a j@sdZddlZddlZddlmZeedZddeDZdZ dId d Z e d e d e d e d ddddddddddddddddddd e de edZ e ddde dd de d!d"de d#d$d%e d&ddddde d'e d(d d)D]fZ e ee Ze e d*dedd ded!d"ded#d$d%ed&dded(dded'd qgZeD]2Zed+e Zed,krqeed-eqereeeendZe d.ed/e e d e d0e d e d ddddddddddddddddddd e de ddde dd de d!d"de d#d$d%e d&ddddde d'e d(d d)D]jZ e ee d1d2Ze e d*dedd ded!d"ded#d$d%ed&dded(dded'd qe e d e d3e d e d4e d5dZdZdZdZdZeD]Zed6Zd7evZed8Zed+Zee Z e d,krqVed9Z!e!e d-e Z"ee!e"7Zered:kpe oed;kZ#ered;kpe oed:kZ$e#re!d-eene! Z%e%e$r.e"d-e e ne" 7Z%ee%7Zedd?ed@dAeedBd>dCe dDedEedFee dGe d!d>dHe d#d>dCdS)Jz Hedge backtest: keep YES-underdog signal, add a NO-favorite bet alongside to lay off draw losses. Test multiple hedge ratios and sizing modes. N)PathzE:/soccer/bet_history.jsoncCs<g|]4}|dr|dr|ddur|dr|qS) kalshi_ask kalshi_stakeZwonNftr)get).0br (E:\soccer\misc\archive\hedge_backtest.py s,r ?FcCs~d}d}d}d}d}d}|D]8} | d} d| v} | d} | d} | t}|dkrXq| d}|rz|d |}||}n |}||}|||7}|d 7}| r| d kp| o| d k}| r| d kp| o| d k}d}|r||d | | 7}n||8}|dkr"|r||d ||7}n||8}||7}| d kr>|d 7}q|rN|d 7}q|d 7}q||||rp||d nd|||dS)z hedge_ratio: stake_no / stake_yes (0 = no hedge) keep_total_constant: if True, split original stake into yes + no so total = original if False, ADD the hedge on top (more capital deployed) rbetHOMErrGz?rHADd)npnlcapitalroi_pctwinsdrawslosses)upper DRAW_PRICE)betsZ hedge_ratiokeep_total_constant total_pnlZ total_capitalrrrrrside is_home_betr yes_priceno_priceZ orig_stake stake_yesstake_noyes_winno_winrr r r compute_pnls\          r*zN==============================================================================zHMODE A: Add hedge on top of original stake (more capital, more exposure)z Hedge ratioz<14 ZCapitalz>10zP&LZROIz>7zYES Wz>6zHedged Dz>9zTotal Lz>8zN------------------------------------------------------------------------------r z 0.0 (none)z $rz>8.0frz>+8.2frz>5.1fz% rrr)r g?g?g?g?z<14.2frrrz) Draw-neutral avg ratio across all bets: z.3fz6MODE B: Split original stake (constant total exposure)T)r z>MODE C: Per-bet draw-neutral hedge (size NO so draw nets to 0)z8Each bet: stake_no = stake_yes * no_price/(1 - no_price)z.This is Mode A but with a custom ratio per betrrrrrrrzP&L: $z+.2fz Capital deployed: $z.2fz ROI: r%z YES wins: z Draws hedged: z! HOME-wins (now bigger losses): z vs original: P&L $z, ROI )F)&__doc__ZjsonZmathpathlibrloads read_texthrrr*printZbaselinerresZratiosrZno_pappendsumlenZ avg_neutralr!Z total_caprrrr"rr#rr$r%r&r'r(r)rr r r r sz  H> Z Z >ZZ      *