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update 03-29 01:36

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내가 짱이다.~
2026-03-29 01:36:30 +09:00
parent 710949f034
commit dbf2c2bb1f
12 changed files with 399 additions and 44 deletions
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30
backtest.py
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@@ -194,15 +194,15 @@ class Backtester:
# Simulate Polymarket price (lagging behind reality)
if abs(change_pct) > 0.05:
lag_factor = 0.3 # Polymarket adjusts at 30% of actual
lag_factor = 0.8 # Polymarket adjusts slowly behind CEX
if change_pct > 0:
sim_poly_up = 0.50 + abs(change_pct) * lag_factor * 10
sim_poly_up = min(sim_poly_up, 0.75)
sim_poly_down = max(0.25, 1.0 - sim_poly_up - rng.uniform(0, 0.04))
sim_poly_up = 0.50 + abs(change_pct) * lag_factor
sim_poly_up = min(sim_poly_up, 0.70)
sim_poly_down = max(0.30, 1.0 - sim_poly_up - rng.uniform(0, 0.04))
else:
sim_poly_down = 0.50 + abs(change_pct) * lag_factor * 10
sim_poly_down = min(sim_poly_down, 0.75)
sim_poly_up = max(0.25, 1.0 - sim_poly_down - rng.uniform(0, 0.04))
sim_poly_down = 0.50 + abs(change_pct) * lag_factor
sim_poly_down = min(sim_poly_down, 0.70)
sim_poly_up = max(0.30, 1.0 - sim_poly_down - rng.uniform(0, 0.04))
else:
sim_poly_up = 0.50 + rng.uniform(-0.02, 0.02)
sim_poly_down = 0.50 + rng.uniform(-0.02, 0.02)
@@ -370,17 +370,17 @@ class Backtester:
change_pct = (mid_price - start_price) / start_price * 100
# Simulate Polymarket prices based on actual market behavior
# More conservative lag simulation for historical
# Conservative lag simulation for historical data
if abs(change_pct) > 0.05:
lag = 0.25 # Market adjusts at ~25% speed
lag = 0.6 # Market adjusts at ~60% speed
if change_pct > 0:
poly_up = 0.50 + abs(change_pct) * lag * 8
poly_up = min(poly_up, 0.72)
poly_down = max(0.28, 1.0 - poly_up - 0.02)
poly_up = 0.50 + abs(change_pct) * lag
poly_up = min(poly_up, 0.68)
poly_down = max(0.32, 1.0 - poly_up - 0.02)
else:
poly_down = 0.50 + abs(change_pct) * lag * 8
poly_down = min(poly_down, 0.72)
poly_up = max(0.28, 1.0 - poly_down - 0.02)
poly_down = 0.50 + abs(change_pct) * lag
poly_down = min(poly_down, 0.68)
poly_up = max(0.32, 1.0 - poly_down - 0.02)
else:
poly_up = 0.50
poly_down = 0.50