@@ -20,6 +20,13 @@ from dataclasses import dataclass, field
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import xgboost as xgb
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import lightgbm as lgb
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import sys
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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try:
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from config.config_loader import get_config as _get_cfg
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except ImportError:
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_get_cfg = None # type: ignore[assignment]
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# CatBoost is optional
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try:
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from catboost import CatBoostClassifier
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@@ -228,7 +235,7 @@ class V25Predictor:
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print(f"[V25] Using fallback feature columns ({len(V25Predictor._FALLBACK_FEATURE_COLS)} features)")
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return V25Predictor._FALLBACK_FEATURE_COLS
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# Model weights for ensemble
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# Model weights for ensemble (overridden from config in __init__)
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DEFAULT_WEIGHTS = {
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'xgb': 0.50,
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'lgb': 0.50,
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@@ -245,6 +252,16 @@ class V25Predictor:
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self.models = {} # market -> {'xgb': model, 'lgb': model}
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self._loaded = False
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self.FEATURE_COLS = self._load_feature_cols()
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# Load weights from config (falls back to class default 0.50/0.50)
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if _get_cfg is not None:
|
||||
try:
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||||
cfg = _get_cfg()
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self.DEFAULT_WEIGHTS = {
|
||||
'xgb': float(cfg.get('model_ensemble.xgb_weight', 0.50)),
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'lgb': float(cfg.get('model_ensemble.lgb_weight', 0.50)),
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||||
}
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||||
except Exception:
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||||
pass # keep class-level defaults
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||||
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||||
# All trained market models available in V25
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||||
ALL_MARKETS = [
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@@ -275,21 +292,34 @@ class V25Predictor:
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||||
xgb_content = f.read()
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booster = xgb.Booster()
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booster.load_model(bytearray(xgb_content, 'utf-8'))
|
||||
self.models[market]['xgb'] = booster
|
||||
loaded_count += 1
|
||||
|
||||
# Corruption detection: verify model can run a dummy prediction
|
||||
try:
|
||||
_dummy = pd.DataFrame([{col: 0.0 for col in self.FEATURE_COLS}])
|
||||
booster.predict(xgb.DMatrix(_dummy))
|
||||
self.models[market]['xgb'] = booster
|
||||
loaded_count += 1
|
||||
except Exception as _ce:
|
||||
print(f"[V25] ⚠️ XGB model for {market} failed integrity check: {_ce} — skipping")
|
||||
|
||||
# Load LightGBM (read content in Python to avoid non-ASCII path issues)
|
||||
lgb_path = os.path.join(self.models_dir, f'lgb_v25_{market}.txt')
|
||||
if os.path.exists(lgb_path) and os.path.getsize(lgb_path) > 0:
|
||||
with open(lgb_path, 'r', encoding='utf-8') as f:
|
||||
model_str = f.read()
|
||||
self.models[market]['lgb'] = lgb.Booster(model_str=model_str)
|
||||
loaded_count += 1
|
||||
|
||||
lgb_model = lgb.Booster(model_str=model_str)
|
||||
# Corruption detection: verify model can run a dummy prediction
|
||||
try:
|
||||
_dummy = pd.DataFrame([{col: 0.0 for col in self.FEATURE_COLS}])
|
||||
lgb_model.predict(_dummy)
|
||||
self.models[market]['lgb'] = lgb_model
|
||||
loaded_count += 1
|
||||
except Exception as _ce:
|
||||
print(f"[V25] ⚠️ LGB model for {market} failed integrity check: {_ce} — skipping")
|
||||
|
||||
# Remove empty entries
|
||||
if not self.models[market]:
|
||||
del self.models[market]
|
||||
|
||||
|
||||
print(f"[V25] Loaded {loaded_count} model files across {len(self.models)} markets: {list(self.models.keys())}")
|
||||
self._loaded = loaded_count > 0
|
||||
return self._loaded
|
||||
@@ -305,7 +335,27 @@ class V25Predictor:
|
||||
if not self._loaded:
|
||||
if not self.load_models():
|
||||
raise RuntimeError("Failed to load V25 models")
|
||||
|
||||
|
||||
def readiness_summary(self) -> Dict[str, Any]:
|
||||
"""Return per-market model status for health check endpoint."""
