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"""
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Calibration Training Script
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===========================
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Trains Isotonic Regression calibration models for all betting markets.
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This script:
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1. Fetches historical match data with predictions and actual results
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2. Trains Isotonic Regression models for each market
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3. Calculates calibration metrics (Brier Score, ECE)
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4. Saves models to ai-engine/models/calibration/
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Usage:
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# Train on last 90 days of data
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python3 ai-engine/scripts/train_calibration.py
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# Train on specific date range
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python3 ai-engine/scripts/train_calibration.py --start 2026-01-01 --end 2026-02-15
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# Train only specific markets
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python3 ai-engine/scripts/train_calibration.py --markets ou25 btts ms_home
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"""
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import os
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import sys
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import json
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import argparse
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import psycopg2
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import pandas as pd
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import numpy as np
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from datetime import datetime, timedelta
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from dotenv import load_dotenv
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from typing import Dict, List, Tuple, Any, Optional
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# Setup path for ai-engine imports
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AI_ENGINE_DIR = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
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sys.path.insert(0, AI_ENGINE_DIR)
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from models.calibration import get_calibrator, SUPPORTED_MARKETS
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load_dotenv()
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# =============================================================================
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# CONFIG
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# =============================================================================
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TOP_LEAGUES_PATH = os.path.join(
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os.path.dirname(os.path.dirname(AI_ENGINE_DIR)),
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"top_leagues.json"
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)
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# Default: last 90 days
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DEFAULT_START_DATE = (datetime.utcnow() - timedelta(days=90)).strftime("%Y-%m-%d")
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DEFAULT_END_DATE = (datetime.utcnow() - timedelta(days=1)).strftime("%Y-%m-%d")
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# =============================================================================
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# DB CONNECTION
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# =============================================================================
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def get_conn():
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"""Get PostgreSQL connection."""
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db_url = os.getenv("DATABASE_URL")
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if not db_url:
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raise ValueError("DATABASE_URL not set")
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if "?schema=" in db_url:
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db_url = db_url.split("?schema=")[0]
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return psycopg2.connect(db_url)
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def load_top_league_ids() -> List[str]:
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"""Load top league IDs from JSON file."""
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if not os.path.exists(TOP_LEAGUES_PATH):
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print(f"[Warning] top_leagues.json not found at {TOP_LEAGUES_PATH}")
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return []
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with open(TOP_LEAGUES_PATH, "r") as f:
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data = json.load(f)
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# Handle both list and dict formats
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if isinstance(data, dict):
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return data.get("football", [])
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return data
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# =============================================================================
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# DATA EXTRACTION
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# =============================================================================
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def fetch_training_data(
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cur,
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start_date: str,
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end_date: str,
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league_ids: List[str] = None,
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) -> pd.DataFrame:
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"""
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Fetch match data with odds and results for calibration training.
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Returns DataFrame with columns:
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- match_id
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- home_team, away_team
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- ms_h, ms_d, ms_a (odds)
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- score_home, score_away (actual result)
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- ht_score_home, ht_score_away
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- ou25_actual, btts_actual, etc.
