Feat: Add Games Analysis (#19)

* Set final config for initla testing, confirmed scrapping running and owrking

* Fetch analyzable data from postgres

* Get trigram query working

* Add matcher to three way game events as well

* Get final ev tallies

* Minor formatting

* Display all ev results

src/config/orbit.json

@@ -10,6 +10,11 @@
             "name": "Tennis",
             "betType": "Two Way",
             "url": "https://www.orbitxch.com/customer/sport/2"
+        },
+        {
+            "name": "Basketball",
+            "betType": "Two Way",
+            "url": "https://www.orbitxch.com/customer/sport/7522"
         }
     ]
-}
+}

src/core/analysis/index.ts

@@ -0,0 +1,95 @@
+import { getConfig } from "../..";
+import { PostgresDataSourceSingleton } from "../../datastores/postgres";
+import { ThreeWayGameEventEntity, TwoWayGameEventEntity } from "../../datastores/postgres/entities";
+import { getAnalyzableTwoWayGames, getMatchingTwoWayGameEventsTrigram } from "../../datastores/postgres/queries/two_way_game_event";
+import { Result } from "../../utils/types/result_type";
+import { getAnalyzableThreeWayGames, getMatchingThreeWayGameEventsTrigram } from "../../datastores/postgres/queries/three_way_game_event";
+
+const {logger} = getConfig();
+
+export class BaseAnalyser {
+
+    private getWinnings(stake: number, oddsForEvent: number): number {
+        const totalWithdrawableOnWin = stake * oddsForEvent;
+        return totalWithdrawableOnWin - stake;
+    }
+
+    /**
+     * Gets the expected value of staking on an event.
+     * Positive and higher results are better;
+     * @param probabilityOfEvent "True" Probability between 0 and 1.
+     * @param oddsForEvent Odds by the bet provider for the event.
+     */
+    protected getEventEvPercent(probabilityOfEvent: number, oddsForEvent: number): number {
+        const theoreticalStake = 10;
+        const evAsNumber = (this.getWinnings(theoreticalStake, oddsForEvent) * probabilityOfEvent) - (theoreticalStake * (1-probabilityOfEvent));
+        return evAsNumber; // TODO: Return as a percentage
+    }
+    /**
+     * Get two way game events that can be analyzed.
+     * Analyzable data is the data where the start event is greater than the current time.
+     * 
+     * @param betType 
+     */
+    protected async getTwoWayGameEventData(): Promise<Result<TwoWayGameEventEntity[], Error>> {
+        const getPostgresDataSourceResult = await PostgresDataSourceSingleton.getInstance(getConfig());
+        if (getPostgresDataSourceResult.result === "error") {
+            const message = "Failed to get postgres data source when fetching two way game events for analysis";
+            logger.error(message);
+            return getPostgresDataSourceResult;
+        } else {
+            return {
+                result: "success",
+                value: await getAnalyzableTwoWayGames(getPostgresDataSourceResult.value)
+            };
+        }
+    }
+
+    /**
+     * Get three way game events that can be analyzed.
+     * Analyzable data is the data where the start event is greater than the current time.
+     * 
+     * @param betType 
+     */
+    protected async getThreeWayGameEventData(): Promise<Result<ThreeWayGameEventEntity[], Error>> {
+        const getPostgresDataSourceResult = await PostgresDataSourceSingleton.getInstance(getConfig());
+        if (getPostgresDataSourceResult.result === "error") {
+            const message = "Failed to get postgres data source when fetching three way game events for analysis";
+            logger.error(message);
+            return getPostgresDataSourceResult;
+        } else {
+            return {
+                result: "success",
+                value: await getAnalyzableThreeWayGames(getPostgresDataSourceResult.value)
+            }
+        }
+    }
+
+    protected async getMatchingTwoWayGameEvents(gameEvent: TwoWayGameEventEntity): Promise<Result<TwoWayGameEventEntity[] | null, Error>> {
+        const getPostgresDataSourceResult = await PostgresDataSourceSingleton.getInstance(getConfig());
+        if (getPostgresDataSourceResult.result === "error") {
+            const message = "Failed to get postgres data source when fetching matching game events for analysis";
+            logger.error(message);
+            return getPostgresDataSourceResult;
+        } else {
+            return {
+                result: "success",
+                value: await getMatchingTwoWayGameEventsTrigram(getPostgresDataSourceResult.value, gameEvent)
+            };
+        }
+    }
+
+    protected async getMatchingThreeWayGameEvents(gameEvent: ThreeWayGameEventEntity): Promise<Result<ThreeWayGameEventEntity[] | null, Error>> {
+        const getPostgresDataSourceResult = await PostgresDataSourceSingleton.getInstance(getConfig());
+        if (getPostgresDataSourceResult.result === "error") {
+            const message = "Failed to get postgres data source when fetching matching game events for analysis";
+            logger.error(message);
+            return getPostgresDataSourceResult;
+        } else {
+            return {
+                result: "success",
+                value: await getMatchingThreeWayGameEventsTrigram(getPostgresDataSourceResult.value, gameEvent)
+            };
+        }
+    }
+}

