backtest.js

/**
 * 今彩539 預測準確率回測引擎 (Backtest Engine)
 *
 * 策略：以第 i 期之前的所有歷史資料為訓練集，
 *       預測第 i 期號碼，再與實際開獎號碼對比。
 * 回測範圍：最後 1000 期 (第 4806 ~ 5805 期)
 *
 * 命中定義：
 *   預測 5 個號碼中，有幾個出現在當期實際開獎號碼內
 *   5/5 = 完全命中, 4/5, 3/5, 2/5, 1/5, 0/5
 */

const fs = require('fs');

// ─── Load Data ────────────────────────────────────────────────────────────────
const raw = JSON.parse(fs.readFileSync('lottery_539_data.json', 'utf8'));
const draws = raw.draws; // sorted oldest → newest

const TOTAL = draws.length;         // 5805
const BACKTEST_N = 1000;            // how many periods to backtest
const START_IDX = TOTAL - BACKTEST_N; // first index to backtest (0-based)

console.log(`📊 Total draws: ${TOTAL}`);
console.log(`🔁 Backtesting draws ${START_IDX + 1} ~ ${TOTAL} (last ${BACKTEST_N} periods)`);
console.log(`   Using up to ${START_IDX} prior draws as training data per prediction\n`);

// ─── M3 SpreadOverdue Model ───────────────────────────────────────────────────
const SPREAD_BUCKETS = [
  [1,2,3,4,5,6,7,8],
  [9,10,11,12,13,14,15],
  [16,17,18,19,20,21,22],
  [23,24,25,26,27,28,29,30],
  [31,32,33,34,35,36,37,38,39],
];

function pad(n) { return String(parseInt(n)).padStart(2, '0'); }

function getGaps(draws, upToIdx) {
  const gaps = {};
  for (let i = 1; i <= 39; i++) gaps[pad(i)] = upToIdx;
  const scanFrom = Math.max(0, upToIdx - 600);
  for (let i = upToIdx - 1; i >= scanFrom; i--)
    for (const n of draws[i].numbers)
      if (gaps[pad(n)] === upToIdx) gaps[pad(n)] = upToIdx - 1 - i;
  return gaps;
}

// Returns [{num, score}] sorted by score DESC (most overdue first)
function predictAt(draws, upToIdx) {
  const gaps = getGaps(draws, upToIdx);
  return SPREAD_BUCKETS.map(bucket =>
    bucket.map(n => ({ num: pad(n), score: gaps[pad(n)] || 0 }))
          .sort((a, b) => b.score - a.score)[0]
  ).sort((a, b) => b.score - a.score);
}

// ─── Run Backtest ─────────────────────────────────────────────────────────────
console.log('⚙️  Running M3 SpreadOverdue backtest...');


const results = [];
const hitCounts = { 0: 0, 1: 0, 2: 0, 3: 0, 4: 0, 5: 0 };

const startTime = Date.now();
let lastReported = 0;

for (let i = START_IDX; i < TOTAL; i++) {
  const periodNum = i + 1;
  const actual = draws[i].numbers;
  const date = draws[i].date;

  // DecayFreq: returns [{num, score}] sorted by score ASC (coldest first = highest priority)
  const picksWithScore = predictAt(draws, i);

  // predictedWithScores: sorted by score ASC = highest-priority first for display
  const predictedSorted = picksWithScore; // already sorted coldest→hottest
  // numerically sorted plain array for backward compat
  const predictedNums = picksWithScore.map(p => p.num).sort((a, b) => parseInt(a) - parseInt(b));

  const actualSet = new Set(actual.map(n => pad(n)));
  let hits = 0;
  for (const p of predictedNums) {
    if (actualSet.has(p)) hits++;
  }

  hitCounts[hits]++;
  results.push({
    period: periodNum,
    date,
    predicted: predictedNums,
    predictedWithScores: predictedSorted.map(p => ({ num: p.num, score: p.score })),
    actual: actual.map(n => pad(n)),
    hits,
  });

  const done = i - START_IDX + 1;
  if (done - lastReported >= 100 || done === BACKTEST_N) {
    const pct = ((done / BACKTEST_N) * 100).toFixed(0);
    const elapsed = ((Date.now() - startTime) / 1000).toFixed(1);
    process.stdout.write(`\r  Progress: ${done}/${BACKTEST_N} (${pct}%) — ${elapsed}s elapsed`);
    lastReported = done;
  }
}



console.log('\n\n✅ Backtest complete!\n');

// ─── Compute Summary Stats ────────────────────────────────────────────────────
const totalTests = results.length;
const totalHits = results.reduce((s, r) => s + r.hits, 0);
const possibleHits = totalTests * 5;
const overallRate = ((totalHits / possibleHits) * 100).toFixed(2);

