Files
hk-weather-mkt/data/paper_pnl.csv
T
ramseshk aad4ee8cf6 Add ML dashboard panel, paper trader, time decay model
- /api/ml endpoint: per-model raw vs calibrated, typhoon, spatial features
- ML Predictions card in web dashboard (color-coded, sorted by confidence)
- Typhoon Probabilities card (T1/T3/T8 now/72h/120h)
- PaperTrader: simulated trading with portfolio Kelly, P&L tracking,
  trade history persistence, auto-resolution after 24h
- TimeDecayModel: theta decay for binary options
  sigma(t) = sigma_0 * (T-t)^beta (beta=0.4 for weather)
  Fair price convergence from 50%→model_prob as expiry approaches
- Paper trader CLI: --track (monitor), --report, --simulate-days

Run dashboard: python web_dashboard.py  # see ML panel
Run paper:  python ml/paper_trader.py --simulate-days 30
2026-08-11 11:15:43 +08:00

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