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Anytime goalscorer fitting
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@ekoutanov
ekoutanov committed Dec 1, 2023
1 parent 238b27a commit 21190a5
Showing 1 changed file with 157 additions and 15 deletions.
172 changes: 157 additions & 15 deletions src/bin/soccer.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -183,11 +183,59 @@ fn atlanta_vs_sporting_lisbon() -> HashMap<MarketType, Odds> {
(OutcomeType::None, 11.5),
]);

let anytime_goalscorer = HashMap::from([
(OutcomeType::Player(Named(Side::Home, "Muriel".into())), 2.4),
(OutcomeType::Player(Named(Side::Home, "Scamacca".into())), 2.7),
(OutcomeType::Player(Named(Side::Home, "Lookman".into())), 2.85),
(OutcomeType::Player(Named(Side::Home, "Miranchuk".into())), 3.5),
(OutcomeType::Player(Named(Side::Home, "Pasalic".into())), 4.0),
(OutcomeType::Player(Named(Side::Home, "Koopmeiners".into())), 4.25),
(OutcomeType::Player(Named(Side::Home, "Ederson".into())), 4.2),
(OutcomeType::Player(Named(Side::Home, "Cisse".into())), 4.25),
(OutcomeType::Player(Named(Side::Home, "Bakker".into())), 4.4),
(OutcomeType::Player(Named(Side::Home, "Holm".into())), 4.9),
(OutcomeType::Player(Named(Side::Home, "Toloi".into())), 8.5),
(OutcomeType::Player(Named(Side::Home, "Hateboer".into())), 9.0),
(OutcomeType::Player(Named(Side::Home, "Mendicino".into())), 9.25),
(OutcomeType::Player(Named(Side::Home, "Scalvini".into())), 10.5),
(OutcomeType::Player(Named(Side::Home, "Bonfanti".into())), 11.0),
(OutcomeType::Player(Named(Side::Home, "Adopo".into())), 13.0),
(OutcomeType::Player(Named(Side::Home, "Zortea".into())), 12.0),
(OutcomeType::Player(Named(Side::Home, "Kolasinac".into())), 12.5),
(OutcomeType::Player(Named(Side::Home, "Djimsiti".into())), 13.0),
(OutcomeType::Player(Named(Side::Home, "De Roon".into())), 14.0),
(OutcomeType::Player(Named(Side::Home, "Ruggeri".into())), 15.0),
(OutcomeType::Player(Named(Side::Home, "Del Lungo".into())), 26.0),
(OutcomeType::Player(Named(Side::Away, "Gyokeres".into())), 2.75),
(OutcomeType::Player(Named(Side::Away, "Santos".into())), 3.6),
(OutcomeType::Player(Named(Side::Away, "Paulinho".into())), 3.75),
(OutcomeType::Player(Named(Side::Away, "Pote".into())), 3.8),
(OutcomeType::Player(Named(Side::Away, "Edwards".into())), 4.25),
(OutcomeType::Player(Named(Side::Away, "Ribeiro".into())), 4.5),
(OutcomeType::Player(Named(Side::Away, "Trincao".into())), 4.8),
(OutcomeType::Player(Named(Side::Away, "Moreira".into())), 6.25),
(OutcomeType::Player(Named(Side::Away, "Morita".into())), 7.75),
(OutcomeType::Player(Named(Side::Away, "Braganca".into())), 11.0),
(OutcomeType::Player(Named(Side::Away, "Catamo".into())), 14.0),
(OutcomeType::Player(Named(Side::Away, "Essugo".into())), 15.0),
(OutcomeType::Player(Named(Side::Away, "Reis".into())), 15.0),
(OutcomeType::Player(Named(Side::Away, "Esgaio".into())), 16.0),
(OutcomeType::Player(Named(Side::Away, "St. Juste".into())), 17.0),
(OutcomeType::Player(Named(Side::Away, "Hjulmand".into())), 7.75),
(OutcomeType::Player(Named(Side::Away, "Coates".into())), 16.0),
(OutcomeType::Player(Named(Side::Away, "Diomande".into())), 18.0),
(OutcomeType::Player(Named(Side::Away, "Quaresma".into())), 21.0),
(OutcomeType::Player(Named(Side::Away, "Inacio".into())), 26.0),
(OutcomeType::Player(Named(Side::Away, "Fresneda".into())), 26.0),
(OutcomeType::Player(Named(Side::Away, "Neto".into())), 31.0),
]);

HashMap::from([
(MarketType::HeadToHead, h2h),
(MarketType::TotalGoalsOverUnder(Over(2)), goals_ou),
(MarketType::CorrectScore, correct_score),
(MarketType::FirstGoalscorer, first_goalscorer),
(MarketType::AnytimeGoalscorer, anytime_goalscorer),
])
}

