ramseshk
c93af97059
- 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.
110 lines
3.4 KiB
Python
110 lines
3.4 KiB
Python
# 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
|