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"""
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start_ms = int(datetime.strptime(start_date, "%Y-%m-%d").timestamp() * 1000)
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end_ms = int(datetime.strptime(end_date, "%Y-%m-%d").timestamp() * 1000) + 86400000 # +1 day
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# Build league filter
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league_filter = ""
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params = [start_ms, end_ms]
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if league_ids:
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placeholders = ",".join(["%s"] * len(league_ids))
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league_filter = f"AND m.league_id IN ({placeholders})"
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params.extend(league_ids)
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query = f"""
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SELECT
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m.id as match_id,
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m.home_team_id,
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m.away_team_id,
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m.score_home,
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m.score_away,
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m.ht_score_home,
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m.ht_score_away,
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m.mst_utc,
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-- Odds from odd_categories/selections
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MAX(CASE WHEN oc.name = 'Maç Sonucu' AND os.name = '1' THEN os.odd_value END) as ms_h,
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MAX(CASE WHEN oc.name = 'Maç Sonucu' AND os.name = 'X' THEN os.odd_value END) as ms_d,
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MAX(CASE WHEN oc.name = 'Maç Sonucu' AND os.name = '2' THEN os.odd_value END) as ms_a,
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MAX(CASE WHEN oc.name = '2,5 Alt/Üst' AND os.name = 'Üst' THEN os.odd_value END) as ou25_over,
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MAX(CASE WHEN oc.name = '2,5 Alt/Üst' AND os.name = 'Alt' THEN os.odd_value END) as ou25_under,
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MAX(CASE WHEN oc.name = '1,5 Alt/Üst' AND os.name = 'Üst' THEN os.odd_value END) as ou15_over,
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MAX(CASE WHEN oc.name = '3,5 Alt/Üst' AND os.name = 'Üst' THEN os.odd_value END) as ou35_over,
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MAX(CASE WHEN oc.name = 'Karşılıklı Gol' AND os.name = 'Var' THEN os.odd_value END) as btts_yes,
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MAX(CASE WHEN oc.name = 'Karşılıklı Gol' AND os.name = 'Yok' THEN os.odd_value END) as btts_no
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FROM matches m
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LEFT JOIN odd_categories oc ON oc.match_id = m.id
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LEFT JOIN odd_selections os ON os.odd_category_db_id = oc.db_id
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WHERE m.mst_utc >= %s
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AND m.mst_utc < %s
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AND m.status = 'FT'
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AND m.score_home IS NOT NULL
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AND m.score_away IS NOT NULL
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{league_filter}
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GROUP BY m.id, m.home_team_id, m.away_team_id, m.score_home, m.score_away,
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m.ht_score_home, m.ht_score_away, m.mst_utc
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ORDER BY m.mst_utc DESC
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"""
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cur.execute(query, params)
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rows = cur.fetchall()
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columns = [desc[0] for desc in cur.description]
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df = pd.DataFrame(rows, columns=columns)
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print(f"[Data] Fetched {len(df)} matches from {start_date} to {end_date}")
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return df
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def calculate_actual_outcomes(df: pd.DataFrame) -> pd.DataFrame:
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"""
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Calculate actual binary outcomes for each market.
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Adds columns:
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- ms_home_actual: 1 if home won, 0 otherwise
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- ms_draw_actual: 1 if draw, 0 otherwise
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- ms_away_actual: 1 if away won, 0 otherwise
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- ou25_over_actual: 1 if total goals > 2.5, 0 otherwise
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- ou15_over_actual: 1 if total goals > 1.5, 0 otherwise
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- ou35_over_actual: 1 if total goals > 3.5, 0 otherwise
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- btts_yes_actual: 1 if both teams scored, 0 otherwise
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"""
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# Total goals
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df["total_goals"] = df["score_home"] + df["score_away"]
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df["ht_total_goals"] = df["ht_score_home"].fillna(0) + df["ht_score_away"].fillna(0)
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# Match result outcomes
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df["ms_home_actual"] = (df["score_home"] > df["score_away"]).astype(int)
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df["ms_draw_actual"] = (df["score_home"] == df["score_away"]).astype(int)
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df["ms_away_actual"] = (df["score_home"] < df["score_away"]).astype(int)
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# Over/Under outcomes
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df["ou25_over_actual"] = (df["total_goals"] > 2.5).astype(int)
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df["ou15_over_actual"] = (df["total_goals"] > 1.5).astype(int)
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df["ou35_over_actual"] = (df["total_goals"] > 3.5).astype(int)
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# BTTS outcome
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df["btts_yes_actual"] = ((df["score_home"] > 0) & (df["score_away"] > 0)).astype(int)
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# Half-Time result
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df["ht_home_actual"] = (df["ht_score_home"] > df["ht_score_away"]).astype(int)
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df["ht_draw_actual"] = (df["ht_score_home"] == df["ht_score_away"]).astype(int)
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df["ht_away_actual"] = (df["ht_score_home"] < df["ht_score_away"]).astype(int)
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return df
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def calculate_implied_probabilities(df: pd.DataFrame) -> pd.DataFrame:
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"""
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Calculate implied probabilities from odds.
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Adds columns:
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- ms_home_prob: implied probability from odds
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- ms_draw_prob
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- ms_away_prob
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- ou25_over_prob
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- etc.
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"""
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def safe_implied_prob(odd_str: str) -> float:
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"""Convert odds string to implied probability."""
