KidZddlZddlmZmZmZmZddlmZm Z m Z m Z m Z ddl mZmZmZmZmZmZmZmZGddZy)ug PolyEdge — Signal Generation Combines fair value model with filters to produce actionable signals. N)ListOptionalDictAny) realized_volmomentum_driftcalc_fair_value calc_edgemean_reversion_adjustment)VOL_LOOKBACK_BARS VOL_EWMA_SPANMOMENTUM_LOOKBACKMOMENTUM_WEIGHTMIN_EDGE STRONG_EDGEMAX_MARKET_PRICEMIN_MARKET_PRICEceZdZdZdZdefdZdefdZdefdZ dded ed ed ede e e e ff d Z de e e ffd Zy) SignalEngineaW Generates trading signals based on fair value mispricing. Flow: 1. Calculate realized vol from recent returns 2. Estimate momentum drift 3. Price the binary option (fair value) 4. Compare to simulated market price 5. Apply filters (min edge, price bounds, regime) 6. Output signal with edge magnitude c<g|_g|_d|_g|_y)Nr)pricesreturnssignals_generated vol_historyselfs 4/var/www/html/crpytotradingbot/polymarket/signals.py__init__zSignalEngine.__init__ s #% $& !"(* close_pricect|jdkDr@tj||jdz }|jj ||jj |t ttdz}t|j|kDr|j| d|_t|j|kDr|j| d|_yy)z!Feed a new M5 candle close price.r2N) lenrmathlograppendmaxr r)rr log_ret max_historys rupdatezSignalEngine.update&s t{{ a hh{T[[_<=G LL   ( ;'+->?"D t{{ k )++{lm4DK t|| { *<< 6DL +rreturnct|jtkry|jt d}t|t}|j j ||S)z"Get current realized vol estimate.g?N)r$rr rr rr')rrecent_returnsvols rget_volzSignalEngine.get_vol4sQ t|| 0 0'8&8&9:>=9 $ rc6t|jtS)z$Get current momentum drift estimate.)rrrrs r get_driftzSignalEngine.get_drift=sdkk+<==r current_pricestrikemarket_yes_pricetime_remaining_minc t|jtkry|j}|j }t |||||t }t||\}} t|} |dk(r |dkDr| | z } n|dk(r |dkr| | z } | tkry|dk(r |tkDry|dk(r |tkry| tk\rdnd} |xjd z c_ || | |||||||d S) a Generate a trading signal if mispricing is detected. Args: current_price: Current BTC spot price strike: Binary option strike price market_yes_price: Current YES price on Polymarket (0-1) time_remaining_min: Minutes until market resolves Returns: Signal dict or None if no trade N)r3r4r/time_to_expiry_mindriftmomentum_weightbuy_nog333333?buy_yesg333333?strongnormal) directionedgestrength fair_value market_pricer/r9 current_btcr4time_remaining)r$rr r0r2r rr r rrrrr) rr3r4r5r6r/r9fvr@rAmr_bonusrBs rgenerate_signalzSignalEngine.generate_signalAs#( t|| 0 0lln '1+  $B(89 4--=>  %5%< H D ) #(84(? H D (?  !&69I&I  %58H%H ${28 !## ,(0  rct|j|jr|jdnd|jr|jdnd|jdS)z'Get current engine state for debugging.r"r) bars_loadedr3r/r)r$rrrrs r get_statezSignalEngine.get_statesNt{{+04 T[[_+/+;+;4##B'!%!7!7   rN)g@)__name__ __module__ __qualname____doc__rfloatr+r0r2rrstrrrIrLrrrrs + 7% 7>5>%( I I I  I " I $sCx. ! I V 4S> rr)rPr%typingrrrrrCrrr r r configr r rrrrrrrrSrrrVs:  ,, @ @ r