public static double[] calcBetRateForQn(HrsTable table, out double r)
{
r = 0;
// 计算Q的投注比例
double[] pqw = null;
if (table.HasSpQ)
{
if (table.SpQ.Count > 0)
{
double[] sqw = table.SpQ.Sp;
pqw = new double[sqw.Length];
double rqw = 1 / sqw.Sum(x => 1 / x);
for (int i = 0; i < pqw.Length; i++)
{
pqw[i] = rqw / sqw[i];
}
r = rqw;
}
}
return(pqw);
}
public static void calcProbility(HrsTable table, out double[] p1, out double[] p3, out double[] pq_win, out double[] pq_plc)
{
int CNT = table.Count;
int PLC_CNT = 3;
if (CNT <= table.PLC_SPLIT_POS)
{
PLC_CNT = 2;
}
double[] ee = table.Select(x => x.Mean).ToArray();
double[] dd = table.Select(x => x.Var).ToArray();
if ((table.HasSpQ && table.SpQ.Count > 0) || (table.HasSpQp && table.SpQp.Count > 0))
{
calcProbility(ee, dd, PLC_CNT, out p1, out p3, out pq_win, out pq_plc);
if (!table.HasSpQ || table.SpQ.Count == 0)
{
pq_win = null;
}
if (!table.HasSpQp || table.SpQp.Count == 0)
{
pq_plc = null;
}
}
else
{
calcProbility(ee, dd, PLC_CNT, out p1, out p3);
pq_win = null;
pq_plc = null;
}
}
public static double[] calcBetRateForQp(HrsTable table, out double r)
{
r = 0;
int CNT = table.Count;
int PLC_CNT = 3;
if (CNT <= table.PLC_SPLIT_POS)
{
PLC_CNT = 2;
}
// 计算QP的投注比例
// 修正发现几个错误引用了其他计算的变量 2017-09-17
double[] pqp = null;
if (table.HasSpQp)
{
if (table.SpQp.Count > 0)
{
double[] sqp = table.SpQp.Sp;
pqp = new double[sqp.Length];
int QP_CNT = (int)(new common.Math.Combination(PLC_CNT, 2)).Length;
// 计算QP赔付率
IOrderedEnumerable <double> sorted_sqp = sqp.OrderBy(x => x);
double oqp3 = sorted_sqp.Skip(QP_CNT - 1).First();
double aqp = QP_CNT == 1 ? 0 : QP_CNT * (oqp3 - 1) / (QP_CNT * (oqp3 - 1) + 1) * sorted_sqp.Take(QP_CNT - 1).Sum(x => 1 / (QP_CNT * (x - 1)));
double bqp = sorted_sqp.Skip(QP_CNT - 1).Sum(x => 1 / (QP_CNT * (x - 1) + 1));
double rqp = (aqp + 1) / (aqp + bqp);
// 计算投注比例
double pqp3 = (1 - rqp) / ((sorted_sqp.Skip(QP_CNT - 1).Sum(x => 1 / (QP_CNT * (x - 1) + 1)) - 1) * (QP_CNT * (oqp3 - 1) + 1));
for (int i = 0; i < pqp.Length; i++)
{
if (sqp[i] <= oqp3)
{
pqp[i] = pqp3 * (oqp3 - 1) / (sqp[i] - 1);
}
else
{
pqp[i] = pqp3 * (QP_CNT * (oqp3 - 1) + 1) / (QP_CNT * (sqp[i] - 1) + 1);
}
}
r = rqp;
}
}
return(pqp);
}
public static double[] calcBetRateForWin(HrsTable table, out double r)
{
int CNT = table.Count;
double[] s1 = table.SpWin;
double rr1 = 1 / s1.Sum(x => 1 / x);
// 计算WIN投注比率
double[] ph1 = new double[CNT];
for (int i = 0; i < CNT; i++)
{
ph1[i] = rr1 / s1[i];
}
