def calculate_odds_all_games(self):
#gets games being played today
games_queue = self.scraper.get_schedule()
algo_version = self.get_algo_version()
date = input("Date to test (M-D-YYY): ")
year = input("Current season year: ")
total_output = []
for x in range(0, len(games_queue)):
print(games_queue[x])
team1 = games_queue[x][0]
team2 = games_queue[x][1]
print()
odds_calculator = Odds_Calculator(self.league)
output = odds_calculator.team_comparison(algo_version, team1,
team2, date, year)
for line in output:
total_output.append(line)
print(line)
total_output.append("")
self.universal.save_to_txt(
"./" + str(self.league) + "/analyze/team_comparison/" +
str(algo_version) + " " + str(team1[1]) + " - " +
str(team2[1]) + " analysis.txt", output)
self.universal.save_to_txt(
"./" + str(self.league) + "/analyze/team_comparison/" +
str(algo_version) + " " + str(date) + " games analysis.txt",
total_output)
def __init__(self, league, algo_version):
self.league = league.lower()
self.algo_version = algo_version
self.odds_calculator = Odds_Calculator(self.league)
self.universal = Universal_Functions(self.league)
self.league_teams = self.universal.load_league_teams()
def single_team_analysis(self):
self.to_print("single_team_analysis()")
league_teams = self.universal.load_league_teams()
print(self.league + " teams:")
for x in range(0, len(league_teams)):
print(str(x) + ": " + league_teams[x][1])
choice = int(input("Choice: "))
print()
self.to_print("User chose " + str(league_teams[choice]))
odds_calculator = Odds_Calculator(self.league)
odds_calculator.single_team_analysis(league_teams[choice])
self.save_output()
def calculate_odds_single_game(self):
algo_version = self.get_algo_version()
league_teams = self.universal.load_league_teams()
#Prompts user for teams playing
print(self.league + " teams:")
for x in range(0, len(league_teams)):
print(str(x) + ": " + league_teams[x][1])
team1 = int(input("Away Team #: "))
team2 = int(input("Home Team #: "))
print()
date = input("Date to test (M-D-YYY): ")
year = input("Current season year: ")
# teams_to_test=[[team1, team2]]
teams_to_test = [
[27, 2],
[2, 27],
]
for x in range(0, len(teams_to_test)):
team1 = league_teams[teams_to_test[x][0]]
team2 = league_teams[teams_to_test[x][1]]
odds_calculator = Odds_Calculator(self.league)
output = odds_calculator.team_comparison(algo_version, team1,
team2, date, year)
for line in output:
print(line)
self.universal.save_to_txt(
"./" + str(self.league) + "/analyze/team_comparison/" +
str(team1[1]) + " - " + str(team2[1]) + " analysis.txt",
output)
def backtest_csv_output(self, start_date, end_date):
#breaks up date
temp = start_date.split("-")
month = int(temp[0])
day = int(temp[1])
year = int(temp[2])
cur_date = start_date
content = []
#this is actually a do-while loop
while True:
games = self.universal.get_games(cur_date)
print("date: " + cur_date)
for game in games:
print(" Game: " + str(game))
to_save = []
to_save.append([
cur_date, "Away", "Home", "Algo points", "Proj winner",
"Winner", "", "", "Score"
])
for x in range(0, len(games)):
#team might not exist anymore, so don't count that game
if len(games[x]['team1']) != 0 and len(games[x]['team2']) != 0:
data1 = self.universal.load_data(games[x]['team1'],
games[x]['date'])
data2 = self.universal.load_data(games[x]['team2'],
games[x]['date'])
# print("Teams: "+str(games[x]['team1'])+" | "+str(games[x]['team2']))
# print("date: "+str(games[x]['date']))
# print(data1)
# print(data1[0]['dates'][0])
# print(data1[0]['dates'][-1])
returned1 = self.odds_calculator.analyze2(
games[x]['team1'], games[x]['team2'], data1, "away")
returned2 = self.odds_calculator.analyze2(
games[x]['team2'], games[x]['team1'], data2, "home")
# print(returned1)
# print()
# print(returned2)
# print()
algo = Algo(self.league)
if self.algo_version == "Algo_V1":
algo_data = algo.calculate(games[x]['date'], returned1,
returned2)
elif self.algo_version == "Algo_V2":
algo_data = algo.calculate_V2(games[x]['date'],
returned1, returned2)
total = algo_data['total']
to_add = []
to_add.append("")
to_add.append(games[x]['team1'][0])
to_add.append(games[x]['team2'][0])
to_add.append(total)
if self.algo_version == "Algo_V1":
