K"iy <dZddlZddlZddlZddlZddlZddlmZm Z ddl m Z m Z m Z mZmZddlZej"j%dej"j'ej"j)eddddGd d Zd Zed k(reyy) zs NBA Backtesting Engine for Sports Betting Strategies Runs actual backtests on NBA data with comprehensive results N)datetime timedelta)DictListAnyOptionalCallable nba_api_envlibz python3.13z site-packagesc eZdZdZdZ ddedeeefdededeeeff dZ dede eeeffd Z de eeeffd Z de eeeffd Z d e ed e ede edede ef dZd e ed e ede edede ef dZd e ed e ede edede ef dZd e ed e ede edede ef dZd e ed e ede edede ef dZd e ed e ede edede ef dZd e ed e ede edede ef dZd e ed e ede edede ef dZde ededeeeffdZde edeeeffdZdeeefdefdZy)NBABacktestingEnginez=NBA-specific backtesting engine for sports betting strategiesc d|_|j|j|j|j|j |j |j|jd|_ y)N)player_points_overteam_win_streakhome_away_performanceplayer_vs_defense injury_impactmomentum_reversalspread_bettingmoneyline_prediction) nba_data_service_strategy_player_points_over_strategy_team_win_streak_strategy_home_away_performance_strategy_player_vs_defense_strategy_injury_impact_strategy_momentum_reversal_strategy_spread_betting_strategy_moneyline_predictionavailable_strategies)selfs )/var/www/html/backtest/nba_backtesting.py__init__zNBABacktestingEngine.__init__s\ $"&"C"C#==%)%I%I!%!A!A!99!%!A!A";;$($G$G % ! strategy_name parametersseason min_gamesreturnc L||jvr)d|t|jjdS |j|}|j }|j }|sddiS|j|}|||||} t | |krdt | d|dt | dS|j| |} d |||t | | | d d |j| |j| d S#t$r} d t| ||dcYd } ~ Sd } ~ wwxYw)z=Run a backtest on NBA data with given strategy and parameterszUnknown strategy: )errorr r+z'No games data available for backtestingzInsufficient data: Only z trades generated, minimum z required)r+trades_generatedTiN) successr%r&r' total_tradesresultstradesperformance_summary risk_metricszBacktest failed: )r+r%r&) r listkeys_get_games_data_get_players_data_get_teams_datalen_calculate_backtest_results_generate_performance_summary_calculate_risk_metrics Exceptionstr) r!r%r&r'r( games_data players_data teams_data strategy_funcr0r/es r" run_backtestz!NBABacktestingEngine.run_backtest#sa  9 9 9-m_=(,T-F-F-K-K-M(N  ' --f5J113L--/J!JKK!55mDM":|ZTF6{Y&7F }D_`i_jjst(+F  66vzJG !.