r = rr1;
return(ph1);
}
private void button1_Click(object sender, EventArgs e)
{
HrsTable table = new HrsTable();
table.Add(new Hrs("1", 5.5, 2.3));
table.Add(new Hrs("2", 9.1, 1.6));
table.Add(new Hrs("3", 44.9, 8.2));
table.Add(new Hrs("4", 4.9, 2.7));
table.Add(new Hrs("5", 16.3, 2.4));
table.Add(new Hrs("6", 3.4, 1.5));
table.Add(new Hrs("7", 15.6, 2.3));
table.Add(new Hrs("8", 33.3, 4.4));
table.Add(new Hrs("9", 17.3, 2.7));
table.Add(new Hrs("10", 16.1, 3.4));
table.Add(new Hrs("11", 40.1, 6.4));
table.Add(new Hrs("12", 36, 5.7));
table.Add(new Hrs("13", 42.7, 6.7));
double E = Fitting.fit(table, 0.00001);
MessageBox.Show(E.ToString());
}
public static double[] calcBetRateForPlc(HrsTable table, out double r)
{
int CNT = table.Count;
int PLC_CNT = 3;
if (CNT <= table.PLC_SPLIT_POS)
{
PLC_CNT = 2;
}
double[] s3 = table.SpPlc;
// 计算PLC赔付率
IOrderedEnumerable <double> sorted_s3 = s3.OrderBy(x => x);
double o3 = sorted_s3.Skip(PLC_CNT - 1).First();
double a = PLC_CNT * (o3 - 1) / (PLC_CNT * (o3 - 1) + 1) * sorted_s3.Take(PLC_CNT - 1).Sum(x => 1 / (PLC_CNT * (x - 1)));
double b = sorted_s3.Skip(PLC_CNT - 1).Sum(x => 1 / (PLC_CNT * (x - 1) + 1));
double rr3 = (a + 1) / (a + b);
// 计算投注比例
double po3 = (1 - rr3) / ((sorted_s3.Skip(PLC_CNT - 1).Sum(x => 1 / (PLC_CNT * (x - 1) + 1)) - 1) * (PLC_CNT * (o3 - 1) + 1));
double[] ph3 = new double[CNT];
for (int i = 0; i < CNT; i++)
{
if (s3[i] <= o3)
{
ph3[i] = po3 * (o3 - 1) / (s3[i] - 1);
}
else
{
ph3[i] = po3 * (PLC_CNT * (o3 - 1) + 1) / (PLC_CNT * (s3[i] - 1) + 1);
}
}
r = rr3;
return(ph3);
}
public static double[] calcMaxOddsForPlc(HrsTable table, double[] betRate, double r)
{
if (betRate == null)
{
return(null);
}
int CNT = table.Count;
int PLC_CNT = 3;
if (CNT <= table.PLC_SPLIT_POS)
{
PLC_CNT = 2;
}
if (betRate.Length != CNT)
{
return(null);
}
IOrderedEnumerable <double> sorted_rate = betRate.OrderBy(x => x);
double split_rate = sorted_rate.Skip(PLC_CNT - 1).First();
double sum_top = sorted_rate.Take(PLC_CNT - 1).Sum();
return(betRate.Select(x => 1 + (r - sum_top > (x > split_rate ? split_rate : x) ? (r - sum_top - (x > split_rate ? split_rate : x)) / PLC_CNT / x : 0)).ToArray());
}
public RaceDataItem()
{
_waters = new WaterTable();
_odds = new HrsTable();
}
public Comb2Table(HrsTable owner)
{
_owner = owner;
}
public static double[] calcBetRateForQpWithStyle2(HrsTable table, ref double r)
{
int CNT = table.Count;
int PLC_CNT = 3;
if (CNT <= table.PLC_SPLIT_POS)
