hkjc 0.1.0__tar.gz

hkjc-0.1.0/.pypirc

@@ -0,0 +1,3 @@
+[pypi]
+  username = __token__
+  password = pypi-AgEIcHlwaS5vcmcCJGE5YmQ1Yzk5LTc1ZWItNGY3ZC05NTI4LTVhYmI3NTM4ODJiMAACKlszLCIzYTBjMDk5Mi0wOWMwLTQyM2MtYmJlNy1iNzQ0Nzg0OTI0NDAiXQAABiAEoMJ9FkQWPptAjnP6UqkrcCuHfhKamypJ6H3jMiv5Eg

hkjc-0.1.0/.python-version

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+3.11

hkjc-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: hkjc
+Version: 0.1.0
+Summary: Library for scrapping HKJC data and perform basic analysis
+Requires-Python: >=3.11
+Requires-Dist: cachetools>=6.2.0
+Requires-Dist: numpy>=2.3.3
+Requires-Dist: polars>=1.33.1
+Requires-Dist: requests>=2.32.5
+Requires-Dist: scipy>=1.16.2
+Requires-Dist: tqdm>=4.67.1

hkjc-0.1.0/pyproject.toml

@@ -0,0 +1,18 @@
+[project]
+name = "hkjc"
+version = "0.1.0"
+description = "Library for scrapping HKJC data and perform basic analysis"
+readme = "README.md"
+requires-python = ">=3.11"
+dependencies = [
+    "cachetools>=6.2.0",
+    "numpy>=2.3.3",
+    "polars>=1.33.1",
+    "requests>=2.32.5",
+    "scipy>=1.16.2",
+    "tqdm>=4.67.1",
+]
+
+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"

hkjc-0.1.0/src/hkjc/__init__.py

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+"""Top-level package for hkjc tools.
+
+This module re-exports commonly used symbols from the submodules.
+"""
+from importlib.metadata import version as _version
+
+__all__ = ["live_odds", "qpbanker",
+		    "generate_all_qp_trades", "generate_pareto_qp_trades"]
+
+try:
+	__version__ = _version(__name__)
+except Exception:  # pragma: no cover - best-effort version resolution
+	__version__ = "0.0.0"
+
+from .live_odds import live_odds
+from .processing import generate_all_qp_trades, generate_pareto_qp_trades

