}")
|
print(f"{C.BOLD}📊 Summary:{C.RESET}")
|
||||||
info(f"Opportunities found: {opportunities}")
|
info(f"Opportunities found: {opportunities}")
|
||||||
@@ -511,22 +537,18 @@ def run(dry_run: bool = True):
|
|||||||
print(f"\n {C.YELLOW}[PAPER MODE — use --live to simulate trades against real prices]{C.RESET}")
|
print(f"\n {C.YELLOW}[PAPER MODE — use --live to simulate trades against real prices]{C.RESET}")
|
||||||
|
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# LIVE MONITOR — updates prices every N seconds, auto-exits on threshold
|
# LIVE MONITOR
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
|
|
||||||
import time as _time
|
import time as _time
|
||||||
|
|
||||||
def monitor(interval: int = 10):
|
def monitor(interval: int = 10):
|
||||||
"""
|
"""
|
||||||
Background monitor — fetches live prices from Polymarket every N seconds,
|
Background monitor — fetches live prices every N seconds,
|
||||||
updates PnL in simulation.json so the dashboard stays current.
|
updates simulation.json so the dashboard stays current.
|
||||||
Auto-exits positions when price hits EXIT_THRESHOLD.
|
Auto-exits positions when price hits EXIT_THRESHOLD.
|
||||||
|
|
||||||
Run: python polymarket_weather_bot.py --monitor
|
|
||||||
Stop: Ctrl+C
|
|
||||||
"""
|
"""
|
||||||
print(f"\n{C.BOLD}{C.CYAN}📡 Live Monitor — refreshing every {interval}s{C.RESET}")
|
print(f"\n{C.BOLD}{C.CYAN}📡 Live Monitor — refreshing every {interval}s{C.RESET}")
|
||||||
print(f" Dashboard will update automatically")
|
|
||||||
print(f" Auto-exit threshold: ${EXIT_THRESHOLD:.2f}")
|
print(f" Auto-exit threshold: ${EXIT_THRESHOLD:.2f}")
|
||||||
print(f" Press Ctrl+C to stop\n")
|
print(f" Press Ctrl+C to stop\n")
|
||||||
|
|
||||||
@@ -543,7 +565,6 @@ def monitor(interval: int = 10):
|
|||||||
total_pnl = 0
|
total_pnl = 0
|
||||||
|
|
||||||
for mid, pos in list(positions.items()):
|
for mid, pos in list(positions.items()):
|
||||||
# Fetch current price from Polymarket
|
|
||||||
try:
|
try:
|
||||||
url = f"https://gamma-api.polymarket.com/markets/{mid}"
|
url = f"https://gamma-api.polymarket.com/markets/{mid}"
|
||||||
r = requests.get(url, timeout=5)
|
r = requests.get(url, timeout=5)
|
||||||
@@ -563,7 +584,6 @@ def monitor(interval: int = 10):
|
|||||||
f"{pos['question'][:45]}... "
|
f"{pos['question'][:45]}... "
|
||||||
f"${current_price:.3f} {pnl_str}")
|
f"${current_price:.3f} {pnl_str}")
|
||||||
|
|
||||||
# Auto-exit if price hit threshold
|
|
||||||
if current_price >= EXIT_THRESHOLD:
|
if current_price >= EXIT_THRESHOLD:
|
||||||
ok(f"AUTO EXIT: {pos['question'][:50]}... PnL: +${pnl:.2f}")
|
ok(f"AUTO EXIT: {pos['question'][:50]}... PnL: +${pnl:.2f}")
|
||||||
sim["balance"] = round(sim["balance"] + pos["cost"] + pnl, 2)
|
sim["balance"] = round(sim["balance"] + pos["cost"] + pnl, 2)
|
||||||
@@ -578,14 +598,10 @@ def monitor(interval: int = 10):
|
|||||||
"cost": pos["cost"],
|
"cost": pos["cost"],
|
||||||
"kelly_pct": pos.get("kelly_pct", 0),
|
"kelly_pct": pos.get("kelly_pct", 0),
|
||||||
"ev": pos.get("ev", 0),
|
"ev": pos.get("ev", 0),
|
||||||
"location": pos.get("location", ""),
|
|
||||||
"date": pos.get("date", ""),
|
|
||||||
"our_prob": pos.get("our_prob", 0),
|
|
||||||
"closed_at": datetime.now().isoformat(),
|
"closed_at": datetime.now().isoformat(),
|
||||||
})
|
})
|
||||||
del sim["positions"][mid]
|
del sim["positions"][mid]
|
||||||
|
|
||||||
sim["positions"] = {k: v for k, v in sim["positions"].items()}
|
|
||||||
sim["peak_balance"] = max(sim.get("peak_balance", sim["balance"]), sim["balance"])
|
sim["peak_balance"] = max(sim.get("peak_balance", sim["balance"]), sim["balance"])
|
||||||
|
|
||||||
total_str = f"{C.GREEN}+${total_pnl:.2f}{C.RESET}" if total_pnl >= 0 else f"{C.RED}-${abs(total_pnl):.2f}{C.RESET}"
|
total_str = f"{C.GREEN}+${total_pnl:.2f}{C.RESET}" if total_pnl >= 0 else f"{C.RED}-${abs(total_pnl):.2f}{C.RESET}"
|
||||||
@@ -603,7 +619,6 @@ def monitor(interval: int = 10):
|
|||||||
|
|
||||||
_time.sleep(interval)
|
_time.sleep(interval)
|
||||||
|
|
||||||
|
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
# CLI
|
# CLI
|
||||||
# =============================================================================
|
# =============================================================================
|
||||||
@@ -613,8 +628,8 @@ if __name__ == "__main__":
|
|||||||
parser.add_argument("--live", action="store_true", help="Execute trades (updates simulation balance)")
|
parser.add_argument("--live", action="store_true", help="Execute trades (updates simulation balance)")
|
||||||
parser.add_argument("--positions", action="store_true", help="Show open positions")
|
parser.add_argument("--positions", action="store_true", help="Show open positions")
|
||||||
parser.add_argument("--reset", action="store_true", help="Reset simulation to $1000")
|
parser.add_argument("--reset", action="store_true", help="Reset simulation to $1000")
|
||||||
parser.add_argument("--monitor", action="store_true", help="Live price monitor — updates dashboard every 10s")
|
parser.add_argument("--monitor", action="store_true", help="Live price monitor")
|
||||||
parser.add_argument("--interval", type=int, default=10, help="Monitor refresh interval in seconds (default: 10)")
|
parser.add_argument("--interval", type=int, default=10, help="Monitor refresh interval in seconds")
|
||||||
args = parser.parse_args()
|
args = parser.parse_args()
|
||||||
|
|
||||||
if args.reset:
|
if args.reset:
|
||||||
@@ -624,5 +639,4 @@ if __name__ == "__main__":
|
|||||||
elif args.monitor:
|
elif args.monitor:
|
||||||
monitor(interval=args.interval)
|
monitor(interval=args.interval)
|
||||||
else:
|
else:
|
||||||
|
|
||||||
run(dry_run=not args.live)
|
run(dry_run=not args.live)
|
||||||
|
|||||||
Reference in New Issue
Block a user