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fix kelly methods
Browse files
app.py
CHANGED
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@@ -12,13 +12,13 @@ def simulate(initialcapital , bet_chance , betsize , rewardrisk, riskpercent, ma
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hv.extension('bokeh')
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if selectedmethod=='Full Kelly Criterion':
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# betsize = 2 * bet_chance-100
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betsize = (bet_chance/100) - ( (1-(bet_chance/100))/rewardrisk)
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elif selectedmethod== 'Half Kelly Criterion':
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# betsize = 0.5 * ( 2*bet_chance-100)
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betsize = 0.5* ( (bet_chance/100) - ( (1-(bet_chance/100))/rewardrisk) )
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elif selectedmethod=='Fractional Kelly Criterion':
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# betsize = 0.25 * (2*bet_chance-100)
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betsize = 0.25* ( (bet_chance/100) - ( (1-(bet_chance/100))/rewardrisk) )
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bet = lambda cash: cash * (betsize/100)
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@@ -53,7 +53,7 @@ def simulate(initialcapital , bet_chance , betsize , rewardrisk, riskpercent, ma
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Reach Max profit: {round(len(rich) / len(all_profits) * 100):.1f} %
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Avg time to reach max profit:, {np.mean([ len(x) for x in rich ]):.1f}
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Challenge from {initialcapital}$ to {max_profit}$
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intial bet {betsize*initialcapital/100:.1f}$ with winrate={bet_chance}% reward to risk={rewardrisk}:1 and possible reward/loss={riskpercent/100*betsize*initialcapital/100:.1f}$ and betsize = {
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"""
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if round(len(bust) / len(all_profits)) > .5:
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alert_type="danger"
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hv.extension('bokeh')
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if selectedmethod=='Full Kelly Criterion':
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# betsize = 2 * bet_chance-100
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betsize = 100 * ((bet_chance/100) - ( (1-(bet_chance/100))/rewardrisk))
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elif selectedmethod== 'Half Kelly Criterion':
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# betsize = 0.5 * ( 2*bet_chance-100)
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betsize = 100*( 0.5* ( (bet_chance/100) - ( (1-(bet_chance/100))/rewardrisk) ) )
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elif selectedmethod=='Fractional Kelly Criterion':
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# betsize = 0.25 * (2*bet_chance-100)
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betsize = 100* ( 0.25* ( (bet_chance/100) - ( (1-(bet_chance/100))/rewardrisk) ) )
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bet = lambda cash: cash * (betsize/100)
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Reach Max profit: {round(len(rich) / len(all_profits) * 100):.1f} %
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Avg time to reach max profit:, {np.mean([ len(x) for x in rich ]):.1f}
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Challenge from {initialcapital}$ to {max_profit}$
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intial bet {betsize*initialcapital/100:.1f}$ with winrate={bet_chance}% reward to risk={rewardrisk}:1 and possible reward/loss={riskpercent/100*betsize*initialcapital/100:.1f}$ and betsize = {betsize:.1f}%
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"""
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if round(len(bust) / len(all_profits)) > .5:
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alert_type="danger"
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