a jc @s>dZddlZddlZddlZddlZddlZddlmZddlm Z ddl Z e dddl m Zejjdddeed Zd d ZeeZeD]Zeed ddd ZeeD]ZeddkrqeedZedusedkrqe ZdD]ZeedeZeededZ ere rdekr4dkrnqde krNdkrnqeedededef!eee fqqWdq1s0Yqe"D]Z#e#$qgdZ%gdZ&dde%DZ'e"D]Z#e#D]\ZZZ e%D]tZ(e(dekre(dkrnnJe'e(Z)e)dd7<e)de*ee 7<e)dee 7<qqqqe+d e+d!d"d#d"d$d%d&d%d'e,e%e&D]d\Z(Z-e'e(Z)e)dre+e-d"e)dd"d(e)de)dd)d*d(e)de)dd+d*qdZ.dZ/dZ0d,Z1Z2Z3Z4dZ5dZ6e"D]Z#e7e#d-krNq8e#d.\Z8Z9Z:e#d\Z;Ze*e7Z1e2e?7Z2e?e>kre/d7Z/ne?e>kre0d7Z0e3e*ee+d?d(e6e.d8d>gZ@gZAe,e%e&D]j\Z(Z-e'e(Z)e)dr2e(dd@krre(de(dd-dAndBZBe@!eBeA!d(e)de)dq2ejCdCdD\ZDZEeEjFe@eAdEdFd-dGeEGeEHdHeEIdIeEJdJeEjKdKdLdMeDLeMZNeDjOeNdNdOdPePeDe dQQeNRe+dRdS)Sa Do Kalshi markets converge to Pinnacle's (margin-removed) fair price as kickoff nears, and how fast? Uses live_data/*.csv PRE snapshots. 'elapsed' (negative) = minutes to kickoff. gap = pin_fair - kalshi_mid (signed prob); |gap| = mispricing. Outputs: 1) mean |gap| and mean signed gap bucketed by time-to-kickoff -> convergence curve 2) attribution: from each fixture/side's EARLIEST PRE snapshot to its LATEST, does Kalshi move toward early-Pinnacle (catch-up) and how much does Pinnacle move? N) defaultdict)PathZAggzutf-8replace)encodingerrorszE:\soccer\live_data\*.csvc Cs0zt||dWSttfy*YdS0dS)N)floatget TypeError ValueError)rkr2E:\soccer\research\analysis\_kalshi_convergence.pyfvalsrr)newlinerrZstatusZPREelapsed)homeawayZ pin_fair_Zkalshi_Z_midZ game_daterr))r<)rx)r)rh)r)r)r韆)z<1hz1-2hz2-3hz3-6hz6-12hz12-24hz>24hcCsi|]}|ddddqS)r)nabsgapsgapr).0brrr 0r#rrr z6=== Mean Kalshi-vs-Pinnacle gap by time to kickoff ===Zwindowz>8Nz mean|gap|z>11zmean gapz' (gap=pin_fair - kalshi_mid, prob pts)dz>10.2fcz>+10.2frz3 === Attribution (earliest vs latest PRE snapshot, z fixture-sides) ===zmean |gap| earliest : z.2fzmean |gap| latest : zc (z+.0fz % change)zgap CLOSED in z.0fz% of fixtures, widened in %zmean Kalshi mid move : zmean Pinnacle fair move: z$Kalshi moved toward early-Pinnacle: z % of fixturesz$Pinnacle moved toward early-Kalshi: rr) g@)Zfigsizezo-z#d62728)ZcolorZlwz)Hours to kickoff (later -> right to left)zMean |gap| (cents)z3Kalshi vs Pinnacle mispricing as kickoff approachesTg333333?)ZalphaZpngr)formatZdpiz!E:\soccer\_kalshi_convergence.pngz% chart saved: _kalshi_convergence.png)S__doc__ZcsvZglobioZsmtplibsys collectionsrpathlibrZ matplotlibZuseZmatplotlib.pyplotZpyplotZpltstdout reconfiguresortedfilesrlistZseriesfpopenfZ DictReaderr r ZelZminsZsideZpfZkmappendvaluesvsortZbucketsZblabZaggr"aabsprintzipZlabZn_fixclosedZwidenedZabs0_sumZabs1_sumZ pinmove_sumZ kalmove_sumZ kal_towardZ pin_towardlenZm0Zpf0Zkm0Zm1Zpf1Zkm1Zgap0Zgap1ZxsZysZmidZsubplotsZfigZaxZplotZ invert_xaxisZ set_xlabelZ set_ylabelZ set_titleZgridZ tight_layoutBytesIOZbufZsavefigcloseZ write_bytesgetvaluerrrrs (      <N   $," L  "& * *( "