#categorizes odds (points)
levels = []
levels.append([0, 3])
levels.append([3, 6])
levels.append([6, 9])
levels.append([9, 12])
levels.append([12, 15])
levels.append([15, 18])
levels.append([18, 21])
levels.append([21, 24])
levels.append([24, 27])
levels.append([27, 100])
elif self.algo_version == "Algo_V2":
#categorizes odds (percentage)
levels = []
levels.append([50, 55])
levels.append([55, 60])
levels.append([60, 65])
levels.append([65, 70])
levels.append([70, 75])
levels.append([75, 80])
levels.append([80, 85])
levels.append([85, 90])
levels.append([90, 95])
levels.append([95, 100])
level = 0
for y in range(0, len(levels)):
if (total >= levels[y][0] and total < levels[y][1]
) or (total * -1 >= levels[y][0]
and total * -1 < levels[y][1]):
level = y + 1
#appends projected team
if total > 0:
to_add.append(games[x]['team1'][0])
elif total <= 0:
to_add.append(games[x]['team2'][0])
#appends winning team
if games[x]['game_scores'][0] > games[x]['game_scores'][1]:
to_add.append(games[x]['team1'][0])
else:
to_add.append(games[x]['team2'][0])
#appends score
score = str(games[x]['game_scores'][0]) + "-" + str(
games[x]['game_scores'][1])
to_add.append(score)
# #appends algo data
# if to_add[-2]==to_add[-3]:
# to_add.append("")
# if self.algo_version=="Algo_V1":
# to_add.append(str(level))
# elif self.algo_version=="Algo_V2":
# to_add.append(total)
# elif to_add[-3]!="":
# if self.algo_version=="Algo_V1":
# to_add.append(str(level))
# elif self.algo_version=="Algo_V2":
# to_add.append(total)
# to_add.append("")
# else:
# to_add.append("")
# to_add.append("")
#appends algo data
if to_add[-2] == to_add[-3]:
to_add.append("")
to_add.append(str(level))
elif to_add[-3] != "":
to_add.append(str(level))
to_add.append("")
else:
to_add.append("")
to_add.append("")
#appends betting odds
if self.algo_version == "Algo_V1":
odds_calculator = Odds_Calculator(self.league)
odds = odds_calculator.get_odds(total)
elif self.algo_version == "Algo_V2":
odds = abs(total)
favorable_odds = (100 / (100 - abs(odds)) - 1) * 100
underdog_odds = (100 / (100 - abs(odds)) - 1) * 100
if total > 0:
to_add.append("-" + str(favorable_odds))
to_add.append("+" + str(underdog_odds))
else:
to_add.append("+" + str(underdog_odds))
to_add.append("-" + str(favorable_odds))
to_save.append(to_add)
#space between data
to_save.append(["", "", "", "", "", "", "", "", ""])
#only saves day's games if there were actually games on that day
if len(to_save) > 2:
content.append(to_save)
#breaks loop to act like do-while
if cur_date == end_date:
break
day += 1
if day > 31:
month += 1
day = 1
#doesn't increment year since the season's year doesn't change
if month > 12:
month = 1
day = 1
#increments season at the end of the season to sometime in the middle
if self.league == "nba":
if "4-1-" in cur_date:
year += 1
month = 2
day = 1
elif self.league == "nhl":
if "4-1-" in cur_date:
year += 1
month = 2
day = 1
elif self.league == "mlb":
if "10-1-" in cur_date:
year += 1
month = 7
day = 1
cur_date = str(month) + "-" + str(day) + "-" + str(year)
#has most recent games first
content.reverse()
to_save = []
for x in range(0, len(content)):
for y in range(0, len(content[x])):
to_save.append(content[x][y])
if start_date != end_date:
self.universal.save_to_csv(
"./" + str(self.league) + "/analyze/" + str(self.league) +
"_" + str(self.algo_version) + "_" + str(start_date) + "_" +
str(end_date) + "_analysis.csv", to_save)
else:
self.universal.save_to_csv(
"./" + str(self.league) + "/analyze/" + str(self.league) +
"_" + str(self.algo_version) + "_" + str(end_date) +
"_analysis.csv", to_save)
class Backtester:
odds_calculator = None
universal = None
user_agents = []
league_teams = []
#can be nba, nhl, nfl, mlb
league = "nba"
num_periods = {'nba': 4, 'nhl': 3, 'nfl': 4, 'mlb': 9}
#algo_version = "Algo_V1" or "Algo_V2"
def __init__(self, league, algo_version):
self.league = league.lower()
self.algo_version = algo_version
self.odds_calculator = Odds_Calculator(self.league)
self.universal = Universal_Functions(self.league)
self.league_teams = self.universal.load_league_teams()
#backtests algorithm for games played on certain days