src/core/analysis/three_way/index.ts

@@ -0,0 +1,48 @@
+import { BaseAnalyser } from "..";
+import { getConfig } from "../../..";
+import { ThreeWayGameEventEntity } from "../../../datastores/postgres/entities";
+
+const {logger} = getConfig();
+
+export class ThreeWayAnalyzer extends BaseAnalyser {
+    public async getData() {
+        const gameEventsWithEv: {clubAWinEv: number, clubBWinEv: number, drawEv: number, event: ThreeWayGameEventEntity}[] = [];
+
+        const getEventDataResult = await this.getThreeWayGameEventData();
+
+        if (getEventDataResult.result === "error") {
+            logger.error("Error while fetching event data: ", getEventDataResult.value.message);
+            return;
+        }
+
+        const results = await getEventDataResult.value.map(async event => {
+            const getMatchingEventsResult = await this.getMatchingThreeWayGameEvents(event);
+            logger.info("Event: ", event);
+            logger.info("Matching events: ", getMatchingEventsResult);
+
+            if (getMatchingEventsResult.result === "success" && getMatchingEventsResult.value !== null) {
+                getMatchingEventsResult.value.forEach(gameEvent => {
+                   const clubAWinTrueProbability = (1 / event.odds_a_win);
+                   const clubBWinTrueProbability = (1 / event.odds_b_win);
+                   const drawTrueProbability = (1 / event.odds_draw);
+
+                   const clubAWinEv = this.getEventEvPercent(clubAWinTrueProbability, gameEvent.odds_a_win);
+                   const clubBWinEv = this.getEventEvPercent(clubBWinTrueProbability, gameEvent.odds_b_win);
+                   const drawEv = this.getEventEvPercent(drawTrueProbability, gameEvent.odds_draw);
+
+                   gameEventsWithEv.push({
+                    clubAWinEv,
+                    clubBWinEv,
+                    drawEv,
+                    event: gameEvent
+                   });
+                });
+            }
+        });
+
+        await Promise.all(results);
+        gameEventsWithEv.forEach(eventWithEv => {
+            logger.info("Game event with EV: ", eventWithEv);
+        });
+    }    
+}

src/core/analysis/two_way/index.ts

@@ -0,0 +1,45 @@
+import { BaseAnalyser } from "..";
+import { getConfig } from "../../..";
+import { TwoWayGameEventEntity } from "../../../datastores/postgres/entities";
+
+const {logger} = getConfig();
+
+export class TwoWayAnalyser extends BaseAnalyser {
+    public async getData(): Promise<void> {
+        const gameEventsWithEv: {clubAWinEv: Number, clubBWinEv: number, event: TwoWayGameEventEntity}[] = [];
+
+        const getEventDataResult = await this.getTwoWayGameEventData();
+
+        if (getEventDataResult.result === "error") {
+            logger.error("Error while fetching event data: ", getEventDataResult.value.message);
+            return;
+        }
+
+        const results = await getEventDataResult.value.map(async event => {
+            const getMatchingEventsResult = await this.getMatchingTwoWayGameEvents(event);
+            logger.info("Event: ", event);
+            logger.info("Matching events: ", getMatchingEventsResult);
+
+            if (getMatchingEventsResult.result === "success" && getMatchingEventsResult.value !== null) {
+                getMatchingEventsResult.value.forEach(gameEvent => {
+                    const clubAWinTrueProbability = (1 / event.odds_a_win);
+                    const clubBWinTrueProbability = (1 / event.odds_b_win);
+
+                    const clubAWinEv = this.getEventEvPercent(clubAWinTrueProbability, gameEvent.odds_a_win);
+                    const clubBWinEv = this.getEventEvPercent(clubBWinTrueProbability, gameEvent.odds_b_win);
+
+                    gameEventsWithEv.push({
+                        clubAWinEv,
+                        clubBWinEv,
+                        event: gameEvent
+                    });
+                });
+            }
+        });
+
+        await Promise.all(results);
+        gameEventsWithEv.forEach(eventWithEv => {
+            logger.info("Game event with EV: ", eventWithEv);
+        });
+    }
+}