Expand All @@ -197,15 +245,18 @@ pub fn main() {
let h2h_prices = ext_markets[&MarketType::HeadToHead].clone();
let goals_ou_prices = ext_markets[&MarketType::TotalGoalsOverUnder(Over(2))].clone();
let first_gs = ext_markets[&MarketType::FirstGoalscorer].clone();

let h2h = fit_market(&h2h_prices);
println!("h2h: {h2h:?}");
let goals_ou = fit_market(&goals_ou_prices);
println!("goals_ou: {goals_ou:?}");
let correct_score = fit_market(&correct_score_prices);
println!("correct_score: {correct_score:?}");
let first_gs = fit_market(&first_gs);
println!("first_gs: {first_gs:?}");
let anytime_gs = ext_markets[&MarketType::AnytimeGoalscorer].clone();

let h2h = fit_market(MarketType::HeadToHead, &h2h_prices);
// println!("h2h: {h2h:?}");
let goals_ou = fit_market(MarketType::TotalGoalsOverUnder(Over(2)), &goals_ou_prices);
// println!("goals_ou: {goals_ou:?}");
let correct_score = fit_market(MarketType::CorrectScore, &correct_score_prices);
// println!("correct_score: {correct_score:?}");
let first_gs = fit_market(MarketType::FirstGoalscorer, &first_gs);
// println!("first_gs: {first_gs:?}");
let anytime_gs = fit_market(MarketType::AnytimeGoalscorer, &anytime_gs);
// println!("anytime_gs: {anytime_gs:?}");

println!("*** fitting scoregrid ***");
let start = Instant::now();
Expand All @@ -220,21 +271,87 @@ pub fn main() {
);
// println!("scoregrid:\n{}sum: {}", scoregrid.verbose(), scoregrid.flatten().sum());

let mut first_goalscorer_probs = BTreeMap::new();
let mut fitted_goalscorer_probs = BTreeMap::new();
for (index, outcome) in first_gs.outcomes.iter().enumerate() {
match outcome {
OutcomeType::Player(player) => {
let player_search_outcome = fit_first_goalscorer(&search_outcome.optimal_values, player, first_gs.market.probs[index]);
println!("for player {player:?}, {player_search_outcome:?}");
first_goalscorer_probs.insert(player.clone(), player_search_outcome.optimal_values[0]);
// println!("for player {player:?}, {player_search_outcome:?}");
fitted_goalscorer_probs.insert(player.clone(), player_search_outcome.optimal_values[0]);
}
OutcomeType::None => {},
_ => unreachable!()
}
}

//TODO need an uninflated draw probability

//TODO why doesn't the fitted_goalscorer_probs sum to 1?

let mut fitted_first_goalscorer_probs = vec![];
for (player, prob) in &fitted_goalscorer_probs {
let exploration = explore(&IntervalConfig {
intervals: INTERVALS as u8,
home_prob: search_outcome.optimal_values[0],
away_prob: search_outcome.optimal_values[1],
common_prob: search_outcome.optimal_values[2],
max_total_goals: MAX_TOTAL_GOALS,
scorers: vec![(player.clone(), *prob)],
});
let isolated_prob = isolate(&MarketType::FirstGoalscorer, &OutcomeType::Player(player.clone()), &exploration.prospects);
fitted_first_goalscorer_probs.push(isolated_prob);
// println!("first scorer {player:?}, prob: {isolated_prob:.3}");
}
fitted_first_goalscorer_probs.push(scoregrid[(0, 0)]);
let anytime_goalscorer_booksum = fitted_first_goalscorer_probs.sum();
println!("first scorer sum: {anytime_goalscorer_booksum}");
let fitted_first_goalscorer = LabelledMarket {
market_type: MarketType::FirstGoalscorer,
outcomes: first_gs.outcomes.clone(),
market: Market::frame(&first_gs.market.overround, fitted_first_goalscorer_probs, &SINGLE_PRICE_BOUNDS),
};
let table_first_goalscorer = print_market(&fitted_first_goalscorer);
println!(
"First Goalscorer:\n{}",
Console::default().render(&table_first_goalscorer)
);

