def keras_preds():
raw_x = raw_data()
x_score = pull_data.score(update_dbs.mysql_client())
raw_x = raw_x.join(x_score, how='inner')
line = pull_data.pull_odds_data(update_dbs.mysql_client())
idx = []
gameline = []
line_data = line[['fav_idx', 'dog_idx', 'line']]
for fix, dix, ln in np.array(line_data):
idx.append(fix)
idx.append(dix)
gameline.append(ln)
gameline.append(ln * -1)
linedata = pd.DataFrame()
linedata['idx'] = idx
linedata['vegas_line'] = gameline
linedata = linedata.set_index('idx')
idx = []
gameou = []
ou_data = line[['fav_idx', 'dog_idx', 'overunder']]
for fix, dix, ou in np.array(ou_data):
idx.append(fix)
idx.append(dix)
gameou.append(ou)
gameou.append(ou * -1)
oudata = pd.DataFrame()
oudata['idx'] = idx
oudata['vegas_ou'] = gameou
oudata = oudata.set_index('idx')
raw_x = raw_x.join(oudata, how='inner')
raw_x = raw_x.join(linedata, how='inner')
y_wl = pull_data.pull_wl(update_dbs.mysql_client())
x_ou = pull_data.ou_preds(update_dbs.mysql_client())
y_ou = pull_data.ou_wl(update_dbs.mysql_client())
y_line = pull_data.line_wl(update_dbs.mysql_client())
x_line = pull_data.line_preds(update_dbs.mysql_client())
all_x_data = {
'winner': {
'raw': raw_x.join(y_wl, how='inner')
},
'line': {
'raw': raw_x.join(y_line, how='inner').join(x_line, how='inner')
},
'ou': {
'raw': raw_x.join(y_ou, how='inner').join(x_ou, how='inner')
},
}
all_y_data = {
'winner': {
'raw': raw_x.join(y_wl, how='inner')['outcome']
},
'line': {
'raw':
raw_x.join(y_line, how='inner').join(x_line, how='inner')['line']
},
'ou': {
'raw': raw_x.join(y_ou, how='inner').join(x_ou, how='inner')['ou']
},
}
raw_x = None
x_score = None
y_wl = None
x_ou = None
y_ou = None
y_line = None
x_line = None
random.seed(86)
for sort in ['keras']:
print('... starting %s' % (sort))
for kind in ['winner', 'ou', 'line']:
results = pd.read_csv(
os.path.join(output_folder, '%s_results.csv' % (kind)))
results = results.set_index('idx')
print('... starting %s' % (kind))
X = all_x_data[kind]['raw']
save_index = list(X.index)
X = X.reset_index()
X = X[saved_models.stored_models[kind]['raw'][sort]['features']]
Y = all_y_data[kind]['raw']
Y = Y.reset_index()
if kind != 'winner':
Y = Y[kind]
else:
Y = Y['outcome']
print('...loading %s' % (kind))
model = load_model(
os.path.join(model_storage,
'%s_%s_regression_model.h5' % (kind, sort)))
scale = joblib.load(
os.path.join(model_storage,
'%s_%s_regression_scaler.pkl' % (kind, sort)))
preds = model.predict(scale.transform(X))
winner = []
confidence = []
for game in preds:
if game[0] < .5:
winner.append(0)
confidence.append(1 - game[0])
else:
winner.append(1)
confidence.append(game[0])
model_outcome = pd.DataFrame()
model_outcome['idx'] = save_index
model_outcome['raw_keras_prediction'] = winner
model_outcome['raw_keras_confidence'] = confidence
model_outcome = model_outcome.set_index('idx')
results = results.join(model_outcome, how='inner')
results.to_csv(
os.path.join(output_folder, '%s_results.csv' % (kind)))
print('Finished %s' % (kind))
print('Finished %s' % (sort))
def sklearn_preds():
raw_x = raw_data()
x_score = pull_data.score(update_dbs.mysql_client())
y_wl = pull_data.pull_wl(update_dbs.mysql_client())
x_ou = pull_data.ou_preds(update_dbs.mysql_client())
y_ou = pull_data.ou_wl(update_dbs.mysql_client())
y_line = pull_data.line_wl(update_dbs.mysql_client())