hkjc-0.1.0/src/hkjc/live_odds.py

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+"""Functions to fetch and process data from HKJC
+"""
+from __future__ import annotations
+from typing import Tuple, List
+
+import requests
+from cachetools.func import ttl_cache
+import numpy as np
+from datetime import datetime as dt
+
+ENDPOINT = "https://info.cld.hkjc.com/graphql/base/"
+
+LIVEODDS_PAYLOAD = {
+    "operationName": "racing",
+    "variables": {"date": None, "venueCode": None, "raceNo": None, "oddsTypes": None},
+    "query": """
+query racing($date: String, $venueCode: String, $oddsTypes: [OddsType], $raceNo: Int) {
+    raceMeetings(date: $date, venueCode: $venueCode) {
+        pmPools(oddsTypes: $oddsTypes, raceNo: $raceNo) {
+            id
+            status
+            sellStatus
+            oddsType
+            lastUpdateTime
+            guarantee
+            minTicketCost
+            name_en
+            name_ch
+            leg {
+                number
+                races
+            }
+            cWinSelections {
+                composite
+                name_ch
+                name_en
+                starters
+            }
+            oddsNodes {
+                combString
+                oddsValue
+                hotFavourite
+                oddsDropValue
+                bankerOdds {
+                    combString
+                    oddsValue
+                }
+            }
+        }
+    }
+}""",
+}
+
+
+@ttl_cache(maxsize=12, ttl=30)
+def _fetch_live_odds(date: str, venue_code: str, race_number: int, odds_type: Tuple[str] = ('PLA', 'QPL')) -> Tuple[dict]:
+    """Fetch live odds data from HKJC GraphQL endpoint."""
+    payload = LIVEODDS_PAYLOAD.copy()
+    payload["variables"] = payload["variables"].copy()
+    payload["variables"]["date"] = date
+    payload["variables"]["venueCode"] = venue_code
+    payload["variables"]["raceNo"] = race_number
+    payload["variables"]["oddsTypes"] = odds_type
+
+    headers = {
+        "Origin": "https://bet.hkjc.com",
+        "Referer": "https://bet.hkjc.com",
+        "Content-Type": "application/json",
+        "Accept": "application/json",
+        "User-Agent": "python-hkjc-fetch/0.1",
+    }
+
+    r = requests.post(ENDPOINT, json=payload, headers=headers, timeout=10)
+    if r.status_code != 200:
+        raise RuntimeError(f"Request failed: {r.status_code} - {r.text}")
+
+    meetings = r.json().get("data", {}).get("raceMeetings", [])
+
+    return [
+        {"HorseID": node["combString"], "Type": pool.get(
+            "oddsType"), "Odds": float(node["oddsValue"])}
+        for meeting in meetings
+        for pool in meeting.get("pmPools", [])
+        for node in pool.get("oddsNodes", [])
+    ]
+
+
+def live_odds(date: str, venue_code: str, race_number: int, odds_type: List[str] = ['PLA', 'QPL']) -> dict:
+    """Fetch live odds as numpy arrays.
+
+    Args:
+        date (str): Date in 'YYYY-MM-DD' format.
+        venue_code (str): Venue code, e.g., 'ST' for Shatin, 'HV' for Happy Valley.
+        race_number (int): Race number.
+        odds_type (List[str]): Types of odds to fetch. Default is ['PLA', 'QPL']. Currently the following types are supported:
+            - 'WIN': Win odds
+            - 'PLA': Place odds
+            - 'QIN': Quinella odds
+            - 'QPL': Quinella Place odds
+
+    Returns:
+        dict: Dictionary with keys as odds types and values as numpy arrays containing the odds.
+            If odds_type is 'WIN','PLA', returns a 1D array of place odds.
+            If odds_type is 'QIN','QPL', returns a 2D array of quinella place odds. 
+    """
+    # validate date format
+    try:
+        dt.strptime(date, "%Y-%m-%d")
+    except Exception:
+        raise ValueError("Date must be in 'YYYY-MM-DD' format")
+
+    data = _fetch_live_odds(date, venue_code, race_number,
+                            odds_type=tuple(set(['PLA']+odds_type)))  # ensure PLA is always fetched
+
+    # use place odds to determine number of horses
+    pla_data = [entry for entry in data if entry["Type"] == "PLA"]
+    N = len(pla_data)
+
+    odds = {'WIN': np.full(N, np.nan, dtype=float),
+            'PLA': np.full(N, np.nan, dtype=float),
+            'QIN': np.full((N, N), np.nan, dtype=float),
+            'QPL': np.full((N, N), np.nan, dtype=float)}
+
+    for entry in data:
+        if entry["Type"] in ["QIN", "QPL"]:
+            horse_ids = list(map(int, entry["HorseID"].split(",")))
+            odds[entry["Type"]][horse_ids[0] - 1, horse_ids[1] - 1] = entry["Odds"]
+            odds[entry["Type"]][horse_ids[1] - 1, horse_ids[0] - 1] = entry["Odds"]
+        elif entry["Type"] in ["PLA","WIN"]:
+            odds[entry["Type"]][int(entry["HorseID"]) - 1] = entry["Odds"]
+
+    return {t: odds[t] for t in odds_type}

hkjc-0.1.0/src/hkjc/odds_fitting.py

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+## TODO: implement odds filtering