#goes from start_date to end_date one day at a time during the season, and analyzes games played on those days
#each day takes about 4 seconds on my desktop
def backtest_csv_output(self, start_date, end_date):
#breaks up date
temp = start_date.split("-")
month = int(temp[0])
day = int(temp[1])
year = int(temp[2])
cur_date = start_date
content = []
#this is actually a do-while loop
while True:
games = self.universal.get_games(cur_date)
print("date: " + cur_date)
for game in games:
print(" Game: " + str(game))
to_save = []
to_save.append([
cur_date, "Away", "Home", "Algo points", "Proj winner",
"Winner", "", "", "Score"
])
for x in range(0, len(games)):
#team might not exist anymore, so don't count that game
if len(games[x]['team1']) != 0 and len(games[x]['team2']) != 0:
data1 = self.universal.load_data(games[x]['team1'],
games[x]['date'])
data2 = self.universal.load_data(games[x]['team2'],
games[x]['date'])
# print("Teams: "+str(games[x]['team1'])+" | "+str(games[x]['team2']))
# print("date: "+str(games[x]['date']))
# print(data1)
# print(data1[0]['dates'][0])
# print(data1[0]['dates'][-1])
returned1 = self.odds_calculator.analyze2(
games[x]['team1'], games[x]['team2'], data1, "away")
returned2 = self.odds_calculator.analyze2(
games[x]['team2'], games[x]['team1'], data2, "home")
# print(returned1)
# print()
# print(returned2)
# print()
algo = Algo(self.league)
if self.algo_version == "Algo_V1":
algo_data = algo.calculate(games[x]['date'], returned1,
returned2)
elif self.algo_version == "Algo_V2":
algo_data = algo.calculate_V2(games[x]['date'],
returned1, returned2)
total = algo_data['total']
to_add = []
to_add.append("")
to_add.append(games[x]['team1'][0])
to_add.append(games[x]['team2'][0])
to_add.append(total)
if self.algo_version == "Algo_V1":
#categorizes odds (points)
levels = []
levels.append([0, 3])
levels.append([3, 6])
levels.append([6, 9])
levels.append([9, 12])
levels.append([12, 15])
levels.append([15, 18])
levels.append([18, 21])
levels.append([21, 24])
levels.append([24, 27])
levels.append([27, 100])
elif self.algo_version == "Algo_V2":
#categorizes odds (percentage)
levels = []
levels.append([50, 55])
levels.append([55, 60])
levels.append([60, 65])
levels.append([65, 70])
levels.append([70, 75])
levels.append([75, 80])
levels.append([80, 85])
levels.append([85, 90])
levels.append([90, 95])
levels.append([95, 100])
level = 0
for y in range(0, len(levels)):
if (total >= levels[y][0] and total < levels[y][1]
) or (total * -1 >= levels[y][0]
and total * -1 < levels[y][1]):
level = y + 1
#appends projected team
if total > 0:
to_add.append(games[x]['team1'][0])
elif total <= 0:
to_add.append(games[x]['team2'][0])
#appends winning team
if games[x]['game_scores'][0] > games[x]['game_scores'][1]:
to_add.append(games[x]['team1'][0])
else:
to_add.append(games[x]['team2'][0])
#appends score
score = str(games[x]['game_scores'][0]) + "-" + str(
games[x]['game_scores'][1])
to_add.append(score)
# #appends algo data
# if to_add[-2]==to_add[-3]:
# to_add.append("")
# if self.algo_version=="Algo_V1":
# to_add.append(str(level))
# elif self.algo_version=="Algo_V2":
# to_add.append(total)
# elif to_add[-3]!="":
# if self.algo_version=="Algo_V1":
# to_add.append(str(level))
# elif self.algo_version=="Algo_V2":
# to_add.append(total)
# to_add.append("")
# else:
# to_add.append("")
# to_add.append("")
#appends algo data
if to_add[-2] == to_add[-3]:
to_add.append("")
to_add.append(str(level))
elif to_add[-3] != "":
to_add.append(str(level))
to_add.append("")
else:
to_add.append("")
to_add.append("")
#appends betting odds
if self.algo_version == "Algo_V1":
odds_calculator = Odds_Calculator(self.league)
odds = odds_calculator.get_odds(total)
elif self.algo_version == "Algo_V2":
odds = abs(total)
favorable_odds = (100 / (100 - abs(odds)) - 1) * 100
underdog_odds = (100 / (100 - abs(odds)) - 1) * 100
if total > 0:
to_add.append("-" + str(favorable_odds))
to_add.append("+" + str(underdog_odds))
else:
to_add.append("+" + str(underdog_odds))
to_add.append("-" + str(favorable_odds))
to_save.append(to_add)
#space between data
to_save.append(["", "", "", "", "", "", "", "", ""])
#only saves day's games if there were actually games on that day