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if pd.isna(odd_str) or odd_str is None:
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return np.nan
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try:
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odd = float(odd_str)
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if odd <= 1.0:
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return np.nan
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return 1.0 / odd
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except (ValueError, TypeError):
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return np.nan
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# Match result implied probabilities
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df["ms_home_prob"] = df["ms_h"].apply(safe_implied_prob)
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df["ms_draw_prob"] = df["ms_d"].apply(safe_implied_prob)
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df["ms_away_prob"] = df["ms_a"].apply(safe_implied_prob)
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# Over/Under implied probabilities
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df["ou25_over_prob"] = df["ou25_over"].apply(safe_implied_prob)
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df["ou15_over_prob"] = df["ou15_over"].apply(safe_implied_prob)
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df["ou35_over_prob"] = df["ou35_over"].apply(safe_implied_prob)
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# BTTS implied probabilities
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df["btts_yes_prob"] = df["btts_yes"].apply(safe_implied_prob)
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# -----------------------------------------------------
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# CONTEXT-AWARE BUCKETS
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# Create separate probability and actual columns for odds buckets
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# ms_home odds: ms_h (note ms_h is the bookmaker odds for home win)
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# -----------------------------------------------------
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# Helper to safe-cast to float
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df['ms_h_num'] = pd.to_numeric(df['ms_h'], errors='coerce')
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# Bucket 1: Heavy Fav (odds <= 1.40)
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b1_mask = df['ms_h_num'] <= 1.40
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df.loc[b1_mask, 'ms_home_heavy_fav_prob'] = df.loc[b1_mask, 'ms_home_prob']
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df.loc[b1_mask, 'ms_home_heavy_fav_actual'] = df.loc[b1_mask, 'ms_home_actual']
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# Bucket 2: Fav (1.40 < odds <= 1.80)
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b2_mask = (df['ms_h_num'] > 1.40) & (df['ms_h_num'] <= 1.80)
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df.loc[b2_mask, 'ms_home_fav_prob'] = df.loc[b2_mask, 'ms_home_prob']
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df.loc[b2_mask, 'ms_home_fav_actual'] = df.loc[b2_mask, 'ms_home_actual']
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# Bucket 3: Balanced (1.80 < odds <= 2.50)
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b3_mask = (df['ms_h_num'] > 1.80) & (df['ms_h_num'] <= 2.50)
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df.loc[b3_mask, 'ms_home_balanced_prob'] = df.loc[b3_mask, 'ms_home_prob']
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df.loc[b3_mask, 'ms_home_balanced_actual'] = df.loc[b3_mask, 'ms_home_actual']
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# Bucket 4: Underdog (odds > 2.50)
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b4_mask = df['ms_h_num'] > 2.50
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df.loc[b4_mask, 'ms_home_underdog_prob'] = df.loc[b4_mask, 'ms_home_prob']
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df.loc[b4_mask, 'ms_home_underdog_actual'] = df.loc[b4_mask, 'ms_home_actual']
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return df
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# =============================================================================
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# MODEL PREDICTIONS (Optional - if you want to calibrate model outputs)
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# =============================================================================
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def get_model_predictions(
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df: pd.DataFrame,
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cur,
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) -> pd.DataFrame:
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"""
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Get model predictions for each match.
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This is optional - if you want to calibrate model outputs rather than
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raw odds-implied probabilities.
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TODO: Implement if needed. For now, we use odds-implied probabilities
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as a proxy for model predictions.
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"""
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# For now, return odds-implied probabilities as "model predictions"
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# In a full implementation, you would:
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# 1. Load the V20 predictor
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# 2. Run predictions for each match
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# 3. Store raw model probabilities
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return df
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# =============================================================================
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# MAIN TRAINING
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# =============================================================================
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def train_calibration_models(
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df: pd.DataFrame,
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markets: List[str] = None,
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min_samples: int = 100,
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) -> Dict[str, Any]:
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"""
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Train calibration models for specified markets.
