Commit Graph

2 Commits

Author SHA1 Message Date
ramseshk 03f9ea2129 Add spatial features, typhoon model, ERA5 pipeline, portfolio Kelly
Tier 2 enhancements:
- SpatialWeatherClient: multi-station Open-Meteo fetcher for all HK locations
  Extracts urban heat island delta, coastal-inland gradients, wind convergence,
  precipitation spatial heterogeneity, composite instability index
- TyphoonModel: data-driven signal probability for T1/T3/T8/T10
  Climatological base rates + conditional transition probabilities
  Currently active T1 signal → 25% T3/24h, 10% T8/72h, 22% T8/120h
  ENSO modulation, active storm proximity boost, month-specific seasonality
- ERA5 download/process pipeline via CDS API
  Downloads hourly reanalysis for HK region, processes to daily training format
  Output schema matches Open-Meteo for seamless feature compatibility
- PortfolioKelly: correlation-aware simultaneous Kelly sizing
  Covariance matrix from historical outcome correlations
  Prevents over-betting on correlated rain/temp/wind markets
  Σ⁻¹ μ vector formulation, regularized inversion, independent fallback
- MLPredictor updated: integrates spatial + typhoon + portfolio Kelly
  record_outcome feeds both calibration AND portfolio correlation matrix
2026-08-10 17:56:02 +08:00
ramseshk c93af97059 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