|
||||
if not self._loaded:
|
||||
self.load_models()
|
||||
market_status = {}
|
||||
for market in self.ALL_MARKETS:
|
||||
m = self.models.get(market, {})
|
||||
market_status[market] = {
|
||||
"xgb": "xgb" in m,
|
||||
"lgb": "lgb" in m,
|
||||
"ready": bool(m),
|
||||
}
|
||||
loaded_markets = [k for k, v in market_status.items() if v["ready"]]
|
||||
return {
|
||||
"fully_loaded": len(loaded_markets) == len(self.ALL_MARKETS),
|
||||
"loaded_markets": loaded_markets,
|
||||
"missing_markets": [m for m in self.ALL_MARKETS if m not in loaded_markets],
|
||||
"weights": self.DEFAULT_WEIGHTS,
|
||||
}
|
||||
|
||||
def _prepare_features(self, features: Dict[str, float]) -> pd.DataFrame:
|
||||
"""Prepare feature vector for prediction."""
|
||||
X = pd.DataFrame([{col: features.get(col, 0.0) for col in self.FEATURE_COLS}])
|
||||
@@ -563,13 +613,23 @@ class V25Predictor:
|
||||
) -> List[ValueBet]:
|
||||
"""Detect value bets based on model vs market odds."""
|
||||
value_bets = []
|
||||
min_edge = 0.05 # 5% minimum edge
|
||||
|
||||
# Market-specific minimum edge thresholds
|
||||
# MS: higher variance → require more edge
|
||||
# OU/BTTS: binary markets → tighter edge acceptable
|
||||
EDGE_THRESHOLDS = {
|
||||
'MS': 0.06,
|
||||
'OU25': 0.04,
|
||||
'BTTS': 0.04,
|
||||
}
|
||||
ms_edge = EDGE_THRESHOLDS['MS']
|
||||
ou_edge = EDGE_THRESHOLDS['OU25']
|
||||
btts_edge = EDGE_THRESHOLDS['BTTS']
|
||||
|
||||
# MS value bets
|
||||
if 'ms_h' in odds and odds['ms_h'] > 0:
|
||||
implied = 1 / odds['ms_h']
|
||||
edge = home_prob - implied
|
||||
if edge > min_edge:
|
||||
if edge > ms_edge:
|
||||
value_bets.append(ValueBet(
|
||||
market_type='MS',
|
||||
pick='1',
|
||||
@@ -582,7 +642,7 @@ class V25Predictor:
|
||||
if 'ms_d' in odds and odds['ms_d'] > 0:
|
||||
implied = 1 / odds['ms_d']
|
||||
edge = draw_prob - implied
|
||||
if edge > min_edge:
|
||||
if edge > ms_edge:
|
||||
value_bets.append(ValueBet(
|
||||
market_type='MS',
|
||||
pick='X',
|
||||
@@ -595,7 +655,7 @@ class V25Predictor:
|
||||
if 'ms_a' in odds and odds['ms_a'] > 0:
|
||||
implied = 1 / odds['ms_a']
|
||||
edge = away_prob - implied
|
||||
if edge > min_edge:
|
||||
if edge > ms_edge:
|
||||
value_bets.append(ValueBet(
|
||||
market_type='MS',
|
||||
pick='2',
|
||||
@@ -609,7 +669,7 @@ class V25Predictor:
|
||||
if 'ou25_o' in odds and odds['ou25_o'] > 0:
|
||||
implied = 1 / odds['ou25_o']
|
||||
edge = over_prob - implied
|
||||
if edge > min_edge:
|
||||
if edge > ou_edge:
|
||||
value_bets.append(ValueBet(
|
||||
market_type='OU25',
|
||||
pick='Over',
|
||||
@@ -622,7 +682,7 @@ class V25Predictor:
|
||||
if 'ou25_u' in odds and odds['ou25_u'] > 0:
|
||||
implied = 1 / odds['ou25_u']
|
||||
edge = under_prob - implied
|
||||
if edge > min_edge:
|
||||
if edge > ou_edge:
|
||||
value_bets.append(ValueBet(
|
||||
market_type='OU25',
|
||||
pick='Under',
|
||||
@@ -636,7 +696,7 @@ class V25Predictor:
|
||||
if 'btts_y' in odds and odds['btts_y'] > 0:
|
||||
implied = 1 / odds['btts_y']
|
||||
edge = btts_yes_prob - implied
|
||||
if edge > min_edge:
|
||||
if edge > btts_edge:
|
||||
value_bets.append(ValueBet(
|
||||
market_type='BTTS',
|
||||
pick='Yes',
|
||||
@@ -649,7 +709,7 @@ class V25Predictor:
|
||||
if 'btts_n' in odds and odds['btts_n'] > 0:
|
||||
implied = 1 / odds['btts_n']
|
||||
edge = btts_no_prob - implied
|
||||
if edge > min_edge:
|
||||
if edge > btts_edge:
|
||||
value_bets.append(ValueBet(
|
||||
market_type='BTTS',
|
||||
pick='No',
|
||||
|
||||
Reference in New Issue
Block a user