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
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Description
HK Weather Prediction Market Pipeline: WeatherNext + HKO + Polymarket
212 KiB
Languages
Python 99.4%
Shell 0.6%