if len(to_save) > 2:
content.append(to_save)
#breaks loop to act like do-while
if cur_date == end_date:
break
day += 1
if day > 31:
month += 1
day = 1
#doesn't increment year since the season's year doesn't change
if month > 12:
month = 1
day = 1
#increments season at the end of the season to sometime in the middle
if self.league == "nba":
if "4-1-" in cur_date:
year += 1
month = 2
day = 1
elif self.league == "nhl":
if "4-1-" in cur_date:
year += 1
month = 2
day = 1
elif self.league == "mlb":
if "10-1-" in cur_date:
year += 1
month = 7
day = 1
cur_date = str(month) + "-" + str(day) + "-" + str(year)
#has most recent games first
content.reverse()
to_save = []
for x in range(0, len(content)):
for y in range(0, len(content[x])):
to_save.append(content[x][y])
if start_date != end_date:
self.universal.save_to_csv(
"./" + str(self.league) + "/analyze/" + str(self.league) +
"_" + str(self.algo_version) + "_" + str(start_date) + "_" +
str(end_date) + "_analysis.csv", to_save)
else:
self.universal.save_to_csv(
"./" + str(self.league) + "/analyze/" + str(self.league) +
"_" + str(self.algo_version) + "_" + str(end_date) +
"_analysis.csv", to_save)
#backtests algo_V2 for games played on each day
#goes from start_date to end_date one day at a time during the season, runs algo_V2 on those days, compares projected odds versus oddsportal odds, and simulates betting
# each day takes about 4 seconds on my desktop
def backtest_odds(self, start_date, end_date):
#breaks up date
temp = start_date.split("-")
month = int(temp[0])
day = int(temp[1])
year = int(temp[2])
cur_date = start_date
content = []
#this is actually a do-while loop
while True:
games = self.universal.get_games(cur_date)
print("date: " + cur_date)
for game in games:
print(" Game: " + str(game))
# - Strategy 0.0: Bet on algo's projected winner, no matter the odds.
# - Strategy 0.1: Bet on oddsmaker's projected winner, no matter the odds.
# All below strategies incorporate placing a bet if the algorithm projects a team to win more often than the oddsmaker projects
# - Strategy 1: Default strategy.
# - Strategy 2: Placing a bet if that team is also the algo's favorite.
# - Strategy 3: Placing a bet if that team is the algo's favorite, and the oddsmaker's underdog.
# - Strategy 4: Placing a bet if the difference between the algorithm's projected odds and the oddsmaker's odds is also >= 45
to_save = []
strat00 = {"total_bet": 0, "total_win": 0}
strat01 = {"total_bet": 0, "total_win": 0}
strat1 = {"total_bet": 0, "total_win": 0}
strat2 = {"total_bet": 0, "total_win": 0}
strat3 = {"total_bet": 0, "total_win": 0}
strat4 = {"total_bet": 0, "total_win": 0}
for x in range(0, len(games)):
#team might not exist anymore, so don't count that game
if len(games[x]['team1']) != 0 and len(games[x]['team2']) != 0:
data1 = self.universal.load_data(games[x]['team1'],
games[x]['date'])
data2 = self.universal.load_data(games[x]['team2'],
games[x]['date'])
returned1 = self.odds_calculator.analyze2(
games[x]['team1'], games[x]['team2'], data1, "away")
returned2 = self.odds_calculator.analyze2(
games[x]['team2'], games[x]['team1'], data2, "home")
# print(returned1)
# print()
# print(returned2)
# print()
algo = Algo(self.league)
algo_data = algo.calculate_V2(games[x]['date'], returned1,
returned2)
total = algo_data['total']
# to_return={}
# to_return['record_points']= odds['records']
# to_return['home_away_points']= odds['home_away']
# to_return['home_away_10_games_points']= odds['home_away_10_games']
# to_return['last_10_games_points']= odds['last_10_games']
# to_return['avg_points']= odds['avg_points']
# to_return['avg_points_10_games']= odds['avg_points_10_games']
# # to_return['win_streak']= win_streak
# to_return['win_streak_home_away']= odds['win_streak_home_away']
# to_return['total']= self.universal.convert_number(average)
odds = abs(total)
favorable_odds = round((100 / (100 - abs(odds)) - 1) * 100)
underdog_odds = round((100 / (100 - abs(odds)) - 1) * 100)
# print(str(year)+" | "+str(games[x]['team1'])+" | "+str(games[x]['team2'])+" | "+str(games[x]['game_scores']))
oddsportal_odds = self.universal.get_odds_game(
year, games[x]['team1'], games[x]['team2'],
