a 4j @sdZddlZddlZddlZddlmZgZedD]JZeedd*Z e e D]Z e e qRWdq61sv0Yq6ddZ d d ZiZeD]Z ee d Zedusedkrqee d ee d ZZedusedurqe de de dfZee dee dee dee dee dee dee dee deekrHdndeekrXdnded ZedrvedsedredreeZeduseedkreee<qed eed!d"d#Zd$D]\Z\ZZd%d&eDZd'd&eDZee\Z Z!Z"ee\Z#Z$Z%ed(ed)e d*e!d+d,d-e"d+d,d.e$d+d/d0e%d+d/d1 e&d2d3eDZ'ed4e'd5e'e d+d6d7e&d8d3eDd5e&d8d3eDe d+d6d9 qed:d;D]\Z\ZZZ(dZ)Z*eD]Z e ere ere e(sqe+e ee ede*d5e*e,d+d6d?e,d@ qdAdBZ-edCdDD]Z.gZ/eD]lZ dde dEfdde dFffD]H\ZZZ0e er e er e ee ee.kr e/ e ee0fq qe-dGe1e.d+dHe/qedIdDD]Z.gZ/eD]lZ dde dEfdde dFffD]H\ZZZ0e ere ere ee ee.kre/ e ee0fqqe-dJe1e.d+dKe/qedLdMD]p\Z2Z3Z4gZ/eD]FZ e e3rfe/ e e3e dEfe e4rBe/ e e4e dFfqBe-e2dNe/q,dS)OzIs there an exploitable edge BETWEEN Polymarket and Kalshi? Read-only analysis over the 47-day backfill (poly mid vs kalshi mid, timestamp-aligned). Pre-KO rows only. No trades.N) defaultdictz*E:\soccer\poly_backfill\*_polybackfill.csvzutf-8)encodingc Cs(z t|WSttfy"YdS0dSN)float TypeError ValueError)xr &E:\soccer\research\poly_kalshi_edge.pyfl s r cCst||Sr)r get)rkr r r colsrelapsedZ result_homeZ result_awayZ game_datehomeZawayZkalshi_home_midZkalshi_away_midZkalshi_home_askZkalshi_away_askZpoly_home_priceZpoly_away_priceZ pin_fair_homeZ pin_fair_away) khkaZkh_askZka_askphpapfhpfahome_winaway_winelrrrrrz)fixtures with both-book pre-KO snapshot:  cCs:t|}t|}|sdSt||}||d}|||fS)N)sortedlensum)Zxsnmeanmedr r r stats4s  r$))HOME)rr)AWAY)rrcCs,g|]$}|tr|tr|t|tqSr )pkkk).0r r r r >r*cCsg|] }t|qSr )absr)dr r r r*?r+[z] poly-kalshi mid diff: n=z mean=dz+.2fz c median=zc | |diff| mean=.2fz c median=cccs|]}|dkrdVqdS)Q?rNr r-r r r Cr+r4z |diff|>=3c: z (z.0fz%) |diff|>=5c: ccs|]}|dkrdVqdS)皙?rNr r-r r r r4Dr+z%)zG --- When |poly-kalshi|>=2c, which book is closer to Pinnacle fair? ---))r%)rrr)r&)rrr{Gz?z] poly closer z%) | kalshi closer z%) (n=)c s|std|ddSd}d}|D].\}}|rJ|d||7}|d7}q$|d8}q$t|}||d}||d}|||dkrtfdd|D|dnd} | rt| |nd} | rȈ| nd} td|d |d |d d |d d| d dS)Nz z : no betsgrrr0c3s.|]&\}}|rd||nddVqdS)rrNr )r)pZwnr"r r r4kr+zroi_test..z: n=z WR=z.1fz% ROI=z+.1fz% t=r1)printrr mathZsqrt) ZlabelpicksZpnlwZpricewonr!ZroiwrvarZsetr r:r roi_testZs"     *rCz\ --- Strategy A: bet the team that is CHEAPER on Poly than Kalshi (by >=Xc), at poly mid ---)r6r3r5rrzpoly-cheaper>=zc (buy@poly_mid)z^ --- Strategy B: bet the team that is CHEAPER on Kalshi than Poly (by >=Xc), at kalshi mid ---zkalshi-cheaper>=zc (buy@kalshi_mid)zT --- Baseline: bet EVERY home and away at each book's mid (no divergence filter) ---))Zpolyrr)Zkalshirrz all sides @mid)5__doc__ZcsvZglobr< collectionsrZrowsfopenZfhZ DictReaderr appendr rZfixrZrhZrakeyZrecr prevr;rr$Zsider'r(valuesZdiffsZabsdr!r"r#_ZameanZamedr ZbigZpfkZ poly_closerZ kalshi_closerr,ZtotrCZthrr=r?intZbookZhkZakr r r r s ,   $   FV *  F &* &*  $