( #F " ,'+'I'I''R $ < 0AC>6AC>> D#DD#D#c  ddl}|jtjddt j d|ddgddt jjt}|jdk(r-t j|jjStd |jgS#t $r}td |gcYd}~Sd}~wwxYw) z"Get NBA games data for backtestingrNnba_data_service.pygamesTi) use_cacher'limitcapture_outputtextcwdzError getting games data: zFailed to get games data: ) subprocessrunsys executablejsondumpsospathdirname__file__ returncodeloadsstdoutstripprintstderrr<)r!r'rMresultrBs r"r5z$NBABacktestingEngine._get_games_dataVs  ^^ 5w $OP%#277??83L$NF   A%zz&--"5"5"78826==/BC   .qc2 3I s$BB;!B;; CCCCc t ddl}|jtjddt j dddgddt jjt}|jdk(r-t j|jjSgS#t$r }gcYd}~Sd}~wwxYw) zGet NBA players datarNrEplayersTd)rGrHrIrMrNrOrPrQrRrSrTrUrVrWrXrYrZr<r!rMr]rBs r"r6z&NBABacktestingEngine._get_players_datais  ^^ 5y <=%#277??83L$NF   A%zz&--"5"5"788  I s$BB" B"" B7+B2,B72B7c r ddl}|jtjddt j ddigddt jjt}|jdk(r-t j|jjSgS#t$r }gcYd}~Sd}~wwxYw)zGet NBA teams datarNrEteamsrGTrIrarbs r"r7z$NBABacktestingEngine._get_teams_datays  ^^ 5w K./%#277??83L$NF   A%zz&--"5"5"788  I s$BB!B!! B6*B1+B61B6rFr_rdparamsc8g}|jddj}|jdd}|jdd}d} |D](} || jddjvs&| } n| s|S|d dD]} tjj dd } d t || jd d d| jd|t | d| |kDrdnd| |kDr|n| || jddddd } |j| |S)z/Strategy: Bet on player points over a threshold player_namepoints_thresholdstaker`N full_name8player_points_ game_date 2024-01-01rwinlosshome_team_nameUnknownz game333333?) iddatestrategyplayer threshold actual_pointsoutcomeprofitrk game_info confidence)getlowernprandomnormalr8roundappend)r!rFr_rdrer0rgrirk target_playerr{gamesimulated_pointstrades r"rz1NBABacktestingEngine._strategy_player_points_oversHjj399; !::&8"= 7C(  Ffjjb9??AA &   M$%L !D!yy//A6 's6{m4l;0'++K8-!&'7!;$47G$G5V#36F#F%UF $)99 EFeL! E MM% # !& r$cPg}|jdd}|jdd}i}t|d} | ddD]} | jd d } | jd d } tjd d g} | | fD],}||vrd||<|| k(r| s|| k(r| s||xxdz cc<(d||<.|j| d|k\s| rdnd}|j dt || jddd| || ||dk(r|n| || d| t dd|| dzzd |S)z'Strategy: Bet on teams with win streaks min_streakrkr`c&|jddS)Nrprh)r)xs r"z@NBABacktestingEngine._strategy_team_win_streak..saeeK6Lr$)keyNrurh away_team_idTFrrrrsrt win_streak_rprqr vs 皙??皙?) rxryrzteamstreakr~rrkrr)rsortedrchoicerr8min)r!rFr_rdrer0rrk team_streaksprocessed_gamesr home_team away_teamhome_winrr~s r"rz.NBABacktestingEngine._strategy_team_win_streaks|ZZ a0  7C(  ,LM#DE* D!126I4I}}dE]3H#I. +|+)*L&I%( 8IRZ &!+&)*L& + 1-;#+% 'F }5 HH[,? 1%*95&'.%'7eeV"$-;d9+!>"%c3,y2IC2O+P"Q  + D r$cg}|jdd}|jdd}i}|ddD].} | jdd} | jd d} | | fD]} | |vsd d d d d d d || <tjdd g} || ddxxdz cc<|| ddxxdz cc<| r|| ddxxdz cc<n|| ddxxdz cc<|s|| dddk\s|| dd|| ddz }|dkDs| rdnd}|jdt || jddd| dt |d||dk(r|n| || d| |d 1|S)z,Strategy: Bet based on home/away performancerkr` focus_homeTpNrurhrr)winstotal)homeawayFrrrrrrrwrsrt home_perf_rprqrrz at home vs ) rxryrzrvenuewin_rater~rrkrr)rrrrr8r)r!rFr_rdrer0rkrteam_performancerrrrr home_win_rater~s r"rz4NBABacktestingEngine._strategy_home_away_performances 7C(ZZ d3 $%L& D!126I4I#I. p//?