fix: update initial trade logic

- Enable immediate trading attempt on startup
- Dynamic timeout calculation (remaining minutes - 10) for initial trade
- Added duplicate check for initial prediction saving to prevent DB errors
This commit is contained in:
crypto_predictor committed 2026-02-11 23:36:07 +08:00
1 parent 99fa79cde4
commit 6a882ed913
2 files changed
+57 -136

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+12 -136
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@@ -719,146 +719,22 @@ class PolymarketBTCTrader:
def _show_initial_prediction(self): def _show_initial_prediction(self):
""" """
启动时显示当前预测(不下单) 启动时显示当前预测并尝试执行交易 (不记录Monitor状态)
""" """
logger.info("\n📊 当前预测状态:") logger.info("\n📊 启动时初始预测检查:")
end_date = (datetime.now() + timedelta(days=1)).strftime('%Y-%m-%d') # 计算剩余分钟数
start_date = (datetime.now() - timedelta(days=30)).strftime('%Y-%m-%d')
df = self.fetcher.fetch_ohlcv(
symbol='BTC',
timeframe='1h',
start_date=start_date,
end_date=end_date,
use_cache=False
)
# 显示K线信息
prev_time = df['timestamp'].iloc[-2]
prev_close = df['close'].iloc[-2]
current_time = df['timestamp'].iloc[-1]
current_close = df['close'].iloc[-1]
logger.info(f" 上一K线: {prev_time} 收盘价: ${prev_close:,.2f}")
logger.info(f" 当前K线: {current_time} 收盘价: ${current_close:,.2f}")
# 进行多模型预测
df_for_prediction = df.iloc[:-1]
all_preds = self.inference_manager.predict_all(df_for_prediction)
# DLinear
if 'dlinear' in all_preds:
dl = all_preds['dlinear']
logger.info(f" 🤖 DLinear: {'📈 UP' if dl['prediction']==1 else '📉 DOWN'} ({dl['probability']:.1%})")
# N-BEATS
if 'nbeats' in all_preds:
nb = all_preds['nbeats']
logger.info(f" 🤖 N-BEATS: {'📈 UP' if nb['prediction']==1 else '📉 DOWN'}")
# TTM-R2
if 'ttm' in all_preds:
ttm = all_preds['ttm']
logger.info(f" 🤖 TTM-R2: {'📈 UP' if ttm['prediction']==1 else '📉 DOWN'} ({ttm['probability']:.1%})")
prediction = 0
if 'ensemble' in all_preds and all_preds['ensemble']:
ens = all_preds['ensemble']
prediction = ens['prediction']
logger.info(f" 🤖 集成结果: {'📈 UP' if prediction==1 else '📉 DOWN'}")
# 显示市场价格
if self.current_market:
up_price = self.current_market['outcome_prices'][0]
down_price = self.current_market['outcome_prices'][1]
if prediction == 1:
logger.info(f" 💰 买入Up价格: ${up_price:.3f} {'✅ 可下单' if up_price <= self.max_price else '❌ 超过限价'}")
else:
logger.info(f" 💰 买入Down价格: ${down_price:.3f} {'✅ 可下单' if down_price <= self.max_price else '❌ 超过限价'}")
# 计算距下一整点时间
now = datetime.now() now = datetime.now()
next_hour = now.replace(minute=0, second=0, microsecond=0) + timedelta(hours=1) next_hour = now.replace(minute=0, second=0, microsecond=0) + timedelta(hours=1)
wait_minutes = int((next_hour - now).total_seconds() / 60) remaining_minutes = int((next_hour - now).total_seconds() / 60)
logger.info(f" ⏰ 距离下一整点: {wait_minutes}分钟")
logger.info("") # 超时时间设为剩余分钟数 - 10,最少为 1 分钟
timeout_minutes = max(1, remaining_minutes - 10)
# === 新增: 保存初始预测和状态 === logger.info(f" 距离下一整点还有 {remaining_minutes} 分钟,设置超时为 {timeout_minutes} 分钟")
try:
# 确定最终预测 (用于日志) # 直接调用 run_at_hour_start,延迟为0,立即执行交易逻辑
final_pred = 0 self.run_at_hour_start(delay_seconds=0, timeout_minutes=timeout_minutes)
if 'ensemble' in all_preds and all_preds['ensemble']:
final_pred = all_preds['ensemble']['prediction']
elif 'dlinear' in all_preds:
final_pred = all_preds['dlinear']['prediction']
et_tz = ZoneInfo('America/New_York')
current_time_utc = pd.Timestamp(current_time)
current_time_et = current_time_utc.tz_localize('UTC').tz_convert(et_tz)