games[x]['game_scores'])
if oddsportal_odds[0] != 0:
to_add = []
#date
to_add.append(cur_date)
#away
to_add.append(games[x]['team1'][1])
#home
to_add.append(games[x]['team2'][1])
#Algo Proj
to_add.append(str(total) + "%")
#Away proj
away_proj = 0
if total < 0:
away_proj = favorable_odds
else:
away_proj = underdog_odds * -1
to_add.append(away_proj)
#Home proj
home_proj = 0
if total > 0:
home_proj = favorable_odds
else:
home_proj = underdog_odds * -1
to_add.append(home_proj)
#Away odds
to_add.append(oddsportal_odds[0])
#Home odds
to_add.append(oddsportal_odds[1])
#Diff Away
away_diff = 0
if abs(away_proj - oddsportal_odds[0]) > 200:
away_diff = abs(away_proj -
oddsportal_odds[0]) - 200
else:
away_diff = abs(away_proj - oddsportal_odds[0])
to_add.append(away_diff)
#Diff Home
home_diff = 0
if abs(home_proj - oddsportal_odds[1]) > 200:
home_diff = abs(home_proj -
oddsportal_odds[1]) - 200
else:
home_diff = abs(home_proj - oddsportal_odds[1])
to_add.append(home_diff)
## Strategy 0.0 ##
if away_proj < 0:
#Bet
to_add.append("$100")
strat00['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[0] > 0):
to_win = 100 * (oddsportal_odds[0] / 100)
else:
to_win = 100 / (oddsportal_odds[0] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][0] > games[x][
'game_scores'][1]:
to_add.append("$" + str(100 + to_win))
strat00['total_win'] += (100 + to_win)
else:
to_add.append("$0")
else:
#Bet
to_add.append("$100")
strat00['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[1] > 0):
to_win = 100 * (oddsportal_odds[1] / 100)
else:
to_win = 100 / (oddsportal_odds[1] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][1] > games[x][
'game_scores'][0]:
to_add.append("$" + str(100 + to_win))
strat00['total_win'] += (100 + to_win)
else:
to_add.append("$0")
## Strategy 0.1 ##
if oddsportal_odds[0] < 0 and oddsportal_odds[
0] < oddsportal_odds[1]:
#Bet
to_add.append("$100")
strat01['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[0] > 0):
to_win = 100 * (oddsportal_odds[0] / 100)
else:
to_win = 100 / (oddsportal_odds[0] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][0] > games[x][
'game_scores'][1]:
to_add.append("$" + str(100 + to_win))
strat01['total_win'] += (100 + to_win)
else:
to_add.append("$0")
else:
#Bet
to_add.append("$100")
strat01['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[1] > 0):
to_win = 100 * (oddsportal_odds[1] / 100)
else:
to_win = 100 / (oddsportal_odds[1] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][1] > games[x][
'game_scores'][0]:
to_add.append("$" + str(100 + to_win))
strat01['total_win'] += (100 + to_win)
else:
to_add.append("$0")
## Strategy 1 ##
if oddsportal_odds[0] > away_proj:
#Bet
to_add.append("$100")
strat1['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[0] > 0):
to_win = 100 * (oddsportal_odds[0] / 100)
else:
to_win = 100 / (oddsportal_odds[0] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][0] > games[x][
'game_scores'][1]:
to_add.append("$" + str(100 + to_win))
strat1['total_win'] += (100 + to_win)
else:
to_add.append("$0")
elif oddsportal_odds[1] > home_proj:
#Bet
to_add.append("$100")
strat1['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[1] > 0):
to_win = 100 * (oddsportal_odds[1] / 100)
else:
to_win = 100 / (oddsportal_odds[1] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][1] > games[x][
'game_scores'][0]:
to_add.append("$" + str(100 + to_win))
strat1['total_win'] += (100 + to_win)
else:
to_add.append("$0")
else:
to_add.append("")
to_add.append("")
to_add.append("")
## Strategy 2 ##
if oddsportal_odds[0] > away_proj and away_proj < 0:
#Bet
to_add.append("$100")
strat2['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[0] > 0):
to_win = 100 * (oddsportal_odds[0] / 100)
else:
to_win = 100 / (oddsportal_odds[0] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][0] > games[x][
'game_scores'][1]:
to_add.append("$" + str(100 + to_win))
strat2['total_win'] += (100 + to_win)
else:
to_add.append("$0")
elif oddsportal_odds[1] > home_proj and home_proj < 0:
#Bet
to_add.append("$100")
strat2['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[1] > 0):
to_win = 100 * (oddsportal_odds[1] / 100)