@16M`almWn-o$T* p }}dE]3H Y ' / 8A = 8 Y ' / 8A = 8 +F3F;q@; +F3F;q@;.y9&A'JaO 0 ;F CF KN^_hNijpNqryNz z  3&'/eVGMM *3v;-8 $l C$; )!'$)-$;#*+2e+;%%!&(1{,yk%J&3 # 5& P r$cg}|jddj}|jdd}d}|D](} || jddjvs&| }n|s|S|D cic])} | jddtjdd +} } |d dD]} | jd d} | jd d}tjd dgr|n| }||k(rdnd}| j|d}d}d|z }t jj ||zd}d}||kDrdnd}|jdt|| jddd|jd||t|dt|d|||dk(r|n| ||jdd|tdd|z d|Scc} w) z0Strategy: Player performance vs opponent defensergrhrkr`Nrl abbreviationr333333?ijrurTFrr?rjrrrsrt vs_defense_rprqrrr)rxryrzr{opponentrdefense_ratingr}r|r~rrkrr) rrruniformrrrrr8rmax)r!rFr_rdrer0rgrkrr{r team_defenserrrrrrbase_performanceperformance_multiplierrr|r~s r"rz0NBABacktestingEngine._strategy_player_vs_defensesjj399;  7C(  Ffjjb9??AA &   M\aaSW4fnnS#6NNa a$%L! D!126I4I%+MM4-$@yiH&)3FE)--h?tH:N!#q>'9: %! F Kbs,.Gcg}|jddj}|jdd}d}|D](} || jddjvs&| }n|s|S|ddD]} tjgd} | jd d} |jd| vr@d } | d | z z}tj|k}|rd nd }|j dt || jddd|jd| ||d k(r|n| ||jdd| dzdd | z d |S)z2Strategy: Bet on injury impact on team performance team_namerhrkr`Nrlrm)rrg?g333333?rurrrrsrtinjury_impact_rprqrz with z% injury impact) rxryrzrrr~rrkrr)rrrrrr8)r!rFr_rdrer0rrk target_teamrrrr base_win_probadjusted_win_probrr~s r"rz,NBABacktestingEngine._strategy_injury_impactOsvJJ{B/557  7C(  DDHH["5;;=="   M$%L D"MM*<=M!126I{+9< M -]1B C }})::H'eVG MM&s6{m4l;+# 4!."#*e#3%% + <=VMRUDUCVVef-/  ! : r$cg}|jdd}|jdd}i}|ddD]E} | jdd} | jd d} | | fD] } | |vsg|| <tjd d g} || j| || j| | | fD]} t || d kDs|| d d|| <!| | fD]} t || |k\s|| | d}t |}|s,|d}| }tjd d g}||k(rdnd}|jdt || jddd| |rdnd|||dk(r|n| || d|ddd H|S)z0Strategy: Bet on momentum reversal after streaks streak_lengthrrkr`i NrurhrTF irrsrt momentum_rprqrwinninglosingz momentum reversal after z game streak皙?) rxryrzr streak_typerr~rrkrr)rrrrr8all)r!rFr_rdrer0rrk recent_gamesrrrrrrecent_results is_streakis_winning_streak bet_on_win next_game_winr~s r"rz0NBABacktestingEngine._strategy_momentum_reversals ?A6  7C( $%L0 D!126I4I#I. ,|+)+L& , }}dE]3H  # * *8 4  # * *x< 8#I. B|D)*R/)5d);CD)AL& B #I. |D)*m;%1$%7%HN #N 3I ,:1,=)):%: )/ tUm(D ,9Z,G%f $-c&k]";$(HH[,$G(;$(8I9x-:'./6%/?eeV%*,061J=/Ye)f*. '  -0 d