// Periods with at least 1 hit
const atLeast1 = results.filter(r => r.hits >= 1).length;
const atLeast2 = results.filter(r => r.hits >= 2).length;
const atLeast3 = results.filter(r => r.hits >= 3).length;
const perfect5 = results.filter(r => r.hits === 5).length;

console.log(`📊 Backtest Summary (${START_IDX + 1}–${TOTAL} 期)`);
console.log(`   Total tested:      ${totalTests}`);
console.log(`   Total hits:        ${totalHits} / ${possibleHits}`);
console.log(`   Overall hit rate:  ${overallRate}%`);
console.log(`   At least 1 hit:    ${atLeast1} (${((atLeast1 / totalTests) * 100).toFixed(1)}%)`);
console.log(`   At least 2 hits:   ${atLeast2} (${((atLeast2 / totalTests) * 100).toFixed(1)}%)`);
console.log(`   At least 3 hits:   ${atLeast3} (${((atLeast3 / totalTests) * 100).toFixed(1)}%)`);
console.log(`   Perfect 5/5:       ${perfect5} (${((perfect5 / totalTests) * 100).toFixed(2)}%)`);
console.log('');
console.log('   Distribution:');
for (let k = 5; k >= 0; k--) {
  const cnt = hitCounts[k];
  const pct = ((cnt / totalTests) * 100).toFixed(1);
  console.log(`     ${k}/5 hits: ${String(cnt).padStart(4)} periods (${pct}%)`);
}

// ─── Save JSON ────────────────────────────────────────────────────────────────
const output = {
  meta: {
    generatedAt: new Date().toISOString(),
    totalDraws: TOTAL,
    backtestStart: START_IDX + 1,
    backtestEnd: TOTAL,
    backtestN: BACKTEST_N,
  },
  summary: {
    totalTests,
    totalHits,
    possibleHits,
    overallHitRate: parseFloat(overallRate),
    atLeast1, atLeast1Pct: parseFloat(((atLeast1 / totalTests) * 100).toFixed(2)),
    atLeast2, atLeast2Pct: parseFloat(((atLeast2 / totalTests) * 100).toFixed(2)),
    atLeast3, atLeast3Pct: parseFloat(((atLeast3 / totalTests) * 100).toFixed(2)),
    perfect5, perfect5Pct: parseFloat(((perfect5 / totalTests) * 100).toFixed(2)),
    distribution: hitCounts,
  },
  results,
};

fs.writeFileSync('backtest_results.json', JSON.stringify(output, null, 2), 'utf8');
console.log('\n✅ backtest_results.json saved');

// ─── Generate Markdown Report ─────────────────────────────────────────────────
console.log('📝 Generating markdown report...');

const lines = [
  '# 今彩539 預測命中率回測報告',
  '',
  `> 回測期間：第 **${START_IDX + 1}** 期 ~ 第 **${TOTAL}** 期 (共 **${totalTests}** 期)`,
  `> 訓練資料：每期預測使用該期之前所有歷史資料`,
  `> 產生時間：${new Date().toLocaleString('zh-TW')}`,
  '',
  '---',
  '',
  '## 📊 總體命中率統計',
  '',
  '| 指標 | 數值 |',
  '|---|---|',
  `| 回測期數 | ${totalTests} 期 |`,
  `| 總命中號碼數 | ${totalHits} / ${possibleHits} |`,
  `| 號碼命中率 | **${overallRate}%** |`,
  `| 至少命中 1 個號碼 | ${atLeast1} 期 (${((atLeast1 / totalTests) * 100).toFixed(1)}%) |`,
  `| 至少命中 2 個號碼 | ${atLeast2} 期 (${((atLeast2 / totalTests) * 100).toFixed(1)}%) |`,
  `| 至少命中 3 個號碼 | ${atLeast3} 期 (${((atLeast3 / totalTests) * 100).toFixed(1)}%) |`,
  `| 完全命中 (5/5) | ${perfect5} 期 (${((perfect5 / totalTests) * 100).toFixed(2)}%) |`,
  '',
  '## 🎯 命中數分佈',
  '',
  '| 命中數 | 期數 | 佔比 |',
  '|:---:|:---:|:---:|',
];

for (let k = 5; k >= 0; k--) {
  const cnt = hitCounts[k];
  const pct = ((cnt / totalTests) * 100).toFixed(1);
  const bar = '█'.repeat(Math.round(cnt / totalTests * 20));
  lines.push(`| ${k}/5 | ${cnt} | ${pct}% ${bar} |`);
}

lines.push('', '---', '', '## 📋 逐期回測結果 (由新到舊)', '');
lines.push('| 期號 | 日期 | 預測號碼 | 實際號碼 | 命中數 | 命中號碼 |');
lines.push('|:---:|:---:|:---:|:---:|:---:|:---:|');

// Show newest first
const reversed = [...results].reverse();
for (const r of reversed) {
  const actualSet = new Set(r.actual);
  const hitNums = r.predicted.filter(p => actualSet.has(p));
  const hitStr = hitNums.length > 0 ? hitNums.join(', ') : '—';
  const hitsLabel = r.hits === 5 ? `**${r.hits}/5** 🎉` : r.hits >= 3 ? `**${r.hits}/5** ⭐` : `${r.hits}/5`;
  
  lines.push(`| ${r.period} | ${r.date} | ${r.predicted.join(', ')} | ${r.actual.join(', ')} | ${hitsLabel} | ${hitStr} |`);
}

fs.writeFileSync('backtest_report.md', lines.join('\n'), 'utf8');
const kb = (fs.statSync('backtest_report.md').size / 1024).toFixed(1);
console.log(`✅ backtest_report.md saved (${kb} KB)\n`);