a 6AwjO@sdZddlZddlZddlZddlZddlZddlmZddlm Z e dZ e dZ dZ dZ d d Zd d Zd dZddZddZedkredS)a#Does the market move TOWARD our side after xlow fires? The testable question. WHY THIS EXISTS. Realised P&L cannot validate xlow. Measured 2026-08-08 at n=234: ROI +1.2%/bet against a per-bet stdev of 1.94u, so the 95% CI runs [-23.7%, +26.1%] and proving the observed effect needs ~100,000 bets -- about 46 years at 6 bets/day. The forward test is a smoke alarm (it would catch a -25% disaster), not a scale. Line DRIFT is the same question with ~1/80th the variance. If the rule finds genuine mispricing, the market should converge toward our fair value after we identify it. A first pass over 61 reconstructed bets gave -0.77c with z=-2.46 (95% CI [-1.38c, -0.16c]) -- the market moving AWAY from our side. That is suggestive but was found by slicing data many ways in one session, so this script exists to run it as a STANDING, pre-registered metric on bets whose entry mid was recorded at fire time rather than reconstructed afterwards. TWO TRAPS THIS AVOIDS. 1. MID-to-MID only. Comparing our entry ASK to a closing MID is biased by half the spread -- median 0.50c here, almost exactly the size of the effect. That comparison manufactures a negative result out of nothing. 2. Exact entry timing. `entry_k_mid`/`entry_p_mid`/`entry_ts` are written by live_monitor._log_pending_bets at the instant the signal fires. Bets logged before 2026-08-08 lack them and are RECONSTRUCTED from the first pre-kickoff snapshot; those are reported separately and never pooled, because the reconstruction is a proxy for entry time and the whole point is to stop relying on it. READING THE RESULT. Positive drift = the market moved toward our side = we got a good price = evidence of edge. Negative = we are buying prices that then revert against us. Usage: python research\clv_realisation.py N) defaultdict)PathzE:\soccer\data\bet_history.jsonz E:\soccer\data\pending_bets.jsonzE:\soccer\live_data\*.csvg{Gzt?c Cs(z t|WSttfy"YdS0dS)N)float TypeError ValueErrorxr %E:\soccer\research\clv_realisation.py_f1s r c Csg}ttfD]n}zt|jdd}Wnty<Yq Yn0t|trL|n |d|}|D]}|ddvr\| |q\q |S)Nutf-8encodingZbetsZstrategy)ZxlowZ xlow_polyus) HISTPENDjsonloads read_text Exception isinstancelistgetappend)outprawZrowsbr r r load_bets8s   rc Csi}tttD]}t|ddt}t|D]X}|dp>ddkrFq.|d|d|df}||vs~|d ||d kr.|||<q.Wd q1s0Yq|S) z9(game_date, home, away) -> last PRE-kickoff snapshot row.r r statusPRE game_datehomeaway timestampN)sortedglobLIVEopencsv DictReaderr)lastffhrkr r r closing_midsFs*r0c Cs:t|}td|d|d|dkr2tddSt|}t|pHd}|t|}||}|d||d|}}tdd |d d d |d d d |d d|d tdd |d dd |d dd|td} |dkrtdnD|dkrtdn0td| ddd tddtd| |dddS)N z (n=) z too few to reportg& .>g\(\?z mean drift d+.2fz c stdev z.2fzc SE zc z z 95% CI [zc, zc]rz@ SIGNIFICANT and POSITIVE -- market converges toward our side.zn SIGNIFICANT and NEGATIVE -- we are buying prices that revert against us. This is evidence AGAINST the rule.z not significant; n=z,.0fz needed for a z.1fz c effect (z more)) lenprint statisticsmeanZpstdevmathZsqrt TARGET_EFFECTmax) nameZdriftsnmZsdZsezlohiZneedr r r reportTs( 4"   rDc Cst}gg}}tt}tD]}|t|ddd|d|df}|sXqdt|ddvrtdnd}t|do|d }|rd nd }t||d |d } | sqt|r|dn|d} | r| | | ||d | | qd} t t t D]} t | dd} t| D]}|dpFddkrRq4|d|d|dft|ddd|d|dfkrq4t||d |d }|r4| dus|d| dkr4|d|f} q4Wdn1s0Yq| r| | | dqtdtdtd|td|t|dkrtdt |ddd ddD]H\}}t|d!krztd"|d#d$t|d%d&d't|d(d)qzdS)*Ndater3r"r#ZHOMEZbetrZ poly_stakeZpoly_askZpolyZkalshi_Z_midZ entry_p_midZ entry_k_midZdivr r rr r!r$rzICLV REALISATION -- does the market move toward our side after xlow fires?z;positive = toward us (edge) negative = reverts against usz8EXACT entry mid (logged at fire time, 2026-08-08 onward)z:RECONSTRUCTED entry (pre-2026-08-08, proxy -- do NOT pool)z by league (exact only):cSst|d S)NrG)r7rr r r zmain..)keyz Z6sz n=Z4dz r4r5c)r0rrrrstrupperboolr rr%r&r'r(r)r*r8rDr7itemsr9r:)r+exactZreconZby_lgrrowZsideZon_polyZprecloseentryfirstr,r-r.vZlgZdsr r r mainlsR  .  &"4  $rW__main__)__doc__r)r&rr;r9 collectionsrpathlibrrrr'r<r rr0rDrW__name__r r r r s$"  .