x_line = pull_data.line_preds(update_dbs.mysql_client())
all_x_data = {
'winner': {
'+pts': x_score.join(y_wl, how='inner'),
'raw': raw_x.join(y_wl, how='inner'),
},
'line': {
'+pts': x_score.join(y_line, how='inner').join(x_line,
how='inner'),
'raw': raw_x.join(y_line, how='inner').join(x_line, how='inner'),
},
'ou': {
'+pts': x_score.join(y_ou, how='inner').join(x_ou, how='inner'),
'raw': raw_x.join(y_ou, how='inner').join(x_ou, how='inner'),
},
}
all_y_data = {
'winner': {
'+pts': x_score.join(y_wl, how='inner')['outcome'],
'raw': raw_x.join(y_wl, how='inner')['outcome'],
},
'line': {
'+pts':
x_score.join(y_line, how='inner').join(x_line,
how='inner')['line'],
'raw':
raw_x.join(y_line, how='inner').join(x_line, how='inner')['line'],
},
'ou': {
'+pts': x_score.join(y_ou, how='inner').join(x_ou,
how='inner')['ou'],
'raw': raw_x.join(y_ou, how='inner').join(x_ou, how='inner')['ou'],
},
}
raw_x = None
x_score = None
y_wl = None
x_ou = None
y_ou = None
y_line = None
x_line = None
random.seed(86)
for sort in ['ou', 'winner', 'line']:
outcomes = pd.DataFrame()
# outcomes[sort] = np.ravel(all_y_data[sort]['raw'])
outcomes['idx'] = list(all_y_data[sort]['raw'].index)
outcomes = outcomes.set_index('idx')
print('... starting %s' % (sort))
for kind in ['raw', '+pts']:
print('... starting %s' % (kind))
for model_name, model_details in saved_models.stored_models[sort][
kind].items():
if model_name == 'keras':
continue
if os.path.isfile(
os.path.join(
model_storage,
'%s_%s_%s_model.pkl' % (sort, kind, model_name))):
print('Evaluating %s ' % (model_name))
model = joblib.load(
os.path.join(
model_storage,
'%s_%s_%s_model.pkl' % (sort, kind, model_name)))
scale = joblib.load(
os.path.join(
model_storage,
'%s_%s_%s_scaler.pkl' % (sort, kind, model_name)))
preds = model.predict_proba(
scale.transform(
all_x_data[sort][kind][model_details['features']]))
model_outcome = pd.DataFrame()
winner = []
confidence = []
for game in preds:
if game[0] > game[1]:
winner.append(0)
confidence.append(game[0])
else:
winner.append(1)
confidence.append(game[1])
# print('Accuracy: %s' % (accuracy_score(np.ravel(all_y_data[sort][kind]), winner)))
# print('Log Loss: %s' % (log_loss(np.ravel(all_y_data[sort][kind]), preds)))
model_outcome['idx'] = list(all_x_data[sort][kind][
model_details['features']].index)
model_outcome['%s_%s_prediction' %
(kind, model_name)] = winner
model_outcome['%s_%s_confidence' %
(kind, model_name)] = confidence
model_outcome = model_outcome.set_index('idx')
outcomes = outcomes.join(model_outcome, how='inner')
print('Finished %s' % (kind))
print('Finished %s' % (sort))
outcomes.to_csv(os.path.join(output_folder, '%s_results.csv' % (sort)))
opponent_data *= -1
opponent_data = opponent_data.rename(
columns={i: '-' + i
for i in list(opponent_data)})
data = opponent_data.join(team_data)
data = data.join(y_data, how='inner')
data = data.replace([np.inf, -np.inf], np.nan)
data = data.replace('NULL', np.nan)
data = data.dropna(how='any')
return data
raw_x = raw_data()
x_score = pull_data.score(update_dbs.mysql_client())
y_wl = pull_data.pull_wl(update_dbs.mysql_client())
x_ou = pull_data.ou_preds(update_dbs.mysql_client())
y_ou = pull_data.ou_wl(update_dbs.mysql_client())
y_line = pull_data.line_wl(update_dbs.mysql_client())
x_line = pull_data.line_preds(update_dbs.mysql_client())