{
PLC_CNT = 2;
}
double[] pqp = null;
if (table.HasSpQp)
{
if (table.SpQp.Count > 0)
{
double[] sqp = table.SpQp.Sp;
pqp = new double[sqp.Length];
int QP_CNT = (int)(new common.Math.Combination(PLC_CNT, 2)).Length;
if (sqp.Where(x => x == 1).Count() == 0)
{
// 没有有强制设为1的赔率
r = QP_CNT / sqp.Sum(x => 1 / x); // 赔付率
for (int i = 0; i < sqp.Length; i++)
{
pqp[i] = r / sqp[i] / QP_CNT;
}
}
else
{
// 否则用预计赔付率
List <int> od_1_indices = new List <int>();
double other_p_sum = 0;
for (int i = 0; i < sqp.Length; i++)
{
if (sqp[i] > 1)
{
pqp[i] = r / sqp[i] / QP_CNT;
other_p_sum += pqp[i];
}
else
{
od_1_indices.Add(i);
}
}
if (PLC_CNT > 2)
{
double TEST_QP_CNT = (int)(new common.Math.Combination(PLC_CNT - 1, 2)).Length;
double testP = (1 - (other_p_sum * QP_CNT) / TEST_QP_CNT) / od_1_indices.Count;
if (testP > 0 && r / testP / TEST_QP_CNT < 1.1)
{
// 假设只有PLC_CNT - 1个中奖项，赔率依然成立，无法确定预计的PLC_CNT是否正确
r = 0;
return(pqp);
}
}
double oneOddsP = (1 - other_p_sum) / od_1_indices.Count;
if (oneOddsP <= 0 || r / oneOddsP / QP_CNT > 1.1)
{
// 验证
r = 0; // 计算偏差过大
}
else
{
foreach (int i in od_1_indices)
{
pqp[i] = oneOddsP;
}
}
}
}
}
return(pqp);
}
public static double[] calcBetRateForPlcWithStyle2(HrsTable table, ref double r)
{
int CNT = table.Count;
int PLC_CNT = 3;
if (CNT <= table.PLC_SPLIT_POS)
{
PLC_CNT = 2;
}
double[] s3 = table.SpPlc;
double[] ph3 = new double[CNT];
if (s3.Where(x => x == 1).Count() == 0)
{
// 没有有强制设为1的赔率
r = PLC_CNT / s3.Sum(x => 1 / x); // 赔付率
for (int i = 0; i < CNT; i++)
{
ph3[i] = r / s3[i] / PLC_CNT;
}
}
else
{
// 否则用预计赔付率
List <int> od_1_indices = new List <int>();
double other_p_sum = 0;
for (int i = 0; i < CNT; i++)
{
if (s3[i] > 1)
{
ph3[i] = r / s3[i] / PLC_CNT;
other_p_sum += ph3[i];
}
else
{
od_1_indices.Add(i);
}
}
if (PLC_CNT > 2)
{
double testP = (1 - (other_p_sum * PLC_CNT) / (PLC_CNT - 1)) / od_1_indices.Count;
if (testP > 0 && r / testP / (PLC_CNT - 1) < 1.1)
{
// 假设只有PLC_CNT - 1个中奖项，赔率依然成立，无法确定预计的PLC_CNT是否正确
r = 0;
return(ph3);
}
}
double oneOddsP = (1 - other_p_sum) / od_1_indices.Count;
if (oneOddsP <= 0 || r / oneOddsP / PLC_CNT > 1.1)
{
// 验证
r = 0; // 计算偏差过大
}
else
{
foreach (int i in od_1_indices)
{
ph3[i] = oneOddsP;
}
}
}
return(ph3);
}
public static double fit(HrsTable table, double epsilon)
{
int CNT = table.Count;
double[] s1 = table.SpWin;
double[] s3 = table.SpPlc;
double[] ph1, ph3, pqw, pqp;
double rr1, rr3, rqw, rqp;
ph1 = calcBetRateForWin(table, out rr1);
ph3 = calcBetRateForPlc(table, out rr3);
