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scale absolute prob #110

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Merged
DecJA merged 1 commit into from
Jul 31, 2026
Merged

scale absolute prob #110

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14 changes: 13 additions & 1 deletion utils/analysis/distribution_functions.py
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Original file line number Diff line number Diff line change
Expand Up @@ -122,6 +122,17 @@ def conditional_value_at_risk(cutoff: float, dist: dict, total_weight) -> float:
return tail_value / tail_prob


def get_prob_scale(bet_cost: float) -> float:
"""Leniency factor applied to tail-probability checks for high bet-cost modes."""
if bet_cost >= 1000:
return 0.2
if bet_cost >= 500:
return 0.5
if bet_cost >= 200:
return 0.8
return 1.0


def get_etl_cvar_p5k_10k_vales(dist: dict, bet_cost: float, total_weight=None) -> list[float]:
"""Get Math Validation Values"""
if total_weight is None:
Expand All @@ -137,8 +148,9 @@ def get_etl_cvar_p5k_10k_vales(dist: dict, bet_cost: float, total_weight=None) -
if win >= 40 * bet_cost:
etl40 += win * (weight / total_weight)
cvar = conditional_value_at_risk(0.999, dist, total_weight)
prob_scale = get_prob_scale(bet_cost)

return p5k, p10k, etl10k, etl40, cvar / bet_cost
return p5k * prob_scale, p10k * prob_scale, etl10k, etl40, cvar / bet_cost


def get_maxwin_hitrate(dist: dict, total_weight=None) -> float:
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