else:
to_win = 100 / (oddsportal_odds[1] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][1] > games[x][
'game_scores'][0]:
to_add.append("$" + str(100 + to_win))
strat2['total_win'] += (100 + to_win)
else:
to_add.append("$0")
else:
to_add.append("")
to_add.append("")
to_add.append("")
## Strategy 3 ##
if oddsportal_odds[
0] > away_proj and away_proj < 0 and oddsportal_odds[
0] > 0:
#Bet
to_add.append("$100")
strat3['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[0] > 0):
to_win = 100 * (oddsportal_odds[0] / 100)
else:
to_win = 100 / (oddsportal_odds[0] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][0] > games[x][
'game_scores'][1]:
to_add.append("$" + str(100 + to_win))
strat3['total_win'] += (100 + to_win)
else:
to_add.append("$0")
elif oddsportal_odds[
1] > home_proj and home_proj < 0 and oddsportal_odds[
1] > 0:
#Bet
to_add.append("$100")
strat3['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[1] > 0):
to_win = 100 * (oddsportal_odds[1] / 100)
else:
to_win = 100 / (oddsportal_odds[1] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][1] > games[x][
'game_scores'][0]:
to_add.append("$" + str(100 + to_win))
strat3['total_win'] += (100 + to_win)
else:
to_add.append("$0")
else:
to_add.append("")
to_add.append("")
to_add.append("")
## Strategy 4 ##
if self.league == "mlb":
diff_amount = 45
elif self.league == "nba":
diff_amount = 100
if oddsportal_odds[
0] > away_proj and away_diff >= diff_amount:
#Bet
to_add.append("$100")
strat4['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[0] > 0):
to_win = 100 * (oddsportal_odds[0] / 100)
else:
to_win = 100 / (oddsportal_odds[0] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][0] > games[x][
'game_scores'][1]:
to_add.append("$" + str(100 + to_win))
strat4['total_win'] += (100 + to_win)
else:
to_add.append("$0")
elif oddsportal_odds[
1] > home_proj and home_diff >= diff_amount:
#Bet
to_add.append("$100")
strat4['total_bet'] += 100
#To Win
to_win = 0
if (oddsportal_odds[1] > 0):
to_win = 100 * (oddsportal_odds[1] / 100)
else:
to_win = 100 / (oddsportal_odds[1] * -1 / 100)
to_add.append("$" + str(to_win))
#Won
if games[x]['game_scores'][1] > games[x][
'game_scores'][0]:
to_add.append("$" + str(100 + to_win))
strat4['total_win'] += (100 + to_win)
else:
to_add.append("$0")
else:
to_add.append("")
to_add.append("")
to_add.append("")
else:
to_add = []
# #appends winning team
# if games[x]['game_scores'][0]>games[x]['game_scores'][1]:
# to_add.append(games[x]['team1'][0])
# else:
# to_add.append(games[x]['team2'][0])
# #appends score
# score=str(games[x]['game_scores'][0])+"-"+str(games[x]['game_scores'][1])
# to_add.append(score)
if len(to_add) != 0:
to_save.append(to_add)
# to_save.append(["Date", "Away", "Home", "Algo proj", "Away proj", "Home proj", "Away odds", "Home odds", "Diff away", "Diff home", "Bet", "To win", "Won"])
#only saves day's games if there were actually games on that day
if len(to_save) > 2:
#summary
strat00_profit = strat00['total_win'] - strat00['total_bet']
strat00_perc = strat00_profit / strat00['total_bet'] * 100
strat01_profit = strat01['total_win'] - strat01['total_bet']
strat01_perc = strat01_profit / strat01['total_bet'] * 100
strat1_profit = strat1['total_win'] - strat1['total_bet']
strat1_perc = strat1_profit / strat1['total_bet'] * 100
strat2_profit = strat2['total_win'] - strat2['total_bet']
if (strat2['total_bet'] > 0):
strat2_perc = strat2_profit / strat2['total_bet'] * 100
else:
strat2_perc = 0
strat3_profit = strat3['total_win'] - strat3['total_bet']
if (strat3['total_bet'] > 0):
strat3_perc = strat3_profit / strat3['total_bet'] * 100
else:
strat3_perc = 0
strat4_profit = strat4['total_win'] - strat4['total_bet']
if (strat4['total_bet'] > 0):
strat4_perc = strat4_profit / strat4['total_bet'] * 100
else:
strat4_perc = 0
#initializes with buffer columns
summary = ["", "", "", "", "", "", "", "", "", ""]
summary.append("$" + str(strat00['total_bet']))
summary.append("$" + str(strat00_profit))
summary.append(str(strat00_perc) + "%")
summary.append("$" + str(strat01['total_bet']))
summary.append("$" + str(strat01_profit))
summary.append(str(strat01_perc) + "%")