let mut fitted_anytime_goalscorer_probs = vec![];
for (player, prob) in &fitted_goalscorer_probs {
let exploration = explore(&IntervalConfig {
intervals: INTERVALS as u8,
home_prob: search_outcome.optimal_values[0],
away_prob: search_outcome.optimal_values[1],
common_prob: search_outcome.optimal_values[2],
max_total_goals: MAX_TOTAL_GOALS,
scorers: vec![(player.clone(), *prob)],
});
let isolated_prob = isolate(&MarketType::AnytimeGoalscorer, &OutcomeType::Player(player.clone()), &exploration.prospects);
fitted_anytime_goalscorer_probs.push(isolated_prob);
// println!("anytime scorer {player:?}, prob: {isolated_prob:.3}");
}
// println!("anytime scorer {:?}, prob: {:.3}", OutcomeType::None, scoregrid[(0, 0)]);
fitted_anytime_goalscorer_probs.scale(1.0 / (1.0 - scoregrid[(0, 0)]));
let anytime_goalscorer_booksum = fitted_anytime_goalscorer_probs.sum();
println!("anytime scorer sum: {anytime_goalscorer_booksum}");
let anytime_goalscorer_overround = Market::fit(&OVERROUND_METHOD, anytime_gs.market.prices.clone(), anytime_goalscorer_booksum);
let fitted_anytime_goalscorer = LabelledMarket {
market_type: MarketType::AnytimeGoalscorer,
outcomes: anytime_gs.outcomes.clone(),
market: Market::frame(&anytime_goalscorer_overround.overround, fitted_anytime_goalscorer_probs, &SINGLE_PRICE_BOUNDS),
};
let table_anytime_goalscorer = print_market(&fitted_anytime_goalscorer);
println!(
"Anytime Goalscorer:\n{}",
Console::default().render(&table_anytime_goalscorer)
);
// let draw_prob = scoregrid[(0, 0)];
// anytime_goalscorer_probs.push(draw_prob);


let fitted_h2h = frame_prices(&scoregrid, &h2h.outcomes, &h2h.market.overround);
let fitted_h2h = LabelledMarket {
market_type: MarketType::HeadToHead,
outcomes: h2h.outcomes.clone(),
market: fitted_h2h,
};
Expand All @@ -243,6 +360,7 @@ pub fn main() {

let fitted_goals_ou = frame_prices(&scoregrid, &goals_ou.outcomes, &goals_ou.market.overround);
let fitted_goals_ou = LabelledMarket {
market_type: MarketType::TotalGoalsOverUnder(Over(2)),
outcomes: goals_ou.outcomes.clone(),
market: fitted_goals_ou,
};
Expand All @@ -255,6 +373,7 @@ pub fn main() {
&correct_score.market.overround,
);
let fitted_correct_score = LabelledMarket {
market_type: MarketType::CorrectScore,
outcomes: correct_score.outcomes.clone(),
market: fitted_correct_score,
};
Expand All @@ -268,6 +387,8 @@ pub fn main() {
("H2H", &h2h, &fitted_h2h),
("Goals O/U", &goals_ou, &fitted_goals_ou),
("Correct Score", &correct_score, &fitted_correct_score),
("First Goalscorer", &first_gs, &fitted_first_goalscorer),
("Anytime Goalscorer", &anytime_gs, &fitted_anytime_goalscorer),
]
.iter()
.map(|(key, sample, fitted)| {
Expand All @@ -282,9 +403,15 @@ pub fn main() {
"Fitting errors:\n{}",
Console::default().render(&table_errors)
);

let table_overrounds = print_overrounds(&[fitted_h2h, fitted_goals_ou, fitted_correct_score, fitted_first_goalscorer, fitted_anytime_goalscorer]);
println!(
"Market overrounds:\n{}",
Console::default().render(&table_overrounds)
);
}

fn fit_market(map: &HashMap<OutcomeType, f64>) -> LabelledMarket {
fn fit_market(market_type: MarketType, map: &HashMap<OutcomeType, f64>) -> LabelledMarket {
let mut entries = map.iter().collect::<Vec<_>>();
entries.sort_by(|a, b| a.0.cmp(b.0));
let outcomes = entries
Expand All @@ -293,11 +420,12 @@ fn fit_market(map: &HashMap<OutcomeType, f64>) -> LabelledMarket {
.collect::<Vec<_>>();
let prices = entries.iter().map(|(_, &price)| price).collect::<Vec<_>>();
let market = Market::fit(&OVERROUND_METHOD, prices, 1.0);
LabelledMarket { outcomes, market }
LabelledMarket { market_type, outcomes, market }
}

#[derive(Debug)]
pub struct LabelledMarket {
market_type: MarketType,
outcomes: Vec<OutcomeType>,
market: Market,
}
Expand Down Expand Up @@ -339,7 +467,7 @@ fn fit_first_goalscorer(optimal_scoring_probs: &[f64], player: &Player, expected
bounds: vec![0.0001..=0.2].into(),
resolution: 4,
},
|values| true,
|_| true,
|values| {
let exploration = explore(&IntervalConfig {
intervals: INTERVALS as u8,
Expand Down Expand Up @@ -449,3 +577,17 @@ fn print_errors(errors: &[(&str, f64)]) -> Table {
}
table
}

fn print_overrounds(markets: &[LabelledMarket]) -> Table {
let mut table = Table::default().with_cols(vec![
Col::new(Styles::default().with(MinWidth(10)).with(Left)),
Col::new(Styles::default().with(MinWidth(5)).with(HAlign::Right)),
]);
for market in markets {
table.push_row(Row::new(
Styles::default(),
vec![format!("{:?}", market.market_type).into(), format!("{:.3}", market.market.overround.value).into()],
));
}
table
}

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