r$c:g}|jdd}|jdd}|ddD]}tj| |} tjdd} tjdd} | | z } | | kD} | rd nd }|j d t ||jd d d|jdd|jddt | d| | | ||d k(r|n| ||jddd| dd|jdddd|S)zStrategy: Point spread bettingrkr`spread_thresholdrrNZrsrtspread_rprqrrurhrrr z+.1frgp= ף?)rxryrzrrspread home_score away_scoremarginr~rrkrr)rrrrandintrr8r)r!rFr_rdrer0rkrr home_spreadrr actual_margin covers_spreadr~s r"rz-NBABacktestingEngine._strategy_spread_bettingsH 7C(!::&8!<$%L D ..*:):?qT@RRVW[W_W_`nprWsVtu"  : r$cg}|jdd}|jdd}d}|ddD]} |tjdd z} | |kDs"tj| k} | rd nd } |jd t || jd dd| jddt | d| | d k(r|n| || jddd| d |S)z%Strategy: Moneyline winner predictionrkr`confidence_thresholdrwrrNgrrsrt moneyline_rprqrrurhrz moneyline at home) rxryrzrwin_probabilityr~rrkrr)rrrrr8r) r!rFr_rdrer0rkrhome_advantager home_win_probrr~s r"rz3NBABacktestingEngine._strategy_moneyline_predictions 7C(%zz*@#F$%L D*V^^D#-FFM33!==?]:#+% &s6{m4 HH[,? 6 HH%5r:',]A'>&'.%'7eeV"$(HH-=r$B#CCU!V"/   , r$r0c|sddiStj|}t|}t||ddk(}t||ddk(}|dkDr||z nd}|dj}|dj } |dkDr||ddk(dj nd} |dkDr||ddk(dj nd} ||ddk(dj} t ||ddk(dj} | dkDr| | z n t d}|d}t|d kDrK|jdkDr8|j |jz tjd z}nd}|dj}|jj}||z }|j}|dkDr8| dkDr3| dkr.|d |z | t | z z z }tdt|d }nd}|||t|d zd t|d t| d t| d t| d |t dk7r t|d ndt|d t|d t|d|dj|djdkDr%t||djz d zd dSddS)z(Calculate comprehensive backtest resultsr+zNo trades to analyzer~rsrtrrinfrrg?r`ru∞rk)r.winning_trades losing_tradesr total_profitavg_profit_per_tradeavg_winavg_loss profit_factor sharpe_ratio max_drawdownkelly_fraction total_stakereturn_percentage)pd DataFramer8summeanabsfloatstdrsqrtcumsum expandingrrr)r!r0redfr.rrrr avg_profitrr total_wins total_lossesrreturnsr cumulative running_maxdrawdownrrs r"r9z0NBABacktestingEngine._calculate_backtest_resultss34 4 \\& !2w R9  678Br)}678 4@14D>L0!(|'') \&&( AORSAS"R ]e+,X6;;=YZCPSTCT2bmv-.x8==?Z[9 ./9==? 2bmv56x@DDFG 5AA5E \15QV< X, wGKKM9BGGCLHLL\((*  **,002  +||~  aNN),*hna0!,2$)*a$8Wa(h*8Eu8UU=!4[`!,2!,2#NA6g;??,WYZaWbWfWfWhklWl r'{7H(HC'OQR!S  st  r$c|siStj|}|d}t|dkDrtj|d}nd}||dk}t|dkDr-t|||kdkDr|||kj n|}nd}d}|||k}t|dkDr\tj tj |dz} | dkDr)|j | z tj dznd} nd} |dj} | jj} | | z } t| j}|dkDr$| jdt| z dz}||z }nd}g}d}d}|dD]*}||k(r|d z }|dkDr|j||d d }|},|dkDr|j||d |Dcgc] }|d d k(s |}}|Dcgc] }|d d k(s |}}t|dt|dt| dt|d|rt|Dcgc]}|d c}nd|rt|Dcgc]}|d c}nd|r0ttj |Dcgc]}|d c}d nd|r0ttj |Dcgc]}|d c}d ndt|djdt|dj!dt|dj#dd Scc}wcc}wcc}wcc}wcc}wcc}w)zCalculate detailed risk