summary.append("$" + str(strat1['total_bet']))
summary.append("$" + str(strat1_profit))
summary.append(str(strat1_perc) + "%")
summary.append("$" + str(strat2['total_bet']))
summary.append("$" + str(strat2_profit))
summary.append(str(strat2_perc) + "%")
summary.append("$" + str(strat3['total_bet']))
summary.append("$" + str(strat3_profit))
summary.append(str(strat3_perc) + "%")
summary.append("$" + str(strat4['total_bet']))
summary.append("$" + str(strat4_profit))
summary.append(str(strat4_perc) + "%")
to_save.append(summary)
#space between data
to_save.append([
"", "", "", "", "", "", "", "", "", "", "", "", "", "", "",
"", "", "", "", "", "", "", "", "", ""
])
content.append(to_save)
#breaks loop to act like do-while
if cur_date == end_date:
break
day += 1
if day > 31:
month += 1
day = 1
#doesn't increment year since the season's year doesn't change
if month > 12:
month = 1
day = 1
#increments season at the end of the season to sometime in the middle
if self.league == "nba":
# if "4-1-" in cur_date:
# year+=1
# month=2
# day=1
if "4-1-" in cur_date:
year += 1
month = 1
day = 15
elif self.league == "nhl":
if "4-1-" in cur_date:
year += 1
month = 2
day = 1
elif self.league == "mlb":
if "10-1-" in cur_date:
year += 1
month = 7
day = 1
cur_date = str(month) + "-" + str(day) + "-" + str(year)
# #has most recent games first
# content.reverse()
to_save = []
to_save.append([
"Date", "Away", "Home", "Algo proj", "Away proj", "Home proj",
"Away odds", "Home odds", "Diff away", "Diff home", "Bet",
"To win", "Won", "Bet", "To win", "Won", "Bet", "To win", "Won",
"Bet", "To win", "Won"
])
for x in range(0, len(content)):
for y in range(0, len(content[x])):
to_save.append(content[x][y])
if start_date != end_date:
self.universal.save_to_csv(
"./" + str(self.league) + "/analyze/" + str(self.league) +
"_Algo_V2_" + str(start_date) + "_" + str(end_date) +
"_backtest_odds.csv", to_save)
else:
self.universal.save_to_csv(
"./" + str(self.league) + "/analyze/" + str(self.league) +
"_Algo_V2_" + str(end_date) + "_backtest_odds.csv", to_save)
#backtests algorithm for games played on certain days
def backtest_algo(self, start_date, end_date, algo):
#breaks up date
temp = start_date.split("-")
month = int(temp[0])
day = int(temp[1])
year = int(temp[2])
cur_date = start_date
#creates saving path if doesn't exist
algo_list = str(algo).replace("[", "").replace("]",
"").replace(" ", "")
path = "./" + str(self.league) + "/analyze/backtests/" + str(
self.algo_version) + "_" + str(algo_list) + "_" + str(
start_date) + "_" + str(end_date) + ".txt"
if os.path.exists(path) == True:
return
#gets list of dates to backtest
dates = []
while True:
dates.append(cur_date)
#breaks loop to act like do-while
if cur_date == end_date:
break
print("Cur date: " + str(cur_date) + " | End date: " +
str(end_date))
day += 1
if day > 31:
month += 1
day = 1
#doesn't increment year since the season's year doesn't change
if month > 12:
month = 1
day = 1
#increments season once April is reached since it's so close to the end of the season
if self.league == "nhl":
if "4-1-" in cur_date:
year += 1
month = 2
day = 1
elif self.league == "nba":
if "4-1-" in cur_date:
year += 1
month = 2
day = 1
elif self.league == "mlb":
if "10-1-" in cur_date:
year += 1
month = 7
day = 1
cur_date = str(month) + "-" + str(day) + "-" + str(year)
#6 is hardcoded in self.backtest_algo2
# 6 processes takes up 75% of my desktop CPU, and backtest takes 20 min to complete
# c4.4xlarge has 16 logical processors, and takes 4.5 min to complete
# 6 processes for the c4.4xlarge takes ~10 min to complete
num_processes = 16
processes = []
#creates processes
for x in range(0, num_processes):
path = "./" + str(self.league) + "/analyze/backtests/" + str(
algo_list) + "_temp" + str(x) + ".csv"
if os.path.exists(path) == False:
process = Process(target=self.backtest_algo2,
args=(
x,
dates,
algo,
))
processes.append(process)
#starts processes
for x in range(0, len(processes)):
processes[x].start()
#joins them so they don't wait for each other
for x in range(0, len(processes)):
processes[x].join()
# self.backtest_algo2(0, dates, algo)
#loads results from processes since I you can't return anything from processes
