hk-weather-mkt

rams/hk-weather-mkt

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Author	SHA1	Message	Date
ramseshk	f8dde42007	Untrack binary model files	2026-08-11 10:50:22 +08:00
ramseshk	7d7a67bd20	Add ML prediction pipeline — LightGBM, calibration fix, ensemble disagreement Tier 1 ML enhancements: - Feature engineering (37 features across 5 groups: thermal, dynamic, moisture, temporal, interaction) from NWP model output - 7 LightGBM probability models for rain/temp/wind thresholds - Temperature-scaled probabilities to prevent overconfidence on bootstrap data - MLPredictor: unified inference pipeline replacing heuristic sigmoids - Ensemble disagreement signals (composite spread → edge amplification) - Fixed calibration loop: update_calibration() now functional (EMA of errors) - record_outcome() wired for post-resolution feedback - Nautilus strategy updated: ML predictions take priority, heuristics as fallback - Historical backtest engine with Sharpe/ROI/max-DD simulation - Bootstrap training data generator from HK climate normals Run: python ml/train.py && python ml/backtest.py --edge 50	2026-08-10 17:50:07 +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

Author

SHA1

Message

Date

ramseshk

f8dde42007

Untrack binary model files

2026-08-11 10:50:22 +08:00

ramseshk

7d7a67bd20

Add ML prediction pipeline — LightGBM, calibration fix, ensemble disagreement

Tier 1 ML enhancements:
- Feature engineering (37 features across 5 groups: thermal, dynamic,
  moisture, temporal, interaction) from NWP model output
- 7 LightGBM probability models for rain/temp/wind thresholds
- Temperature-scaled probabilities to prevent overconfidence on bootstrap data
- MLPredictor: unified inference pipeline replacing heuristic sigmoids
- Ensemble disagreement signals (composite spread → edge amplification)
- Fixed calibration loop: update_calibration() now functional (EMA of errors)
- record_outcome() wired for post-resolution feedback
- Nautilus strategy updated: ML predictions take priority, heuristics as fallback
- Historical backtest engine with Sharpe/ROI/max-DD simulation
- Bootstrap training data generator from HK climate normals

Run: python ml/train.py && python ml/backtest.py --edge 50

2026-08-10 17:50:07 +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

3 Commits