# 1. 保存预测到 hourly_model_predictions (V2)
prediction_data = {
"timestamp": current_time_utc.isoformat(),
"timestamp_et": current_time_et.isoformat(),
"date": current_time_et.strftime('%Y-%m-%d'),
"hour": current_time_et.hour,
"open_price": float(df['open'].iloc[-1]),
"close_price": None,
"actual_result": None,
# DLinear
"dlinear_prediction": all_preds.get('dlinear', {}).get('prediction'),
"dlinear_prob": all_preds.get('dlinear', {}).get('probability'),
"dlinear_correct": None,
# N-BEATS
"nbeats_prediction": all_preds.get('nbeats', {}).get('prediction'),
"nbeats_prob": all_preds.get('nbeats', {}).get('probability'),
"nbeats_correct": None,
# TTM-R2
"ttm_prediction": all_preds.get('ttm', {}).get('prediction'),
"ttm_prob": all_preds.get('ttm', {}).get('probability'),
"ttm_correct": None,
# Ensemble
"ensemble_prediction": all_preds.get('ensemble', {}).get('prediction'),
"ensemble_votes": all_preds.get('ensemble', {}).get('votes'),
"ensemble_correct": None,
}
PredictionModel.save_hourly_prediction(prediction_data)
logger.info(f"💾 [Init] 初始预测已保存到数据库")
# 2. 记录当前监控状态到 trades (作为 'in_progress')
status = 'in_progress'
market_title = self.current_market['title'] if self.current_market else "Waiting for Market..."
market_slug = self.current_market['slug'] if self.current_market else None
log_data = {
'timestamp': datetime.now().isoformat(),
'market_title': market_title,
'market_slug': market_slug,
'model_name': 'Ensemble',
'prediction': 'UP' if final_pred == 1 else 'DOWN',
'probability': 0.0,
'action': 'MONITOR',
'price': 0,
'amount': 0,
'size': 0,
'status': status,
'error_message': 'System Started - Monitoring',
'raw_data': {}
}
self.db.log_trade(log_data)
logger.info(f"💾 [Init] 初始监控状态已记录")
except Exception as e:
logger.error(f"保存初始状态失败: {e}")
import traceback
traceback.print_exc()
def wait_for_next_hour(self) -> datetime: def wait_for_next_hour(self) -> datetime:
"""等待到下一个整点""" """等待到下一个整点"""
+45
View File
@@ -18,5 +18,50 @@
"probability": 0.0, "probability": 0.0,
"market": "Bitcoin Up or Down - February 11, 9AM ET", "market": "Bitcoin Up or Down - February 11, 9AM ET",
"market_slug": "bitcoin-up-or-down-february-11-9am-et" "market_slug": "bitcoin-up-or-down-february-11-9am-et"
},
{
"timestamp": "2026-02-11T23:18:40.579373",
"success": false,
"error": "该市场已存在成功交易记录",
"prediction": "UP",
"probability": 0.6666666666666666,
"market": "Bitcoin Up or Down - February 11, 10AM ET",
"market_slug": "bitcoin-up-or-down-february-11-10am-et"
},
{
"timestamp": "2026-02-11T23:18:59.059130",
"success": false,
"error": "该市场已存在成功交易记录",
"prediction": "UP",
"probability": 0.6666666666666666,
"market": "Bitcoin Up or Down - February 11, 10AM ET",
"market_slug": "bitcoin-up-or-down-february-11-10am-et"
},
{
"timestamp": "2026-02-11T23:19:50.797784",
"success": false,
"error": "该市场已存在成功交易记录",
"prediction": "UP",
"probability": 0.6666666666666666,
"market": "Bitcoin Up or Down - February 11, 10AM ET",
"market_slug": "bitcoin-up-or-down-february-11-10am-et"
},
{
"timestamp": "2026-02-11T23:31:03.776709",
"success": false,
"error": "该市场已存在成功交易记录",
"prediction": "UP",
"probability": 0.6666666666666666,
"market": "Bitcoin Up or Down - February 11, 10AM ET",
"market_slug": "bitcoin-up-or-down-february-11-10am-et"
},
{
"timestamp": "2026-02-11T23:35:39.565123",
"success": false,
"error": "该市场已存在成功交易记录",
"prediction": "UP",
"probability": 0.6666666666666666,
"market": "Bitcoin Up or Down - February 11, 10AM ET",
"market_slug": "bitcoin-up-or-down-february-11-10am-et"
} }
] ]