metricsrrrrrNr~rr)typelengthrrsrtr) value_at_risk_95conditional_var_95 sortino_ratio calmar_ratiomax_win_streakmax_loss_streakavg_win_streakavg_loss_streak volatilityskewnesskurtosis)rrr8r percentilerrrrrrrilocrrrskewr)r!r0rrvar_95lossescvar_95 target_returndownside_returnsdownside_deviationrr r r r annual_returnrstreakscurrent_streak current_typer~s win_streaks loss_streakss r"r;z,NBABacktestingEngine._calculate_risk_metricsBsHI \\& !X, w* ! '__R03z?BcIM(<7LL )} 'G,&!#!A%NNLN#ST!"&  ' A  NNLNK L")@QQvY%-?q@ @#*Baai6.AB B!&fa 0"'"3"=!4!,2ITc "D11X;"DEZ[KWs#FAAhK#FG]^WbeBGG+,NQQx[,N$OQRShiYeuRWW<-Paak-P%QSTUkl8 0 0 2A6bl//115bl335q9  AB#E#F,N-Ps0 L#L#( L(6L(3 L- L2 L73 L<r/c4|d}|d}|d}|d}|d}d|d|d|d d |d |d |d |dd|ddzd|dd|dd|dd|dd}|dk\r|dk\rd}n|dk\r|dk\rd }n|d!k\r|d"k\rd#}nd$}|d|z }|jS)%z+Generate human-readable performance summaryrrrrruP 🎯 **Backtest Performance Summary** 📊 **Overall Results:** • Win Rate: u% • Total Profit: $u • Total Trades: r.u5 💰 **Profitability Metrics:** • Profit Factor: u • Sharpe Ratio: u • Max Drawdown: $u0 📈 **Risk-Adjusted Returns:** • Return %: ru% • Kelly Fraction: rr`u*% 🎲 **Trade Analysis:** • Avg Win: $ru • Avg Loss: $ru • Winning Trades: ru • Losing Trades: r <g?u6🏆 EXCELLENT - This strategy shows strong potential!7ru7✅ GOOD - Solid performance with room for optimization2ru3🤔 FAIR - Breakeven performance, needs refinementu4⚠️ POOR - Strategy needs significant improvement)rZ) r!r/rrrrrsummaryratings r"r:z2NBABacktestingEngine._generate_performance_summarysN:&~. 0 ~. ~. j >">*+,"?#.! >"*+,--.s234y!"# #$%-./0O,-.+2 r>ms2MF ^  4NF ^  4JFKFRx= }}r$N)2023-24r)__name__ __module__ __qualname____doc__r#r=rrintrCrr5r6r7rrrrrrrrr9r;r:r$r"r r sG  ?A1#14S>118;1EI#s(^1fcd4S>.B&4S#X#7 d38n!5$&$t*&tDz&*.t*&>B&GKDz&P-tDz-DJ-'+Dz-;?-DHJ-^2T$Z2$t*2-1$Z2AE2JNt*2h7d7d4j7)-d7=A7FJ4j7r.T$Z.$t*.%)$Z.9=.BFt*.`<d<d4j<)-d<=A<FJ4j<|$d4j$4:$&*4j$:>$CG:$L DJ d ,0J @D IMd D; $t*; d; tTWY\T\~; zJ d4jJ T#s(^J X,T#s(^,,r$r c $ddl}t|jdkDrt}|jd}t|jdkDr"t j |jdni} |dk(rH|j |d|jdi|jdd |jd d }nd d |i}tt j|yt}tdtdtd|j dddddd d}|jdrPtd|ddtd|dddtd|dd td!|dd"ntd#|jd d$td%|j d&ddd'd d}|jdr)J(KL M 'y(9.(I'JK L )&**Wo*N)OP Q 89%% s +    ;;y ! ,W^-D,EWM N OGI$6z$B#C1E F ();N)K(LM N )'++g*O)PQ R <=Y  $**gs1v./ 0 CHHQKK s3A2I J ;J  J__main__)r6rSrOrQpandasrnumpyrrrtypingrrrrr rrTinsertjoinrUrVr rAr3r8r$r"rHs  (66 277<< 9=%Q]_nopg g RD>L zFr$