Player_attribute_experiments_one_vs_rest.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "from sklearn.model_selection import cross_val_score\n",
    "from sklearn.metrics import confusion_matrix\n",
    "\n",
    "from features.data_provider import feature_columns, player_features, other_features\n",
    "from notebook_helpers import run_one_vs_rest_for_features, iterate_simulations"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "filename = \"onevsrest_report.txt\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "#### WC 2018\n",
    "tournament_template_file = 'data/original/wc_2018_games_real.csv'\n",
    "bet_file = 'data/original/wc_2018_bets.csv'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(4739, 36)\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "AVG Accuracy:  0.578125 0.0\n",
      "AVG Unit profit:  1.0765625 0.0\n",
      "AVG Kelly profit:  1.12131402225 0.0557941385671\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    }
   ],
   "source": [
    "acc, unit, kelly = iterate_simulations(all_features, tournament_template_file, bet_file, run_one_vs_rest_for_features)\n",
    "write_report(acc, unit, kelly, \"WC2018_allfeatures\", filename)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(4739, 6)\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "AVG Accuracy:  0.5296875 0.00841432001115\n",
      "AVG Unit profit:  0.993328125 0.0210810204646\n",
      "AVG Kelly profit:  0.59275882997 0.0302914684735\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    }
   ],
   "source": [
    "acc, unit, kelly = iterate_simulations(other_features, tournament_template_file, bet_file, run_one_vs_rest_for_features)\n",
    "write_report(acc, unit, kelly, \"WC2018_otherfeatures\", filename)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(4739, 30)\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "AVG Accuracy:  0.609375 0.0\n",
      "AVG Unit profit:  1.19953125 0.0\n",
      "AVG Kelly profit:  1.62338820854 0.0785492622399\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    }
   ],
   "source": [
    "acc, unit, kelly = iterate_simulations(player_features, tournament_template_file, bet_file, run_one_vs_rest_for_features)\n",
    "write_report(acc, unit, kelly, \"WC2018_playerfeatures\", filename)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [],
   "source": [
    "#### WC 2014\n",
    "tournament_template_file = 'data/original/wc_2014_games_real.csv'\n",
    "bet_file = 'data/original/wc_2014_bets.csv'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(2917, 36)\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "AVG Accuracy:  0.59375 0.0\n",
      "AVG Unit profit:  1.1040625 2.22044604925e-16\n",
      "AVG Kelly profit:  1.26515408594 0.0569377290867\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    }
   ],
   "source": [
    "acc, unit, kelly = iterate_simulations(all_features, tournament_template_file, bet_file, \n",
    "                                       run_one_vs_rest_for_features, filter_start=\"2014-06-12\")\n",
    "write_report(acc, unit, kelly, \"WC2014_allfeatures\", filename)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(2917, 6)\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "AVG Accuracy:  0.5890625 0.010004881621\n",
      "AVG Unit profit:  1.110578125 0.0310073430378\n",
      "AVG Kelly profit:  1.37848708322 0.0736357224299\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    }
   ],
   "source": [
    "acc, unit, kelly = iterate_simulations(other_features, tournament_template_file, bet_file, \n",
    "                                       run_one_vs_rest_for_features, filter_start=\"2014-06-12\")\n",
    "write_report(acc, unit, kelly, \"WC2014_otherfeatures\", filename)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(2917, 30)\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "AVG Accuracy:  0.6015625 0.0078125\n",
      "AVG Unit profit:  1.13140625 0.0243955242117\n",
      "AVG Kelly profit:  1.13984331337 0.0148545428905\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    }
   ],
   "source": [
    "acc, unit, kelly = iterate_simulations(player_features, tournament_template_file, bet_file, \n",
    "                                       run_one_vs_rest_for_features, filter_start=\"2014-06-12\")\n",
    "write_report(acc, unit, kelly, \"WC2014_playerfeatures\", filename)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [],
   "source": [
    "#### WC 2010\n",
    "tournament_template_file = 'data/original/wc_2010_games_real.csv'\n",
    "bet_file = 'data/original/wc_2010_bets.csv'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(1198, 36)\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "AVG Accuracy:  0.5625 0.0\n",
      "AVG Unit profit:  1.06828125 0.0\n",
      "AVG Kelly profit:  1.08271545305 0.0290537809537\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    }
   ],
   "source": [
    "acc, unit, kelly = iterate_simulations(all_features, tournament_template_file, bet_file, \n",
    "                                       run_one_vs_rest_for_features, filter_start=\"2010-06-11\")\n",
    "write_report(acc, unit, kelly, \"WC2010_allfeatures\", filename)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(1198, 6)\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "AVG Accuracy:  0.565625 0.00625\n",
      "AVG Unit profit:  1.0904375 0.019625\n",
      "AVG Kelly profit:  1.66718299752 0.160572481687\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    }
   ],
   "source": [
    "acc, unit, kelly = iterate_simulations(all_features, tournament_template_file, bet_file, \n",
    "                                       run_one_vs_rest_for_features, filter_start=\"2010-06-11\")\n",
    "write_report(acc, unit, kelly, \"WC2010_otherfeatures\", filename)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(1198, 30)\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "AVG Accuracy:  0.5390625 0.0078125\n",
      "AVG Unit profit:  1.015734375 0.0363305980341\n",
      "AVG Kelly profit:  1.05576207044 0.193651934595\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: divide by zero encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n",
      "/Users/villetoiviainen/Documents/dev/world_cup/bet/kelly_strategy.py:12: RuntimeWarning: invalid value encountered in log\n",
      "  return -(p1 * np.log(1 + o1*a - b - c) + p2 * np.log(1 + o2*b - a - c) + p3*np.log(1 + o3*c - a - b))\n"
     ]
    }
   ],
   "source": [
    "acc, unit, kelly = iterate_simulations(all_features, tournament_template_file, bet_file, \n",
    "                                       run_one_vs_rest_for_features, filter_start=\"2010-06-11\")\n",
    "write_report(acc, unit, kelly, \"WC2010_playerfeatures\", filename)"
   ]
  }
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