hkjc-0.1.0/src/hkjc/optimization.py

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+import polars as pl
+from typing import List, Union
+
+def _pareto_filter(
+    df: pl.DataFrame, 
+    groupby: List[str], 
+    by: List[str], 
+    maximize: Union[bool, List[bool]] = True
+) -> pl.DataFrame:
+    """
+    Filter dataframe to only include Pareto optimal rows within each group.
+
+    Args:
+        df: Input dataframe
+        groupby: Columns to group by (empty list for global filter)
+        by: Columns to consider for Pareto optimality
+        maximize: Whether to maximize (True) or minimize (False) each 'by' column
+    
+    Returns:
+        DataFrame containing only Pareto optimal rows
+    """
+    if df.is_empty() or not by:
+        return df
+
+    # Normalize maximize to list
+    maximize_list = [maximize] * len(by) if isinstance(maximize, bool) else maximize
+    
+    if len(maximize_list) != len(by):
+        raise ValueError(f"Length of 'maximize' ({len(maximize_list)}) must equal length of 'by' ({len(by)})")
+
+    # Single objective: simple min/max filter
+    if len(by) == 1:
+        opt_expr = pl.col(by[0]).max() if maximize_list[0] else pl.col(by[0]).min()
+        if groupby:
+            opt_expr = opt_expr.over(groupby)
+        return df.filter(pl.col(by[0]) == opt_expr)
+
+    # Two objectives: efficient skyline algorithm
+    if len(by) == 2:
+        temp_cols = ["__obj_0", "__obj_1"]
+        
+        # Transform to maximization problem
+        df_temp = df.with_columns([
+            (pl.col(by[i]) * (1 if maximize_list[i] else -1)).alias(temp_cols[i])
+            for i in range(2)
+        ])
+        
+        # Sort by first objective descending, then second descending (for stability)
+        groupby = groupby or []
+        sort_cols = (groupby if groupby else []) + temp_cols
+        sorted_df = df_temp.sort(sort_cols, descending=[False] * len(groupby) + [True, True])
+        
+        # Keep rows where second objective is not dominated by any previous row in group
+        if groupby:
+            max_so_far = pl.col(temp_cols[1]).cum_max().shift(1, fill_value=float("-inf")).over(groupby)
+        else:
+            max_so_far = pl.col(temp_cols[1]).cum_max().shift(1, fill_value=float("-inf"))
+        
+        mask = pl.col(temp_cols[1]) > max_so_far
+        return sorted_df.filter(mask).drop(temp_cols)
+
+    # N objectives (N > 2): pairwise dominance check
+    df_with_id = df.with_row_index("__id")
+    
+    # Self-join to compare all pairs
+    left = df_with_id.lazy()
+    right = df_with_id.lazy()
+    
+    if groupby:
+        pairs = left.join(right, on=groupby, suffix="_r")
+    else:
+        pairs = left.join(right, how="cross", suffix="_r")
+    
+    # Only compare different rows
+    pairs = pairs.filter(pl.col("__id") != pl.col("__id_r"))
+    
+    # Build dominance conditions
+    dominance_conditions = []
+    for col, is_max in zip(by, maximize_list):
+        if is_max:
+            # right dominates left if right[col] >= left[col] for all cols
+            dominance_conditions.append(pl.col(f"{col}_r") >= pl.col(col))
+        else:
+            dominance_conditions.append(pl.col(f"{col}_r") <= pl.col(col))
+    
+    # Strict dominance: all >= and at least one >
+    strict_conditions = []
+    for col, is_max in zip(by, maximize_list):
+        if is_max:
+            strict_conditions.append(pl.col(f"{col}_r") > pl.col(col))
+        else:
+            strict_conditions.append(pl.col(f"{col}_r") < pl.col(col))
+    
+    is_dominated = pl.all_horizontal(dominance_conditions) & pl.any_horizontal(strict_conditions)
+    
+    # Find IDs of dominated rows
+    dominated_ids = (
+        pairs.filter(is_dominated)
+        .select("__id")
+        .unique()
+        .collect()
+        .get_column("__id")
+    )
+    
+    # Return non-dominated rows
+    return df_with_id.filter(~pl.col("__id").is_in(dominated_ids)).drop("__id")

