a uAjz@sdZddlZddlZddlZddlZddlmZddlmZdZdZ gdZ dd Z d d Z d d Z ddZddZddZddZddZedkredS)a Do Kalshi and Poly find the SAME bets or DIFFERENT ones? Quantify overlap. poly_backfill rows carry BOTH kalshi_{side}_mid/ask AND poly_{side}_price, so each book's [0.05,0.12) multiplicative-de-vig strategy runs on identical fixtures. For each fixture (game_date,league,home,away) decide whether Kalshi fired a bet, whether Poly fired, and if both, whether they picked the SAME side. Buckets: Kalshi-only / Poly-only / Both-same-side / Both-different-side / neither Reports counts AND each bucket's WR/ROIturn, so we see if the UNIQUE bets (the ones only one book finds) are real edge -> i.e. does running both books add independent n. Two universes: (a) ALL backfill fixtures (Poly covers fewer leagues, so coverage gap shows up) (b) SHARED-PRICE fixtures only: both books quoted a price (fair overlap test) Read-only. Multiplicative de-vig (live default), both-sides dedupe to higher CLV. N)datetime) defaultdictzE:\soccer\poly_backfill)g?gQ?)z%Y-%m-%d %H:%M:%Sz%m/%d/%Y %H:%Mz%m/%d/%Y %H:%M:%Sz%Y-%m-%d %H:%Mc Cs8tD].}zt||WSttfy0Yq0qdSN)_FMTSrstrptime ValueError TypeError)sfr )E:\soccer\research\kalshi_poly_overlap.py_ptssr c Cs(z t|WSttfy"YdS0dSr)floatrr)xr r r _fs rcCs8t|D]*}|dpd}|dvr|SqdS)Nftr)HDA)reversedgetupperstrip)rowsrvr r r _result"s rcs(dd|D}t|fdd|DS)NcSsg|] }d|qS)g?r ).0rr r r (zfair_mult..csg|] }|qSr r )rZrir r r r(r )sum)orr r!r fair_mult'sr$c Cstt}ttjtdD]p}t|dddN}t |D]2}|| d| d| d| df |q:Wdq1s0Yqg}| D]n\}}|\}}} } |sqt d d |Dd d d } | sqt|} | durq| t|||| dd | Ddq|S)Nz*_polybackfill.csvrzutf-8)newlineencodingZ game_dateleaguehomeawaycSs>g|]6}|dpddkrt|drt|d|fqS)ZstatusrZPREZ timestamp)rrr rrr r r r5s"zload..cSs|dSNrr tr r r 7r zload..keycSsg|] \}}|qSr r )r_rr r r r;r )r0gdr'rpre)rlistglobospathjoinDIRopencsvZ DictReaderrappenditemssortedrdict) Zfixturesr7Zfhrfxr0rr2r'r(r)r3rr r r load*s*&  $rAcCsg}d}dD]\}}|dD]}t|dt|dt|d}}} d||| fvs|dkr|dkr| dkszq|d krt|d |d } t|d |d } nt|d |d} | } | dus| dusd| krdkrnqd| kr dksqqd}t||| f|} | r6| | | nd} | dustd| krbtdksfqq|ddkr~|dkp|ddko|dk}|| || |fq qq |sd|fSt|ddd\} }} }t|| || d|fS)zReturn (side, price_for_settlement, won, clv) of the book's bet, or None. book='kalshi' (price=ask) or 'poly' (price=mid).F))r(r)r)r3Zpin_homeZpin_drawZpin_awayNkalshiZkalshi_Z_midZ_askZpoly_Z_pricerTrrr(rr)cSs|dSr+r r,r r r r.Sr zfire..r/)sidepxwonclv)rrr$BANDr<maxr?)r@ZbookZcandsZ have_pricerEZsidxrZphZpd_ZpaZmidrFZpfrHrGr r r fire>s&.(.D,.rKc Cst|}|sdStdd|D}tdd|D}tdd|D}tdd|D}|dkrr||t|nd}d |d d ||d d d||d dd|dS)Nz(0)css|]}|dVqdS)rGNr rbr r r Yr zroi..css.|]&}|dr"d|d|dndVqdS)rGrCrFgNr rLr r r rNZr css|]}|dVqdS)rFNr rLr r r rN[r css"|]}|dd|dVqdS)rFrCNr rLr r r rN[r rgzn=Z3dz WR=dz4.1fz % ROIturn=z+6.1fz% z=z+.2f)lenr"mathZsqrt)ZbetsnZwinsZnetZmuvarzr r r roiVs$rUc Csvt}g}|D]8}t|d\}}t|d\}}|t|||||dqdd}||ddd|D}||d dS) NrDZpoly)r kpk_hasp_hasc Ssdd|D}dd|D}dd|D}dd|D}dd|D}dd|D}dd|D}d d|D} td |d t|d td t|dtdt|dtdt| dt| rdt|dddt|t| ddndtdt|dtdt|dtdt|dtdt|d|r| rht|t| nd} td| dtddt|t|dd|rtd dt|t|ddtd!td"td#d|Dtd$td%d|Dtd&td'd|Dtd(td)d|D|r|td*td+d|Dtd,td-d|DdS).NcSsg|]}|dr|qSrVr r*r r r rhr z(main..report..cSsg|]}|dr|qSrWr r*r r r rir cSs g|]}|dr|dr|qSrVrWr r*r r r rjr cSs g|]}|dr|ds|qSr\r r*r r r rkr cSs g|]}|dr|ds|qS)rWrVr r*r r r rlr cSs(g|] }|dd|ddkr|qSrVrErWr r*r r r rmr cSs(g|] }|dd|ddkr|qSr]r r*r r r rnr cSs g|]}|ds|dr|qSr\r r*r r r ror z === z (fixtures=z) ===z Kalshi fired: Z4dz Poly fired: z UNION (either): z Both fired: z (rOz.0fz % of union)rz - same side: z - DIFFERENT side: z Kalshi-only: z Poly-only: rz Jaccard overlap (both/union): z.2fz Of Kalshi bets, also on Poly: %z Of Poly bets, also on Kalshi: z Performance by bucket:z Kalshi-only (Kalshi px): cSsg|] }|dqSrZr r*r r r rr z Poly-only (Poly px): cSsg|] }|dqSr[r r*r r r rr z Both, Kalshi side==Poly: K cSsg|] }|dqSrZr r*r r r rr z Both, same: Poly side: P cSsg|] }|dqSr[r r*r r r rr z Both, DIFFERENT side: K cSsg|] }|dqSrZr r*r r r rr z P cSsg|] }|dqSr[r r*r r r rr )printrPrU) ZuniverseZlabelKPZbothZkonlyZponlyZsameZdiffunionZjacr r r reportgsJ""zmain..reportz(a) ALL backfill fixturescSs g|]}|dr|dr|qS)rXrYr r*r r r rr zmain..z-(b) SHARED-PRICE fixtures (both books quoted))rArKr<r?) r@rr rVrXrWrYrcZsharedr r r main_s# rd__main__)__doc__r;r5r6rQr collectionsrr9rIrr rrr$rArKrUrd__name__r r r r s     /