hyperquant 1.36__tar.gz → 1.37__tar.gz

{hyperquant-1.36 → hyperquant-1.37}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 1.36
+Version: 1.37
 Summary: A minimal yet hyper-efficient backtesting framework for quantitative trading
 Project-URL: Homepage, https://github.com/yourusername/hyperquant
 Project-URL: Issues, https://github.com/yourusername/hyperquant/issues

{hyperquant-1.36 → hyperquant-1.37}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "1.36"
+version = "1.37"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-1.36 → hyperquant-1.37}/src/hyperquant/broker/polymarket.py

@@ -2,7 +2,7 @@ from __future__ import annotations
 
 import asyncio
 from contextlib import suppress
-from datetime import UTC, datetime
+from datetime import UTC, datetime, timedelta
 from functools import lru_cache
 import os
 from typing import Any, Iterable, Iterator, Literal, Mapping, Sequence
@@ -12,6 +12,7 @@ import json
 import aiohttp
 import pybotters
 import pybotters.ws
+import pytz
 
 from .models.polymarket import PolymarketDataStore
 from .auth import Auth
@@ -22,6 +23,7 @@ GAMMA_EVENTS_API = "https://gamma-api.polymarket.com/events"
 DEFAULT_DATA_ENDPOINT = "https://data-api.polymarket.com"
 RTS_DATA_ENDPOINT = "wss://ws-live-data.polymarket.com/"
 DEFAULT_BASE_SLUG = "btc-updown-15m"
+HOURLY_BITCOIN_BASE_SLUG = "bitcoin-up-or-down"
 DEFAULT_INTERVAL = 15 * 60
 DEFAULT_WINDOW = 8
 API_NAME = "polymarket"
@@ -38,6 +40,7 @@ DEFAULT_POLYGON_RPCS = (
     "https://polygon-rpc.com",
     "https://rpc.ankr.com/polygon",
 )
+_EASTERN_TZ = pytz.timezone("US/Eastern")
 
 def parse_field(value):
     """尝试将字符串 JSON 转为对象，否则原样返回"""
@@ -73,6 +76,21 @@ def _accepting_orders(market: Mapping[str, Any]) -> bool:
     return bool(accepting)
 
 
+def _compose_hourly_slug(base_slug: str, *, now: datetime | None = None) -> str:
+    tz_now = now or datetime.now(_EASTERN_TZ)
+    if tz_now.tzinfo is None:
+        tz_now = _EASTERN_TZ.localize(tz_now)
+    else:
+        tz_now = tz_now.astimezone(_EASTERN_TZ)
+
+    tz_now = (tz_now + timedelta(seconds=5)).replace(minute=0, second=0, microsecond=0)
+    month_str = tz_now.strftime("%B").lower()
+    day = tz_now.day
+    hour_12 = tz_now.strftime("%I").lstrip("0") or "0"
+    am_pm = tz_now.strftime("%p").lower()
+    return f"{base_slug}-{month_str}-{day}-{hour_12}{am_pm}-et"
+
+
 class Polymarket:
     """Polymarket CLOB client with REST helpers, stores and WS subscriptions."""
 
@@ -1171,6 +1189,33 @@ class Polymarket:
         https://docs.polymarket.com/api-reference/markets/get-market-by-id
         """
     
+        async def _try_slug(slug: str | None) -> tuple[str, dict, dict] | None:
+            if not slug:
+                return None
+            event = await self._fetch_event(slug)
+            if not event:
+                return None
+
+            event = {k: parse_field(v) for k, v in event.items()}
+            for market in event.get("markets", []):
+                if not _accepting_orders(market):
+                    continue
+                market = {k: parse_field(v) for k, v in market.items()}
+                return slug, event, market
+            return None
+
+        if base_slug == HOURLY_BITCOIN_BASE_SLUG:
+            hourly_slug = _compose_hourly_slug(base_slug)
+            hourly_match = await _try_slug(hourly_slug)
+            if hourly_match:
+                return hourly_match
+
+        # 1小时市场等特殊 slug（比如 bitcoin-up-or-down-november-18-10am-et）
+        # 直接传入完整 slug 即可，不再拼接时间戳
+        direct_match = await _try_slug(base_slug)
+        if direct_match:
+            return direct_match
+
         now_ts = int(datetime.now(UTC).timestamp())
         base_ts = (now_ts // interval) * interval
 
@@ -1179,18 +1224,9 @@ class Polymarket:
             if ts < 0:
                 continue
             slug = f"{base_slug}-{ts}"
-            event = await self._fetch_event(slug)
-            if not event:
-                continue
-
-
-            
-            event = {k: parse_field(v) for k, v in event.items()}
-
-            for market in event.get("markets", []):
-                if _accepting_orders(market):
-                    market = {k: parse_field(v) for k, v in market.items()}
-                    return slug, event, market
+            result = await _try_slug(slug)
+            if result:
+                return result
 
         raise RuntimeError(
             f"未在 {base_slug} 的 +/-{window} 个区间内找到可交易的市场"

{hyperquant-1.36 → hyperquant-1.37}/uv.lock

@@ -945,7 +945,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "1.35"
+version = "1.36"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },