a Çéiò&ã @sndZddlZddlZddlZddlZddlZddlm Z ddl m Z e  d¡dZ dZdZdd „Zeefd d „Zed ƒe d ¡ZgZeD]jZzXejeddZej e¡ d¡ded<ej e¡ dd¡ d¡ded<e e¡WqŠYqŠ0qŠejeddZejgd¢dZej edddded<ejdgd !d¡j"ddZedj#j$ %dd„¡ed <d!d"„Z&ed %e&¡ed <e 'd#d$„e (¡Dƒ¡Z)e)dd…dfe)dd…dfe)dd…d%fed&<ed'<ed(<ed)ded&ded&ed*<ed+ded'ded'ed,<ed-ded(ded(ed.<ed/ƒzJe d0¡Z*e  e*d1¡e*d1<d2d$„e*j+DƒZ,e*e*d3dkgd4¢e, -¡Z.gd4¢d5d$„e,Dƒe._+e*e*d3dkd6ge, -¡Z/d6gd7d$„e,Dƒe/_+e.j0e/d6d8Z1d9d$„e,Dƒd:d$„e,DƒZ2e3d;d$„e,Dƒdd$„e,DƒZ6e2e6Z7dZ8ed?e9e1ƒd@›dAe9e7ƒ›dBƒWn8e:yÌZ;zedCe;›ƒdDZ8WYdZ;[;n dZ;[;00e8ršddle1dG %e>¡e1dH<e1dI %e>¡e1dJ<edK %e>¡edH<edL %e>¡edJ<edj# ?dM¡edN<e1d1j# ?dM¡e1dN<e1j0egdO¢gdP¢dQdRZ@e@je7dZ@ed?e9e@ƒd@›dSƒgdT¢ZAe8r:edUƒgZBeAD]ZCe@e@dVeCkje7dZDe@e@dVeCkje7dZEe9eDƒdWks¸e9eEƒdXkrq¸eDe7jFeEe7jFZGZHdYD]š\ZIZJeDdZeIk KeL¡jFZMe d[d\d]d^d_d`ZNe eNdadbdcZOeO PeGeM¡eO QeH¡dd…dfZReSeE (¡ƒD],\ZT\ZUZVeB d6eVd6ddeIdeeReTi¡q’q(edfeC›dgƒq¸e WeB¡ZXeXjYd6dddedhdi "¡ZZdeZj+_[eZj\djdkdldmœdnZZe@j0eZd6dQdRZ]ed?e9e]ƒd@›doƒedpƒdqZ^ee^ _drdsdtdudvdwdx¡ƒedyƒdzd{„Z`eedd|kZad}D]R\ZIZbZcZdd~D]>ZeeaeaebeekZfe`deI›d€eedd‚›dƒefecedeIdƒq”q„eƒe8rjd„D]d\ZIZgZcZdd…D]PZee]e]egeekZfe9efƒd†krqøe`d‡eId›dˆeed‰›dŠefecedeIdƒqøqèeƒd‹D]l\ZIZgZbZcZddŒD]VZhe]e]egehke]ebdk@Zfe9efƒd†krœqje`dŽeI›dehd‰›efecedeIdƒqjqXeƒedƒd‘D]\ZIZgZcZde]egde]ece]d’eId›<d“D]ZZee]e]d’eId›eekZfe9efƒd†kr:q e`d”eI›d€eedd‚›dƒefecegeIdƒq qØdS)•a' Grid search: RF model predictions x outcomes x filter types x thresholds. Compares: 1. Pure CLV (Pinnacle closing) 2. RF pA >= threshold + CLV > 5% (current) 3. RF pA >= threshold only (no CLV gate) 4. RF implied edge vs B365 (model p > 1/B365 by X%) Across Home, Draw, Away outcomes. éN)ÚRandomForestClassifier)ÚCalibratedClassifierCVÚignoreg@@gÐ?cCs:d|d|d|}d||d||d||fS)Né©)ÚhÚdÚaZovrrú$E:\soccer\misc\archive\model_grid.pyÚ remove_marginsr cCsZt}|}d}g} | ¡D]²\} } | |} | |d} | dkrVt| | d| | dƒnd}t|||ƒ}| d|k}|r|| nd}t||||dƒ}t||ƒ}t||||ƒ}|  t ||¡¡|}qt|ƒdkrä|d|dfSt|d ¡|d ¡jdd ƒ}|td|d}t  | ¡dkrJt  | ¡t  | ¡t  d ¡nd}||||fS) NrrÚFTRgð¿g{®Gáz„?éÚDateimgš™™™™™¹?éü) ÚSTARTÚiterrowsÚmaxÚminÚappendÚnpÚlogÚlenZdaysZstdÚmeanZsqrt)Zbets_dfÚodds_colÚp_colÚresultZkmZmaxpctÚbrZpeakZmax_ddZlog_retsÚ_ÚrowÚpÚbZkfZfracZwonZpnl_unitZbr_newZyrsÚcagrZsharperrr Úkelly_compounds$&     $2r"zLoading odds...zE:/soccer/league_data/*.csvz utf-8-sig)ÚencodingrÚdivz.csvÚrZ season_strT)Z ignore_index)ÚB365HÚB365DÚB365AÚPSCHÚPSCDÚPSCAr r)ZsubsetrZcoerce)ZdayfirstÚerrors)ZdropcCs(tjtdjj|kjddkr$|S|S)Nrr)ÚoddsZlocÚdtÚyearÚindex)Úyrrr Ú:ór2Ú season_yrcCs*zdt|dd…ƒWSYdS0dS)NiÐr r)Úint©Úsrrr Úss_to_yr<sr8cCs"g|]\}}t|j|j|jƒ‘qSr)r r)r*r+)Ú.0rÚrrrr Ú Br3r;r Úpin_pHÚpin_pDÚpin_pAr&Úedge_Hr'Úedge_Dr(Úedge_AzLoading features...z$E:/soccer/raw_api/match_features.csvÚdatecCs g|]}d|vsd|vr|‘qS)Z_w5Z_w10r©r9Úcrrr r;Mr3Zis_home)Ú fixture_idrBr$ÚseasonÚ home_teamÚ away_teamcCsg|]}d|›‘qS©Zh_rrCrrr r;Or3rEcCsg|]}d|›‘qS©Za_rrCrrr r;Qr3)ÚoncCsg|]}d|›‘qSrIrrCrrr r;Sr3cCsg|]}d|›‘qSrJrrCrrr r;Sr3cCsg|]}d|›‘qSrIrrCrrr r;Tr3cCsg|]}d|›‘qSrJrrCrrr r;Tr3Údiff_cCsg|] }d|‘qS)rLrrCrrr r;Vr3z ú,z matches, z featuresz No features: FcCsNt|ƒ ¡ ¡}t d|¡ dd¡ d¡}t dd|¡ ¡}t dd|¡ ¡S)NZNFKDÚasciirz1\b(fc|afc|sc|cf|cd|sd|ss|us|uc|rc|ac|as|sv|1\.)\br%z\s+ú ) ÚstrÚlowerÚstripÚ unicodedataZ normalizeÚencodeÚdecodeÚreÚsubr6rrr ÚnormasrXrGÚh_normrHÚa_normZHomeTeamZAwayTeamz%Y-%m-%dÚdate_str)r[r$rYrZr&r'r(r<r=r>r?r@rAr rr4)r[r$rYrZÚinner)rKZhowz merged)iåiæiçièiéz# Walk-forward training (H, D, A)...rFiôé2))ÚHZpH)ÚDZpD)ÚAZpAr éÈé éé*éÿÿÿÿ)Z n_estimatorsZ max_depthZmin_samples_leafZ random_stateZn_jobséZisotonic)ZcvÚmethodÚoutcomeZmodel_pz Season z: doneÚfirst)r0ÚcolumnsÚvaluesZaggfuncÚmodel_pHÚmodel_pDÚmodel_pA)r^r_r`)rjz rows with model predictionsz === Strategy Comparison ===z+{:<32} {:>5} {:>5} {:>8} {:>10} {:>7} {:>7}ZStrategyZBetszWR%ZAvgOddszFinal BRZCAGRZSharpezR----------------------------------------------------------------------------------c Csht|ƒdkrdS|d|k ¡d}t||||ƒ\}}}} td |t|ƒ||| ¡||d| ¡ƒdS)Nér édz>{:<32} {:>5} {:>4.0f}% {:>8.2f} {:>10,.0f} {:>+6.0f}% {:>7.2f})rrr"ÚprintÚformat) ÚnameZbetsrrrÚwrrr!ZddZshrrr Úshow›s ÿruz 2021-07-01))ÚAwayrAr(r>)ÚHomer?r&r<)ÚDrawr@r'r=)çš™™™™™©?ç{®Gáz´?z Pure CLV z >rpz.0fú%))rvrnr(r>)rwrlr&r<)rxrmr'r=)ç333333Ó?çffffffÖ?gš™™™™™Ù?rozRF pz>=z.2fz only))rvrnrAr(r>)rwrlr?r&r<)rxrmr@r'r=)r|r}ryzRF+CLV z p>=z*--- RF implied edge (model p > 1/B365) ---))rvrnr(rn)rwrlr&rl)rxrmr'rmZrf_edge_)g{®Gáz”?ryrzzRF edge )iÚ__doc__ZpandasZpdZnumpyrZglobÚosÚwarningsZsklearn.ensemblerZsklearn.calibrationrÚfilterwarningsrZKMZMAXPCTr r"rqÚfilesZdfsÚfZread_csvrÚpathÚbasenameÚsplitÚreplacerÚconcatr-ZdropnaZ to_datetimeZ sort_valuesZ reset_indexr.r/Zapplyr8ZarrayrÚresZfeatrjZw_colsÚcopyZhfZafÚmergeZmatchesZ feat_colsÚzipZhcZacZ diff_colsZX_colsZ HAS_FEATURESrÚ ExceptionÚerSrVrXÚstrftimeZmergedZ OOS_SEASONSZ all_predsZtest_yrZtrainÚtestrkZX_trZX_terhZlabelZastyper5Zy_trZrfZcalZfitZ predict_probaZprobaÚ enumerateÚirrZ DataFrameZpred_dfZ pivot_tableZ pred_widersÚrenameZmerged2ZhdrrrruZoosZecZocZpcZthreshrWZmcZpa_trrrr Ús (    "@$$$  &$$ ü   ÿ   ÿ ÿ 00*"