hkjc-0.1.0/src/hkjc/processing.py

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+"""Functions to batch process trades into dataframes for analysis.
+"""
+from __future__ import annotations
+from typing import Tuple, List
+
+from .live_odds import live_odds
+from .qpbanker import win_probability, expected_value, average_odds
+from .optimization import _pareto_filter
+
+import polars as pl
+import numpy as np
+from itertools import combinations
+from tqdm import tqdm
+
+
+def _all_subsets(lst): return [list(x) for r in range(
+    1, len(lst)+1) for x in combinations(lst, r)]  # list subsets of a list
+
+
+def _process_single_qp_trade(banker: int, covered: List[int], odds_pla: List[float], odds_qpl: List[float], rebate: float) -> Tuple[int, List, float, float]:
+    """Process a single qp trade.
+    """
+    win_prob = win_probability(odds_pla, banker, covered)
+    exp_value = expected_value(odds_pla, odds_qpl, banker, covered, rebate)
+    ave_odds = average_odds(odds_qpl, banker, covered)
+    return (banker, covered, win_prob, exp_value, ave_odds)
+
+
+def generate_all_qp_trades(date: str, venue_code: str, race_number: int, rebate: float = 0.12) -> pl.DataFrame:
+    """Generate all possible qp tickets for the specified race.
+
+    Args:
+        date (str): Date in 'YYYY-MM-DD' format.
+        venue_code (str): Venue code, e.g., 'ST' for Shatin, 'HV' for Happy Valley.
+        race_number (int): Race number.
+        rebate (float, optional): The rebate percentage. Defaults to 0.12.
+
+    Returns:
+        pl.DataFrame: DataFrame with all possible trades and their metrics.
+    """
+    odds = live_odds(date, venue_code, race_number, odds_type=['PLA', 'QPL'])
+    N = len(odds['PLA'])
+    candidates = np.arange(1, N+1)
+
+    results = [_process_single_qp_trade(banker, covered, odds['PLA'], odds['QPL'], rebate)
+               for banker in tqdm(candidates, desc="Processing bankers")
+               for covered in _all_subsets(candidates[candidates != banker])]
+
+    df = (pl.DataFrame(results, schema=['Banker', 'Covered', 'WinProb', 'ExpValue', 'AvgOdds'])
+          .with_columns(pl.col('Covered').list.len().alias('NumCovered')))
+
+    return df
+
+
+def generate_pareto_qp_trades(date: str, venue_code: str, race_number: int, rebate: float = 0.12, groupby: List[str] = []) -> pl.DataFrame:
+    """Generate qp tickets that are Pareto optimal for the specified race.
+
+    Args:
+        date (str): Date in 'YYYY-MM-DD' format.
+        venue_code (str): Venue code, e.g., 'ST' for Shatin, 'HV' for Happy Valley.
+        race_number (int): Race number.
+        rebate (float, optional): The rebate percentage. Defaults to 0.12.
+        groupby (List[str], optional): Columns to group by when determining Pareto optimality. Defaults to [] (global optimal).
+
+    Returns:
+        pl.DataFrame: DataFrame with all Pareto trades and their metrics.
+    """
+    df = generate_all_qp_trades(date, venue_code, race_number, rebate)
+    pareto_df = _pareto_filter(df, groupby=groupby, by=[
+                               'WinProb', 'ExpValue'], maximize=True)
+    return pareto_df