src/datastores/postgres/entities/index.ts

@@ -106,4 +106,6 @@ export class ThreeWayGameEventEntity {
 
     @Column("timestamptz", {nullable: false, default: () => "CURRENT_TIMESTAMP", onUpdate: "CURRENT_TIMESTAMP"})
     updated_at_utc: Date
-}
+}
+
+export type GameEventEntityTypes = TwoWayGameEventEntity | ThreeWayGameEventEntity;

src/datastores/postgres/index.ts

@@ -11,8 +11,8 @@ export class PostgresDataSourceSingleton {
     private constructor() {}
 
     public static async getInstance(config: Config): Promise<Result<DataSource, Error>> {
-        logger.trace("Opening Postgres TypeORM data source");
         if (!PostgresDataSourceSingleton.dataSource) {
+            logger.info("Creating postgres data source");
             const candidateDataSource = new DataSource({
                 type: "postgres",
                 host: config.postgresHost,

src/datastores/postgres/queries/three_way_game_event/index.ts

@@ -1,3 +1,5 @@
+import moment from "moment";
+
 import { DataSource, InsertResult, UpdateResult } from "typeorm";
 import { BetProviders } from "../../../../utils/types/common";
 import { DbThreeWayGameEvent } from "../../../../utils/types/db";
@@ -27,6 +29,59 @@ export const getThreeWayGame = async (
     .getOne();
 };
 
+/**
+ * Fetches games where have true probabilities. Current fetched from Orbit bet provider.
+ * Plans to add Pinnacle sports later.
+ * @param dataSource 
+ * @returns 
+ */
+export const getAnalyzableThreeWayGames = async (
+    dataSource: DataSource
+): Promise<ThreeWayGameEventEntity[]> => {
+    const currentDate = moment().format();
+    return await dataSource.createQueryBuilder()
+    .select("three_way_game_event")
+    .from(ThreeWayGameEventEntity, "three_way_game_event")
+    .where("estimated_start_time_utc > :currentDate", {currentDate: currentDate})
+    .where("bet_provider_name = :betProviderName", {betProviderName: BetProviders.ORBIT})
+    .getMany();
+};
+
+/**
+ * Fetch game events that are similar to selected game event from provider.
+ * Excludes the same event from provider being picked.
+ * Returns null if there are no other matching events found.
+ * Adding null here to make it explicit that th no values can be expected.
+ * @param dataSource 
+ * @param event 
+ * @returns 
+ */
+export const getMatchingThreeWayGameEventsTrigram = async (
+    dataSource: DataSource,
+    event: ThreeWayGameEventEntity
+): Promise<ThreeWayGameEventEntity[] | null> => {
+    //@ts-ignore
+    const currentDate = moment().format();
+
+    const results = await dataSource.createQueryBuilder()
+    .select("three_way_game_event")
+    .from(ThreeWayGameEventEntity, "three_way_game_event")
+    //.where("estimated_start_time_utc > :currentDate", {currentDate: currentDate}) TODO: Add before final commit
+    .where("bet_provider_name != :betProviderName", {betProviderName: event.bet_provider_name})
+    .andWhere("similarity(club_a, :clubAName) > 0.2", {clubAName: event.club_a})
+    .andWhere("similarity(club_b, :clubBName) > 0.2", {clubBName: event.club_b})
+    .getMany();
+
+    logger.trace("clubA: ", event.club_a);
+    logger.trace("clubB: ", event.club_b);
+
+    if (results.length === 0) {
+        return null;
+    } else {
+        return results;
+    }
+};
+
 export const insertThreeWayGameEvent = async (
     dataSource: DataSource,
     data: DbThreeWayGameEvent