HK Weather Prediction Market Pipeline: WeatherNext + HKO + Polymarket

- Open-Meteo WeatherNext API client for HK forecasts - HKO public data client (current conditions, 9-day forecast, typhoon warnings) - HK-specific weather extraction and calibration - Polymarket market scanning, price discovery, and market creation proposals - Trading strategy engine: edge detection, Kelly criterion sizing, probability calibration - End-to-end pipeline with dry-run mode and scheduled runner - Interactive dashboard with live HK weather + forecasts + trading signals Dependencies: Python 3.10+, openmeteo-requests, pandas No API keys needed for dry-run mode. Polymarket trading requires private key in .env.
2026-08-10 12:48:05 +08:00
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+# HK Weather Prediction Market
+# Configuration and constants
+
+import os
+from pathlib import Path
+from dotenv import load_dotenv
+
+load_dotenv()
+
+PROJECT_ROOT = Path(__file__).parent
+DATA_DIR = PROJECT_ROOT / "data"
+WEIGHTS_DIR = DATA_DIR / "weights"
+FORECAST_DIR = DATA_DIR / "forecasts"
+
+for d in [DATA_DIR, WEIGHTS_DIR, FORECAST_DIR]:
+    d.mkdir(parents=True, exist_ok=True)
+
+# === HK Region Bounding Box ===
+HK_BBOX = {
+    "lat_min": 22.0,
+    "lat_max": 22.6,
+    "lon_min": 113.8,
+    "lon_max": 114.5,
+}
+
+HK_COORDS = {
+    "hko_headquarters": (22.302, 114.174),   # Tsim Sha Tsui
+    "chek_lap_kok": (22.308, 113.918),       # Airport
+    "sheung_shui": (22.505, 114.128),        # New Territories
+    "stanley": (22.218, 114.218),            # South side
+    "cheung_chau": (22.201, 114.028),        # Outlying island
+}
+
+# === API Keys ===
+OPENMETEO_API_KEY = os.getenv("OPENMETEO_API_KEY", "")
+POLYMARKET_PRIVATE_KEY = os.getenv("POLYMARKET_PRIVATE_KEY", "")
+POLYMARKET_FUNDER = os.getenv("POLYMARKET_FUNDER", "")
+HKO_OPEN_DATA_KEY = os.getenv("HKO_OPEN_DATA_KEY", "")
+CDSAPI_KEY = os.getenv("CDSAPI_KEY", "")
+CDSAPI_URL = os.getenv("CDSAPI_URL", "https://cds.climate.copernicus.eu/api")
+
+# === Polymarket ===
+POLYMARKET_GAMMA_API = "https://gamma-api.polymarket.com"
+POLYMARKET_CLOB_API = "https://clob.polymarket.com"
+POLYMARKET_SOCKET = "wss://ws-subscriptions-clob.polymarket.com/ws"
+
+# === WeatherNext Model ===
+MODEL_CONFIGS = {
+    "mini": {
+        "name": "WeatherNextCyclones_Mini_<2024",
+        "weights_file": "WeatherNextCyclones_Mini_<2024.npz",
+        "resolution": "1°",
+        "gcs_path": "gs://dm_graphcast/WeatherNextCyclones_Mini_<2024.npz",
+        "vram_required_gb": 8,
+    },
+    "operational": {
+        "name": "WeatherNext2_<2025",
+        "resolution": "0.25°",
+        "gcs_path": "gs://dm_graphcast/WeatherNext2_<2025_model*.npz",
+        "vram_required_gb": 40,
+    },
+}
+
+MODEL_CONFIG = MODEL_CONFIGS["mini"]
+
+# === Forecast Parameters ===
+FORECAST_LEAD_TIMES = [0, 6, 12, 18, 24, 36, 48, 72, 96, 120]  # hours
+
+# === Weather Variables of Interest ===
+WEATHER_VARIABLES = [
+    "temperature_2m",
+    "relative_humidity_2m",
+    "wind_speed_10m",
+    "wind_gusts_10m",
+    "precipitation",
+    "total_cloud_cover",
+    "surface_pressure",
+]
+
+# === Polymarket Market Conditions ===
+# Weather conditions we can create markets for
+MARKET_CONDITIONS = {
+    "rain_tomorrow": {
+        "description": "Will it rain in Hong Kong tomorrow?",
+        "threshold": lambda forecast: forecast.get("precipitation_probability", 0) > 50,
+        "market_type": "binary",
+    },
+    "temp_above_30": {
+        "description": "Will the temperature in Hong Kong exceed 30°C tomorrow?",
+        "threshold": lambda forecast: forecast.get("temperature_2m_max", 0) > 30.0,
+        "market_type": "binary",
+    },
+    "t8_signal": {
+        "description": "Will the T8 typhoon signal be hoisted in the next 7 days?",
+        "threshold": None,
+        "market_type": "binary",
+    },
+    "rainfall_amount": {
+        "description": "Total rainfall (mm) in Hong Kong tomorrow",
+        "threshold": None,
+        "market_type": "scalar",
+    },
+}
+
+# === Trading Strategy ===
+MIN_EDGE_BPS = 200            # Minimum edge in basis points to trade
+MAX_POSITION_USDC = 500.0     # Maximum position per market in USDC
+KELLY_FRACTION = 0.25         # Fraction of full Kelly to use
+MIN_LIQUIDITY_USDC = 100.0    # Minimum market liquidity to trade