hkjc-0.1.0/src/hkjc/qpbanker.py

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+"""Functions to perform probability and expectation calculations for the QP Banker strategy.
+"""
+from __future__ import annotations
+
+from typing import List
+import numpy as np
+
+def _pla_odds_partition(pla_odds: np.ndarray, banker: int, covered: List[int]) -> tuple[float, float, float]:
+    """Partition the place odds into banker, covered and eliminated sets.
+
+    Args:
+        pla_odds (np.ndarray): An array of place odds for the horses (0-indexed).
+        banker (int): The horse number of the banker (1-indexed).
+        covered (List[int]): A list of horse numbers in the cover set (1-indexed).
+
+    Returns:
+        tuple[float, float, float]: A tuple containing the probabilities of the banker,
+                                    covered set and eliminated set.
+    """
+    p_banker = 1 / pla_odds[banker - 1]
+    Z_covered = sum([1/pla_odds[c-1] for c in covered])
+    Z_total = (1/pla_odds).sum()
+    Z_elim = Z_total - p_banker - Z_covered
+
+    return p_banker, Z_covered, Z_elim
+
+def _double_win_probability(pla_odds: np.ndarray, banker: int, covered: List[int]) -> float:
+    """Calculate the probability of winning a two tickets in the QPBanker strategy.
+    See overleaf document for derivation.
+
+    Args:
+        pla_odds (np.ndarray): An array of place odds for the horses (0-indexed).
+        banker (int): The horse number of the banker (1-indexed).
+        covered (List[int]): A list of horse numbers in the cover set (1-indexed).
+
+    Returns:
+        float: probability
+    """
+    p_banker, Z_covered, Z_elim = _pla_odds_partition(pla_odds, banker, covered)
+    Z_total = p_banker + Z_covered + Z_elim
+
+    return 3*p_banker*Z_covered**2 / Z_total**3
+
+
+def _single_win_probability(pla_odds: np.ndarray, banker: int, covered: List[int]) -> float:
+    """Calculate the probability of winning a single ticket in the QPBanker strategy.
+    See overleaf document for derivation.
+
+    Args:
+        pla_odds (np.ndarray): An array of place odds for the horses (0-indexed).
+        banker (int): The horse number of the banker (1-indexed).
+        covered (List[int]): A list of horse numbers in the cover set (1-indexed).
+
+    Returns:
+        float: probability
+    """
+    p_banker, Z_covered, Z_elim = _pla_odds_partition(pla_odds, banker, covered)
+    Z_total = p_banker + Z_covered + Z_elim
+
+    return 6*p_banker*Z_covered*Z_elim / Z_total**3
+
+
+def win_probability(pla_odds: np.ndarray, banker: int, covered: List[int]) -> float:
+    """Calculate the probability of winning at least one ticket in the QPBanker strategy.
+
+    Args:
+        pla_odds (np.ndarray): An array of place odds for the horses (0-indexed).
+        banker (int): The horse number of the banker (1-indexed).
+        covered (List[int]): A list of horse numbers in the cover set (1-indexed).
+
+    Returns:
+        float: probability
+    """
+    p_double = _double_win_probability(pla_odds, banker, covered)
+    p_single = _single_win_probability(pla_odds, banker, covered)
+
+    return p_double + p_single
+
+
+def expected_value(pla_odds: np.ndarray, qpl_odds: np.ndarray, banker: int, covered: List[int], rebate: float = 0.12) -> float:
+    """Calculate the expected value (per dollar) of the QPBanker strategy using constant stake.
+
+    Args:
+        pla_odds (np.ndarray): An array of place odds for the horses (0-indexed).
+        qpl_odds (np.ndarray): An array of quinella place odds for the horses (0-indexed).
+        banker (int): The horse number of the banker (1-indexed).
+        covered (List[int]): A list of horse numbers in the cover set (1-indexed).
+        rebate (float, optional): The rebate percentage. Defaults to 0.12.
+    
+    Returns:
+            float: expected value per dollar staked
+    """
+    p_banker, Z_covered, Z_elim = _pla_odds_partition(pla_odds, banker, covered)
+    Z_total = p_banker + Z_covered + Z_elim
+    pla_prob = 1/pla_odds
+
+    P_dbl = _double_win_probability(pla_odds, banker, covered)
+    P_single = _single_win_probability(pla_odds, banker, covered)
+    C = len(covered)
+
+    BigSum = sum([qpl_odds[banker-1][c-1]*pla_prob[c-1]*(Z_covered-pla_prob[c-1]+Z_elim) for c in covered])
+    EV = 6*p_banker*BigSum / Z_total**3 - (1-rebate)*C - rebate*(2*P_dbl + P_single)
+
+    return EV / C
+
+def average_odds(qpl_odds: np.ndarray, banker: int, covered: List[int]) -> float:
+    """Calculate the (harmonic) average odds across the covered set.
+
+    Args:
+        qpl_odds (np.ndarray): An array of quinella place odds for the horses (0-indexed).
+        banker (int): The horse number of the banker (1-indexed).
+        covered (List[int]): A list of horse numbers in the cover set (1-indexed).
+        
+    Returns:
+            float: average odds
+    """
+    C = len(covered)
+    avg_odds = C / sum([1/qpl_odds[banker-1][c-1] for c in covered])
+    return avg_odds

hkjc-0.1.0/uv.lock

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