all_x_data = {
'winner': {
'+pts': x_score.join(y_wl, how='inner'),
'raw': raw_x.join(y_wl, how='inner'),
},
'line': {
'+pts': x_score.join(y_line, how='inner').join(x_line, how='inner'),
'raw': raw_x.join(y_line, how='inner').join(x_line, how='inner'),
},
'ou': {
'+pts': x_score.join(y_ou, how='inner').join(x_ou, how='inner'),
def save():
train_index = pull_data.pull_train_index(update_dbs.mysql_client())
random.seed(86)
random.shuffle(train_index)
def hfa_patch(x, cnx):
print('Running HFA Patch')
keep_stats = []
patch_stats = []
for stat in list(x):
try:
stat.split('_HAspread_')[1]
patch_stats.append(stat)
except IndexError:
keep_stats.append(stat)
patch_data = x[patch_stats]
keep_data = x[keep_stats]
cursor = cnx.cursor()
query = 'Select oddsdate, favorite, underdog, homeaway from oddsdata;'
cursor.execute(query)
patch = pd.DataFrame(cursor.fetchall(),
columns=['date', 't1', 't2', 'location'])
cursor.close()
loc_adj = {}
for d, t1, t2, l in np.array(patch):
if l == 0:
loc_adj[str(d) + t1.replace(' ', '_')] = 1
loc_adj[str(d) + t2.replace(' ', '_')] = -1
else:
loc_adj[str(d) + t1.replace(' ', '_')] = -1
loc_adj[str(d) + t2.replace(' ', '_')] = 1
patch = None
patch_data = patch_data.join(pd.DataFrame.from_dict(
list(loc_adj.items())).set_index(0),
how='left')
away_data = patch_data[patch_data[1] == -1]
away_data *= -1
home_data = patch_data[patch_data[1] == 1]
patch_data = home_data.append(away_data)
del patch_data[1]
x = patch_data.join(keep_data)
print('Completed HFA Patch')
return x
def raw_data():
def_data = pull_data.pull_model_features('pts_scored',
'defensive_stats',
update_dbs.mongodb_client)
def_data = hfa_patch(def_data, update_dbs.mysql_client())
off_data = pull_data.pull_model_features('pts_scored',
'offensive_stats',
update_dbs.mongodb_client)
off_feats = [i for i in list(off_data) if i not in list(def_data)]
off_data = off_data[off_feats]
off_data = hfa_patch(off_data, update_dbs.mysql_client())
poss_data = pull_data.pull_model_features('pts_scored', 'possessions',
update_dbs.mongodb_client)
poss_data = hfa_patch(poss_data, update_dbs.mysql_client())
tar_data = pull_data.pull_model_features('pts_scored', 'target',
update_dbs.mongodb_client)
tar_data = hfa_patch(tar_data, update_dbs.mysql_client())
x_data = def_data.join(off_data, how='inner')
x_data = x_data.join(poss_data, how='inner')
x_data = x_data.join(tar_data, how='inner')
train_index = pull_data.pull_train_index(update_dbs.mysql_client())
x_data = x_data.loc[x_data.index.isin(train_index)]
y_data = pull_data.pull_pts('offensive', update_dbs.mysql_client())
team_data = x_data.join(y_data, how='inner')[list(x_data)]
def_data = None
off_data = None
poss_data = None
tar_data = None
def_data = pull_data.pull_model_features('pts_allowed',
'defensive_stats',
update_dbs.mongodb_client)
def_data = hfa_patch(def_data, update_dbs.mysql_client())
off_data = pull_data.pull_model_features('pts_allowed',
'offensive_stats',
update_dbs.mongodb_client)
off_feats = [i for i in list(off_data) if i not in list(def_data)]
off_data = off_data[off_feats]
off_data = hfa_patch(off_data, update_dbs.mysql_client())
poss_data = pull_data.pull_model_features('pts_allowed', 'possessions',
update_dbs.mongodb_client)
poss_data = hfa_patch(poss_data, update_dbs.mysql_client())
tar_data = pull_data.pull_model_features('pts_allowed', 'target',