wins = [0] * 11
losses = [0] * 11
for x in range(0, num_processes):
path = "./" + str(self.league) + "/analyze/backtests/" + str(
algo_list) + "_temp" + str(x) + ".csv"
contents = self.universal.read_from_csv(path)
for y in range(0, len(contents)):
losses[y] += int(contents[y][0])
wins[y] += int(contents[y][1])
os.remove(path)
to_output = []
to_output.append(str(algo))
to_output.append("")
total_wins = 0
total_losses = 0
#starts at 1 since levels start at 1
for x in range(1, len(wins)):
total_wins += wins[x]
total_losses += losses[x]
if wins[x] + losses[x] != 0:
perc_won = wins[x] / (wins[x] + losses[x]) * 100
else:
perc_won = "N/A"
to_output.append(
str(x) + ": " + str(losses[x]) + " - " + str(wins[x]) + ": " +
str(perc_won))
to_output.append("")
to_output.append(str(total_losses) + " - " + str(total_wins))
path = "./" + str(self.league) + "/analyze/backtests/" + str(
self.algo_version) + "_" + str(algo_list) + "_" + str(
start_date) + "_" + str(end_date) + ".txt"
self.universal.save_to_txt(path, to_output)
#used in backtest_algo()
def backtest_algo2(self, number, dates, algo):
#level number corresponds to an index
wins = [0] * 11
losses = [0] * 11
#creates processes
num_processes = 16
start = int(number * (len(dates) / num_processes))
end = int((number + 1) * (len(dates) / num_processes))
print()
print(number)
print(start)
print(end)
print()
#this is actually a do-while loop
for x in range(start, end):
print("At " + str(dates[x]) + " END: " + str(dates[end - 1]))
games = self.universal.get_games(dates[x])
for y in range(0, len(games)):
#team might not exist anymore, so don't count that game
if len(games[y]['team1']) != 0 and len(games[y]['team2']) != 0:
data1 = self.universal.load_data(games[y]['team1'],
games[y]['date'])
data2 = self.universal.load_data(games[y]['team2'],
games[y]['date'])
returned1 = self.odds_calculator.analyze2(
games[y]['team1'], games[y]['team2'], data1, "away")
returned2 = self.odds_calculator.analyze2(
games[y]['team2'], games[y]['team1'], data2, "home")
algorithm = Algo(self.league)
#sets algo to backtest
algorithm.algorithm[self.league] = algo
if self.algo_version == "Algo_V1":
algo_data = algorithm.calculate(
games[y]['date'], returned1, returned2)
elif self.algo_version == "Algo_V2":
algo_data = algorithm.calculate_V2(
games[y]['date'], returned1, returned2)
total = algo_data['total']
if self.algo_version == "Algo_V1":
#categorizes odds
levels = []
levels.append([0, 3])
levels.append([3, 6])
levels.append([6, 9])
levels.append([9, 12])
levels.append([12, 15])
levels.append([15, 18])
levels.append([18, 21])
levels.append([21, 24])
levels.append([24, 27])
levels.append([27, 100])
elif self.algo_version == "Algo_V2":
#categorizes odds
levels = []
levels.append([50, 55])
levels.append([55, 60])
levels.append([60, 65])
levels.append([65, 70])
levels.append([70, 75])
levels.append([75, 80])
levels.append([80, 85])
levels.append([85, 90])
levels.append([90, 95])
levels.append([95, 100])
level = 0
for z in range(0, len(levels)):
if (total >= levels[z][0] and total < levels[z][1]
) or (total * -1 >= levels[z][0]
and total * -1 < levels[z][1]):
level = z + 1
# #0 is team1, and 1 is team2
# projected_team=0
# if self.league=="nba":
# #if team1 is projected to win
# if total>0:
# projected_team=0
# #go with home team
# elif total<=0:
# projected_team=1
# else:
# #if team1 is projected to win
# if total>0:
# projected_team=0
# #go with home team
# elif total<=0:
# projected_team=1
#0 is team1, and 1 is team2
#if team1 is projected to win
if total > 0:
projected_team = 0
#go with home team
elif total <= 0:
projected_team = 1
#0 is team1, and 1 is team2
winning_team = 0
if games[y]['game_scores'][0] > games[y]['game_scores'][1]:
winning_team = 0
else:
winning_team = 1
#if algo was right
if projected_team == winning_team:
wins[level] += 1
else:
losses[level] += 1
temp = []
for x in range(0, len(wins)):
temp.append([losses[x], wins[x]])
algo_list = str(algo).replace("[", "").replace("]",
"").replace(" ", "")
path = "./" + str(self.league) + "/analyze/backtests/" + str(
algo_list) + "_temp" + str(number) + ".csv"
self.universal.save_to_csv(path, temp)