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fix(strategy): exclude momentum and fear-greed signals from non-price markets (politics/tech/events)
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For politics/tech/events markets there is no above/below price notion, so
is_price_above defaulted to False (or flipped on accidental wording like
"reach") and sign-inverted the macro adjustments: BTC +5% or high Fear&Greed
subtracted probability from YES on "Will X win the election?" markets.

Skip both signals entirely for non-price markets: contributions stay 0.0,
feat_mom_lo / feat_fg_lo persist as 0.0. Price markets (BTC/ETH/crypto)
keep the exact current behavior, including the below-market sign flip.
Removes the now-dead BTC(sentiment) momentum branch and its 0.5 attenuator.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
chemavx
2026-06-11 15:40:28 +00:00
co-authored by Claude Fable 5
parent 96f31acf16
commit 4002f03d0c
2 changed files with 162 additions and 33 deletions
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bot/strategy/bayesian.py
+39 -33
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@@ -419,42 +419,48 @@ class BayesianStrategy:
sources: list[str] = [f"Prior=poly({prior:.3f})"]
adjustments: list[float] = []
# Signal 1: price momentum (asset-specific or BTC as sentiment proxy)
if is_btc:
momentum = ext.btc_change_24h
asset_label = "BTC"
elif is_eth:
momentum = ext.eth_change_24h
asset_label = "ETH"
elif is_politics or is_tech or is_events:
momentum = ext.btc_change_24h
asset_label = "BTC(sentiment)"
else:
momentum = ext.total_market_cap_change
asset_label = "total mktcap"
# Momentum and Fear & Greed only make sense for price markets, where
# is_price_above gives the adjustment a meaningful sign. For
# politics/tech/events there is no above/below notion — is_price_above
# defaults to False (or flips on accidental wording like "reach"), so
# applying these signals just injected sign noise. Skip them entirely;
# their contributions stay 0.0 → feat_mom_lo / feat_fg_lo = 0.0.
is_non_price = is_politics or is_tech or is_events
# Signal 1: price momentum (asset-specific; price markets only)
_momentum_contribution = 0.0
if abs(momentum) > 2:
momentum_adj = math.tanh(momentum / 20) * 0.15
if is_politics or is_tech or is_events:
momentum_adj *= 0.5
_momentum_contribution = momentum_adj if is_price_above else -momentum_adj
adjustments.append(_momentum_contribution)
sources.append(f"{asset_label} 24h: {momentum:+.1f}%")
if not is_non_price:
if is_btc:
momentum = ext.btc_change_24h
asset_label = "BTC"
elif is_eth:
momentum = ext.eth_change_24h
asset_label = "ETH"
else:
momentum = ext.total_market_cap_change
asset_label = "total mktcap"
# Signal 2: Fear & Greed
fg = ext.fear_greed_index
if fg > 70:
fg_adj = 0.06
sources.append(f"Fear&Greed: {fg} (greed)")
elif fg < 30:
fg_adj = -0.06
sources.append(f"Fear&Greed: {fg} (fear)")
else:
fg_adj = (fg - 50) / 50 * 0.04
sources.append(f"Fear&Greed: {fg} (neutral)")
_fg_contribution = fg_adj if is_price_above else -fg_adj
adjustments.append(_fg_contribution)
if abs(momentum) > 2:
momentum_adj = math.tanh(momentum / 20) * 0.15
_momentum_contribution = momentum_adj if is_price_above else -momentum_adj
adjustments.append(_momentum_contribution)
sources.append(f"{asset_label} 24h: {momentum:+.1f}%")
# Signal 2: Fear & Greed (price markets only)
_fg_contribution = 0.0
if not is_non_price:
fg = ext.fear_greed_index
if fg > 70:
fg_adj = 0.06
sources.append(f"Fear&Greed: {fg} (greed)")
elif fg < 30:
fg_adj = -0.06
sources.append(f"Fear&Greed: {fg} (fear)")
else:
fg_adj = (fg - 50) / 50 * 0.04
sources.append(f"Fear&Greed: {fg} (neutral)")
_fg_contribution = fg_adj if is_price_above else -fg_adj
adjustments.append(_fg_contribution)
# Signal 3: BTC dominance — hurts altcoins when high
_btc_dom_contribution = 0.0