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Args:
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df: DataFrame with probabilities and actual outcomes
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markets: List of markets to train (default: all supported)
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min_samples: Minimum samples required per market
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Returns:
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Dict with training results
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"""
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if markets is None:
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markets = SUPPORTED_MARKETS
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calibrator = get_calibrator()
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# Define market config: market -> (prob_col, actual_col)
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market_config = {
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"ms_home": ("ms_home_prob", "ms_home_actual"),
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"ms_home_heavy_fav": ("ms_home_heavy_fav_prob", "ms_home_heavy_fav_actual"),
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"ms_home_fav": ("ms_home_fav_prob", "ms_home_fav_actual"),
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"ms_home_balanced": ("ms_home_balanced_prob", "ms_home_balanced_actual"),
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"ms_home_underdog": ("ms_home_underdog_prob", "ms_home_underdog_actual"),
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"ms_draw": ("ms_draw_prob", "ms_draw_actual"),
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"ms_away": ("ms_away_prob", "ms_away_actual"),
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"ou15": ("ou15_over_prob", "ou15_over_actual"),
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"ou25": ("ou25_over_prob", "ou25_over_actual"),
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"ou35": ("ou35_over_prob", "ou35_over_actual"),
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"btts": ("btts_yes_prob", "btts_yes_actual"),
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"ht_home": ("ht_home_prob", "ht_home_actual"), # Note: need to add ht probs
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"ht_draw": ("ht_draw_prob", "ht_draw_actual"),
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"ht_away": ("ht_away_prob", "ht_away_actual"),
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}
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# Filter to requested markets
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market_config = {k: v for k, v in market_config.items() if k in markets}
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# Train all markets
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results = calibrator.train_all_markets(
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df=df,
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market_config=market_config,
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min_samples=min_samples,
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)
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return results
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def print_calibration_report(results: Dict[str, Any]):
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"""Print a formatted calibration report."""
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print("\n" + "=" * 70)
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print("CALIBRATION TRAINING REPORT")
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print("=" * 70)
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print(f"\n{'Market':<15} {'Brier':<10} {'ECE':<10} {'Samples':<10} {'Status'}")
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print("-" * 60)
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for market, metrics in results.items():
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status = "✓ Trained" if metrics.sample_count >= 100 else "⚠ Insufficient"
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print(f"{market:<15} {metrics.brier_score:<10.4f} {metrics.calibration_error:<10.4f} "
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f"{metrics.sample_count:<10} {status}")
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print("\n" + "=" * 70)
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print("Interpretation:")
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print(" - Brier Score: Lower is better (0 = perfect, 0.25 = random)")
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print(" - ECE (Expected Calibration Error): Lower is better (0 = perfect)")
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print(" - Models saved to: ai-engine/models/calibration/")
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print("=" * 70)
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# =============================================================================
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# CLI
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# =============================================================================
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def main():
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parser = argparse.ArgumentParser(description="Train calibration models")
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parser.add_argument("--start", type=str, default=DEFAULT_START_DATE,
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help="Start date (YYYY-MM-DD)")
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parser.add_argument("--end", type=str, default=DEFAULT_END_DATE,
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help="End date (YYYY-MM-DD)")
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parser.add_argument("--markets", nargs="+", default=None,
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help="Markets to train (default: all)")
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parser.add_argument("--min-samples", type=int, default=100,
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help="Minimum samples per market")
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parser.add_argument("--top-leagues-only", action="store_true",
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help="Only use top leagues data")
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args = parser.parse_args()
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print(f"\n[Calibration Training] {args.start} to {args.end}")
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# Load top leagues if requested
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league_ids = None
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if args.top_leagues_only:
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league_ids = load_top_league_ids()
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print(f"[Data] Filtering to {len(league_ids)} top leagues")
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# Fetch data
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conn = get_conn()
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cur = conn.cursor()
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try:
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df = fetch_training_data(cur, args.start, args.end, league_ids)
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if len(df) == 0:
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print("[Error] No data found for the specified date range")
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return
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# Calculate outcomes and probabilities
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df = calculate_actual_outcomes(df)
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df = calculate_implied_probabilities(df)
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# Train models
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results = train_calibration_models(
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df=df,
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markets=args.markets,
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min_samples=args.min_samples,
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)
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# Print report
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print_calibration_report(results)
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finally:
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cur.close()
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conn.close()
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if __name__ == "__main__":
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main()
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Reference in New Issue
Block a user