Initial commit with 2026 World Cup Quant Platform core modules and CI/CD

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QuantBot
2026-06-13 23:18:18 +08:00
commit 073abf98c1
155 changed files with 19539 additions and 0 deletions

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from __future__ import annotations
from dataclasses import dataclass
import json
from typing import Any, Dict, Mapping
from redis.asyncio import Redis
ARBITRAGE_LUA = r'''
local odds_json = ARGV[1]
local payload = cjson.decode(odds_json)
local grouped = {}
for _, row in ipairs(payload) do
local market = row.market_type
local selection = row.selection
local odds = tonumber(row.decimal_odds)
if market and selection and odds and odds > 0 then
if grouped[market] == nil then
grouped[market] = {}
end
if grouped[market][selection] == nil or odds > grouped[market][selection] then
grouped[market][selection] = odds
end
end
end
local out = {}
for market, selections in pairs(grouped) do
local prob_sum = 0
local count = 0
for _, odds in pairs(selections) do
prob_sum = prob_sum + (1 / odds)
count = count + 1
end
if count > 1 then
out[market] = {
has_arbitrage = (prob_sum < 1),
implied_total_probability = prob_sum,
edge = math.max(1 - prob_sum, 0),
best_odds = selections,
}
end
end
return cjson.encode(out)
'''
@dataclass(slots=True)
class MatchState:
"""賽中 Hash 快照欄位。"""
home_score: int
away_score: int
possession_home_pct: float
possession_away_pct: float
red_cards_home: int
red_cards_away: int
class MatchCacheManager:
"""賽事 Redis 快取層。
- live:{match_id}:odds 存 JSON即時賠率
- live:{match_id}:state 存 Hash包含比分、控球率、紅牌數
"""
def __init__(self, redis: Redis) -> None:
self.redis = redis
self._lua_sha: str | None = None
async def _ensure_lua(self) -> str:
if self._lua_sha is None:
self._lua_sha = await self.redis.script_load(ARBITRAGE_LUA)
return self._lua_sha
async def set_match_odds(
self,
match_id: str,
payload: list[dict[str, Any]],
*,
ttl_seconds: int = 45,
finished: bool = False,
) -> None:
key = f'live:{match_id}:odds'
value = json.dumps(payload, ensure_ascii=False)
ttl = 7200 if finished else ttl_seconds
await self.redis.set(name=key, value=value, ex=ttl)
async def get_match_odds(self, match_id: str) -> list[dict[str, Any]]:
key = f'live:{match_id}:odds'
raw = await self.redis.get(key)
if not raw:
return []
if isinstance(raw, bytes):
raw = raw.decode()
return json.loads(raw)
async def set_match_state(
self,
match_id: str,
state: MatchState | Mapping[str, Any],
*,
ttl_seconds: int = 7200,
) -> None:
key = f'live:{match_id}:state'
mapping = {
'home_score': state['home_score'] if isinstance(state, Mapping) else state.home_score,
'away_score': state['away_score'] if isinstance(state, Mapping) else state.away_score,
'possession_home_pct': state['possession_home_pct'] if isinstance(state, Mapping) else state.possession_home_pct,
'possession_away_pct': state['possession_away_pct'] if isinstance(state, Mapping) else state.possession_away_pct,
'red_cards_home': state['red_cards_home'] if isinstance(state, Mapping) else state.red_cards_home,
'red_cards_away': state['red_cards_away'] if isinstance(state, Mapping) else state.red_cards_away,
}
await self.redis.hset(name=key, mapping=mapping)
await self.redis.expire(key, ttl_seconds)
async def get_match_state(self, match_id: str) -> dict[str, str] | None:
key = f'live:{match_id}:state'
result = await self.redis.hgetall(key)
return {str(k): str(v) for k, v in result.items()} if result else None
async def calculate_arbitrage_for_match(self, match_id: str) -> dict[str, Any]:
odds = await self.get_match_odds(match_id)
if not odds:
return {}
sha = await self._ensure_lua()
result = await self.redis.evalsha(sha, 0, json.dumps(odds, ensure_ascii=False))
if isinstance(result, bytes):
result = result.decode()
if isinstance(result, str):
return json.loads(result)
return result