hkjc 0.3.23__py3-none-any.whl → 0.4.0__py3-none-any.whl

hkjc/processing.py

@@ -113,20 +113,11 @@ def generate_all_qp_trades(date: str, venue_code: str, race_number: int, rebate:
     candidates = np.arange(1, N+1)
 
     if fit_harville:
-        fit_res = fit_harville_to_odds(
-            W_obs=odds['WIN'],
-            Qin_obs=odds['QIN'],
-            Q_obs=odds['QPL'],
-            b_obs=odds['PLA']
-        )
+        fit_res = fit_harville_to_odds(odds)
         if fit_res['success']:
-            odds['PLA'] = np.nan_to_num(1/fit_res['b_fitted'], posinf=0)
-            odds['QPL'] = np.nan_to_num(1/fit_res['Q_fitted'], posinf=0)
-            odds['WIN'] = np.nan_to_num(1/fit_res['W_fitted'], posinf=0)
-            odds['QIN'] = np.nan_to_num(1/fit_res['Qin_fitted'], posinf=0)
+            odds = fit_res['odds_fit']
         else:
-            print(
-                f"[WARNING] Harville model fitting failed: {fit_res.get('message','')}")
+            print(f"[WARNING] Harville model fitting failed: {fit_res.get('message','')}")
 
     results = [_process_single_qp_trade(banker, covered, odds['PLA'], odds['QPL'], rebate)
                for banker in tqdm(candidates, desc="Processing bankers")
@@ -148,7 +139,8 @@ def _process_single_pla_trade(covered: List[int], pla_odds: np.ndarray, p_matrix
 
 
 def generate_all_pla_trades(date: str, venue_code: str, race_number: int, rebate: float = 0.1) -> pl.DataFrame:
-    """Generate all possible place-only tickets for the specified race.
+    """Generate all possible place-only tickets for the specified race. 
+    We try to arbitrage the disagreement between market place odds and filtered odds.
 
     Args:
         date (str): Date in 'YYYY-MM-DD' format.
@@ -167,15 +159,10 @@ def generate_all_pla_trades(date: str, venue_code: str, race_number: int, rebate
 
     fit_res = fit_harville_to_odds(odds)
 
-    if fit_res['success']:
-        odds['PLA'] = np.nan_to_num(1/fit_res['b_fitted'], posinf=0)
-        odds['QPL'] = np.nan_to_num(1/fit_res['Q_fitted'], posinf=0)
-        odds['WIN'] = np.nan_to_num(1/fit_res['W_fitted'], posinf=0)
-        odds['QIN'] = np.nan_to_num(1/fit_res['Qin_fitted'], posinf=0)
-    else:
+    if not fit_res['success']:
         raise RuntimeError(
             f"[ERROR] Harville model fitting failed: {fit_res.get('message','')}")
-    p_matrix = fit_res['P_fitted']
+    p_matrix = fit_res['prob_fit']['P']
 
     results = [_process_single_pla_trade(covered, odds['PLA'], p_matrix, rebate)
                for covered in _all_subsets(candidates)]

{hkjc-0.3.23.dist-info → hkjc-0.4.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hkjc
-Version: 0.3.23
+Version: 0.4.0
 Summary: Library for scrapping HKJC data and perform basic analysis
 Requires-Python: >=3.11
 Requires-Dist: beautifulsoup4>=4.14.2
@@ -12,4 +12,5 @@ Requires-Dist: numpy>=2.3.3
 Requires-Dist: polars>=1.33.1
 Requires-Dist: pyarrow>=21.0.0
 Requires-Dist: requests>=2.32.5
+Requires-Dist: scipy>=1.16.2
 Requires-Dist: tqdm>=4.67.1

{hkjc-0.3.23.dist-info → hkjc-0.4.0.dist-info}/RECORD

@@ -3,12 +3,12 @@ hkjc/features.py,sha256=LicwtKBpMzpz_dSX9bjoCLLaRUu8oeZo1AloTe7v7sI,298
 hkjc/harville_model.py,sha256=WSA_1EcNOHKGraP6WVHJ3FXZPGrDrjKhJc_q70KKx80,20188
 hkjc/historical.py,sha256=88z3DiWuj1L0sJw5EXnEkg4L_xx7-UH6UI6x9duDMvI,8380
 hkjc/live.py,sha256=DgCjqd-QHdUk2ReSQoxIcUhcChCqtUG60p8r-iHnk-k,10958
-hkjc/processing.py,sha256=hQnHxl6HYlFOeSLSOCVsemgTKcwt9_tYUQI-itpvjUg,7188
+hkjc/processing.py,sha256=xOiNW36bKCYV-WY1XKvnG5-xClLBX7sUaAqBON3Qzyc,6594
 hkjc/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 hkjc/speedpro.py,sha256=Y2Z3GYGeePc4sM-ZnCHXCI1N7L-_j9nrMqS3CC5BBSo,2031
 hkjc/utils.py,sha256=uAiFmy5NXsADUiD1-MCPgs1hs4N3e7tVYtSREkxwKSQ,6425
 hkjc/strategy/place_only.py,sha256=lHPjTSj8PzghxncNBg8FI4T4HJigekB9a3bV7l7VtPA,2079
 hkjc/strategy/qpbanker.py,sha256=MQxjwsfhllKZroKS8w8Q3bi3HMjGc1DAyBIjNZAp3yQ,4805
-hkjc-0.3.23.dist-info/METADATA,sha256=_BEaF2r7sXrq2lhdFj-qunHEKL4koB8-vJtbDs0ZeVw,451
-hkjc-0.3.23.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hkjc-0.3.23.dist-info/RECORD,,
+hkjc-0.4.0.dist-info/METADATA,sha256=0IqDjr-M_iktjvE3tYnjELEdWFP4cprR0C8dRv9ZaJ8,479
+hkjc-0.4.0.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hkjc-0.4.0.dist-info/RECORD,,