update_dbs.mongodb_client)
tar_data = hfa_patch(tar_data, update_dbs.mysql_client())
x_data = def_data.join(off_data, how='inner')
x_data = x_data.join(poss_data, how='inner')
opponent_data = x_data.join(tar_data, how='inner')
def_data = None
off_data = None
poss_data = None
tar_data = None
cnx = update_dbs.mysql_client()
cursor = cnx.cursor()
query = 'SELECT * from gamedata;'
cursor.execute(query)
switch = pd.DataFrame(
cursor.fetchall(),
columns=['teamname', 'date', 'opponent', 'location'])
idx_switch = {}
for t, d, o, l in np.array(switch):
idx_switch[str(d) +
t.replace(' ', '_')] = str(d) + o.replace(' ', '_')
idx = []
for idxx in opponent_data.index:
idx.append(idx_switch[idxx])
opponent_data['idx'] = idx
opponent_data = opponent_data.set_index('idx')
opponent_data *= -1
opponent_data = opponent_data.rename(
columns={i: '-' + i
for i in list(opponent_data)})
data = opponent_data.join(team_data)
data = data.join(y_data, how='inner')
data = data.replace([np.inf, -np.inf], np.nan)
data = data.replace('NULL', np.nan)
data = data.dropna(how='any')
return data
raw_x = raw_data()
x_score = pull_data.score(update_dbs.mysql_client())
y_wl = pull_data.pull_wl(update_dbs.mysql_client())
x_ou = pull_data.ou_preds(update_dbs.mysql_client())
y_ou = pull_data.ou_wl(update_dbs.mysql_client())
y_line = pull_data.line_wl(update_dbs.mysql_client())
x_line = pull_data.line_preds(update_dbs.mysql_client())
all_x_data = {
'winner': {
'+pts': x_score.join(y_wl, how='inner'),
'raw': raw_x.join(y_wl, how='inner'),
},
'line': {
'+pts': x_score.join(y_line, how='inner').join(x_line,
how='inner'),
'raw': raw_x.join(y_line, how='inner').join(x_line, how='inner'),
},
'ou': {
'+pts': x_score.join(y_ou, how='inner').join(x_ou, how='inner'),
'raw': raw_x.join(y_ou, how='inner').join(x_ou, how='inner'),
},
}
all_y_data = {
'winner': {
'+pts': x_score.join(y_wl, how='inner')['outcome'],
'raw': raw_x.join(y_wl, how='inner')['outcome'],
},
'line': {
'+pts':
x_score.join(y_line, how='inner').join(x_line,
how='inner')['line'],
'raw':
raw_x.join(y_line, how='inner').join(x_line, how='inner')['line'],
},
'ou': {
'+pts': x_score.join(y_ou, how='inner').join(x_ou,
how='inner')['ou'],
'raw': raw_x.join(y_ou, how='inner').join(x_ou, how='inner')['ou'],
},
}
raw_x = None
x_score = None
y_wl = None
x_ou = None
y_ou = None
y_line = None
x_line = None
random.seed(86)
for sort in ['ou', 'winner', 'line']:
print('... starting %s' % (sort))
for kind in ['raw', '+pts']:
print('... starting %s' % (kind))
for model_name, model_details in saved_models.stored_models[sort][
kind].items():
if model_name == 'keras':
continue
if not os.path.isfile(
os.path.join(
model_storage, '%s_%s_%s_model.pkl' %
(sort, kind, model_name))):
print('...storing %s' % (model_name))
model = model_details['model']
scale = model_details['scale']
scale.fit(
all_x_data[sort][kind][model_details['features']])
joblib.dump(
scale,
os.path.join(
model_storage,
'%s_%s_%s_scaler.pkl' % (sort, kind, model_name)))
model.fit(
scale.transform(
all_x_data[sort][kind][model_details['features']]),
np.ravel(all_y_data[sort][kind]))
joblib.dump(
model,
os.path.join(
model_storage,
'%s_%s_%s_model.pkl' % (sort, kind, model_name)))
print('Stored %s' % (model_name))
print('Finished %s' % (kind))
print('Finished %s' % (sort))