pqw = calcBetRateForQn(table, out rqw);
pqp = calcBetRateForQp(table, out rqp);
// 设定top1第3的项期望=0，方差=1
double trd_s1 = s1.OrderBy(x => x).Skip(2).First();
int trd_inx = -1;
for (int i = 0; i < CNT; i++)
{
if (s1[i] == trd_s1)
{
trd_inx = i;
break;
}
}
if (trd_inx == -1)
{
throw new Exception("没想到找不到排行第3的项");
}
double[] ee, dd;
if (table.E == 0)
{
ee = new double[CNT];
dd = new double[CNT];
ee[trd_inx] = 0;
dd[trd_inx] = 1;
// 初始化其他项
// 目前全部设为期望=0，方差=1
// 后面考虑根据s1设置
for (int i = 0; i < CNT; i++)
{
if (i == trd_inx)
{
continue;
}
ee[i] = 0;
dd[i] = 1;
}
}
else
{
// 从已经训练的数据继续训练
ee = table.Select(x => x.Mean).ToArray();
dd = table.Select(x => x.Var).ToArray();
}
double[] ee2 = new double[CNT], dd2 = new double[CNT];
double minE = table.E == 0 ? double.MaxValue : table.E;
int minE_t = 0;
Array.Copy(ee, ee2, CNT);
Array.Copy(dd, dd2, CNT);
double lastE = double.MaxValue;
int reach_count = 0;
for (int t = 0; ; t++)
{
double[] p1, pq1 = null;
if (pqw != null)
{
calcProbilityForFitting(ee, dd, out p1, out pq1);
}
else
{
calcProbilityForFitting(ee, dd, out p1);
}
double E = 0;
// 交叉熵损失以及交叉熵损失对与各个概率的梯度
double[] grad_p1 = new double[CNT];
for (int i = 0; i < CNT; i++)
{
E += -(ph1[i] * Math.Log(p1[i]));
grad_p1[i] = -(ph1[i] / p1[i]);
}
double[] grad_pq1 = null;
if (pqw != null)
{
grad_pq1 = new double[pqw.Length];
for (int i = 0; i < pqw.Length; i++)
{
E += -(pqw[i] * Math.Log(pq1[i]));
grad_pq1[i] = -(pqw[i] / pq1[i]);
}
}
if (E < minE)
{
minE_t = t;
Array.Copy(ee, ee2, CNT);
Array.Copy(dd, dd2, CNT);
minE = E;
}
// 求对各个参数的梯度
double[] d_rr_ee = new double[CNT];
double[] d_rr_dd = new double[CNT];
for (int i = 0; i < CNT; i++)
{
double[] tp1, tpq1 = null;
ee[i] += EE_D_INC;
if (pqw != null)
{
calcProbilityForFitting(ee, dd, out tp1, out tpq1);
}
else
{
calcProbilityForFitting(ee, dd, out tp1);
}
for (int j = 0; j < CNT; j++)
{
// 第j匹马的WIN概率对第i匹马的均值的梯度 = (tp1[j] - p1[j]) / EE_D_INC
d_rr_ee[i] += (tp1[j] - p1[j]) / EE_D_INC * grad_p1[j];
}
if (pqw != null)
{
for (int j = 0; j < pqw.Length; j++)
{
d_rr_ee[i] += (tpq1[j] - pq1[j]) / EE_D_INC * grad_pq1[j];
}
}
ee[i] -= EE_D_INC;
dd[i] += DD_D_INC;
if (pqw != null)
{
calcProbilityForFitting(ee, dd, out tp1, out tpq1);
}
else
{
calcProbilityForFitting(ee, dd, out tp1);
}
for (int j = 0; j < CNT; j++)
{
// 第j匹马的WIN概率对第i匹马的方差的梯度 = (tp1[j] - p1[j]) / DD_D_INC
d_rr_dd[i] += (tp1[j] - p1[j]) / DD_D_INC * grad_p1[j];
}
if (pqw != null)
{
for (int j = 0; j < pqw.Length; j++)
{
d_rr_dd[i] += (tpq1[j] - pq1[j]) / DD_D_INC * grad_pq1[j];
}
}
dd[i] -= DD_D_INC;
}
// 调整各参数
for (int i = 0; i < CNT; i++)
{
// 向负梯度方向调整
ee[i] += -d_rr_ee[i] * EE_STEP / (1 + t * STEP_DECAY);
dd[i] += -d_rr_dd[i] * DD_STEP / (1 + t * STEP_DECAY);
if (dd[i] < 0.0001)
{
dd[i] = 0.0001;
}
}
// 调整之后再进行归一化
for (int i = 0; i < CNT; i++)
{
if (i == trd_inx)
{
continue;
}
ee[i] = (ee[i] - ee[trd_inx]) / dd[trd_inx];
dd[i] = dd[i] / dd[trd_inx];
}
ee[trd_inx] = 0;
dd[trd_inx] = 1;
if (Math.Abs(lastE - E) < epsilon)
{
reach_count++;
if (reach_count > 3)
{
if (pqw != null)
{
double[] dpq = new double[pqw.Length];
for (int i = 0; i < dpq.Length; i++)
{
dpq[i] = Math.Log(pqw[i] / pq1[i]);
}
}
double[] dp1 = new double[ph1.Length];
for (int i = 0; i < dp1.Length; i++)
{
dp1[i] = Math.Log(ph1[i] / p1[i]);
}
break;
}
}
else if (t - minE_t > 20)
{
Array.Copy(ee2, ee, CNT);
Array.Copy(dd2, dd, CNT);
lastE = minE;
break;
}
else
{
reach_count = 0;
}
lastE = E;
}
// 拟合完成，将结果写回Hrs中
for (int i = 0; i < CNT; i++)
{
table[i].Mean = ee[i];
table[i].Var = dd[i];
}
return(lastE);
}
public static double[][] calcMinMaxOddsForQp(HrsTable table, double[] betRate, double r)
{
if (betRate == null)
{
return(null);
}
int CNT = table.Count;
int PLC_CNT = 3;
if (CNT <= table.PLC_SPLIT_POS)
{
PLC_CNT = 2;
}
common.Math.Combination comb = new common.Math.Combination(CNT, 2);
if (betRate.Length != comb.Length)
{
return(null);
}
if (PLC_CNT == 2)
{
double[] odds = betRate.Select(x => r < x ? 1 : r / x).ToArray();
return(new double[][] { odds, odds });
}
else
{
double[] odds_min = new double[betRate.Length];
double[] odds_max = new double[betRate.Length];
for (int i = 0; i < betRate.Length; i++)
{
//int[] rel_indices = getQpRelationIndice(comb, i);
//double[] rel_rates = new double[rel_indices.Length];
//for (int j = 0; j < rel_indices.Length; j++) rel_rates[j] = betRate[rel_indices[j]];
//IOrderedEnumerable<double> sorted_rate = rel_rates.OrderByDescending(x => x);
double br0 = betRate[i];
int[] c = comb.Combine(i);
double min = double.MaxValue, max = double.MinValue;
for (int j = 0; j < CNT; j++)
{
if (Array.IndexOf(c, j) == -1)
{
double br1 = betRate[comb.Index(new int[] { j, c[0] })];
double br2 = betRate[comb.Index(new int[] { j, c[1] })];
double od = 1 + (r - br1 - br2 - br0) / 3 / br0;
if (od < min)
{
min = od;
}
if (od > max)
{
max = od;
}
}
}
odds_min[i] = min;
odds_max[i] = max;
}
return(new double[][] { odds_min, odds_max });
}
}
