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from collections import defaultdict
from dataclasses import dataclass
from datetime import datetime, timezone
import math
from statistics import mean
from app.models import FinishedMatch
@dataclass(frozen=True)
class TeamStats:
games: int
venue_games: int
effective_games: float
venue_effective_games: float
points_rate: float
venue_points_rate: float
gf: float
ga: float
venue_gf: float
venue_ga: float
last_date: datetime | None
@dataclass(frozen=True)
class LeagueSummary:
home_goals: float
away_goals: float
draw_rate: float
sample_size: int
rho: float
def _weighted_average(values: list[tuple[float, float]], default: float = 0.0) -> float:
if not values:
return default
weight_sum = sum(weight for _, weight in values)
return sum(value * weight for value, weight in values) / weight_sum if weight_sum else default
def _age_weight(match_date: datetime, as_of: datetime, half_life_days: float = 75.0) -> float:
age_days = max(0.0, (as_of - match_date).total_seconds() / 86400.0)
return 0.5 ** (age_days / half_life_days)
def team_stats(
team_key: str,
matches: list[FinishedMatch],
venue: str,
as_of: datetime,
) -> TeamStats:
relevant = [
m for m in matches
if m.utc_date < as_of and (m.home_key == team_key or m.away_key == team_key)
]
relevant = sorted(relevant, key=lambda x: x.utc_date, reverse=True)[:30]
points_values: list[tuple[float, float]] = []
gf_values: list[tuple[float, float]] = []
ga_values: list[tuple[float, float]] = []
venue_points: list[tuple[float, float]] = []
venue_gf: list[tuple[float, float]] = []
venue_ga: list[tuple[float, float]] = []
last_date = relevant[0].utc_date if relevant else None
for m in relevant:
is_home = m.home_key == team_key
gf = m.home_goals if is_home else m.away_goals
ga = m.away_goals if is_home else m.home_goals
pts_rate = 1.0 if gf > ga else (1.0 / 3.0 if gf == ga else 0.0)
weight = _age_weight(m.utc_date, as_of)
points_values.append((pts_rate, weight))
gf_values.append((float(gf), weight))
ga_values.append((float(ga), weight))
correct_venue = (venue == "home" and is_home) or (venue == "away" and not is_home)
if correct_venue:
venue_points.append((pts_rate, weight))
venue_gf.append((float(gf), weight))
venue_ga.append((float(ga), weight))
generic_points = _weighted_average(points_values, 0.44)
generic_gf = _weighted_average(gf_values, 1.30)
generic_ga = _weighted_average(ga_values, 1.30)
return TeamStats(
games=len(relevant),
venue_games=len(venue_points),
effective_games=sum(w for _, w in points_values),
venue_effective_games=sum(w for _, w in venue_points),
points_rate=generic_points,
venue_points_rate=_weighted_average(venue_points, generic_points),
gf=generic_gf,
ga=generic_ga,
venue_gf=_weighted_average(venue_gf, generic_gf),
venue_ga=_weighted_average(venue_ga, generic_ga),
last_date=last_date,
)
def build_elo(
matches: list[FinishedMatch],
k: float = 22.0,
home_advantage: float = 55.0,
as_of: datetime | None = None,
) -> dict[str, float]:
ratings: dict[str, float] = defaultdict(lambda: 1500.0)
for m in sorted(matches, key=lambda x: x.utc_date):
if as_of is not None and m.utc_date >= as_of:
continue
rh, ra = ratings[m.home_key], ratings[m.away_key]
exp_h = 1.0 / (1.0 + 10 ** ((ra - (rh + home_advantage)) / 400.0))
if m.home_goals > m.away_goals:
actual = 1.0
elif m.home_goals == m.away_goals:
actual = 0.5
else:
actual = 0.0
margin = abs(m.home_goals - m.away_goals)
margin_multiplier = min(1.75, 1.0 + 0.12 * margin)
delta = k * margin_multiplier * (actual - exp_h)
ratings[m.home_key] = rh + delta
ratings[m.away_key] = ra - delta
return dict(ratings)
def poisson_1x2(lambda_home: float, lambda_away: float, max_goals: int = 9) -> tuple[float, float, float]:
return dixon_coles_1x2(lambda_home, lambda_away, rho=0.0, max_goals=max_goals)
def _dc_tau(home_goals: int, away_goals: int, lh: float, la: float, rho: float) -> float:
if home_goals == 0 and away_goals == 0:
return max(0.01, 1.0 - lh * la * rho)
if home_goals == 0 and away_goals == 1:
return max(0.01, 1.0 + lh * rho)
if home_goals == 1 and away_goals == 0:
return max(0.01, 1.0 + la * rho)
if home_goals == 1 and away_goals == 1:
return max(0.01, 1.0 - rho)
return 1.0
def dixon_coles_1x2(
lambda_home: float,
lambda_away: float,
rho: float,
max_goals: int = 9,
) -> tuple[float, float, float]:
def pois(k: int, lam: float) -> float:
return math.exp(-lam) * (lam ** k) / math.factorial(k)
ph = pd = pa = total = 0.0
for h in range(max_goals + 1):
for a in range(max_goals + 1):
p = pois(h, lambda_home) * pois(a, lambda_away)
p *= _dc_tau(h, a, lambda_home, lambda_away, rho)
total += p
if h > a:
ph += p
elif h == a:
pd += p
else:
pa += p
if total <= 0:
return 1 / 3, 1 / 3, 1 / 3
return ph / total, pd / total, pa / total
def _estimate_rho(home_goals: float, away_goals: float, draw_rate: float, sample_size: int) -> float:
if sample_size < 60:
return 0.0
best_rho = 0.0
best_error = float("inf")
for step in range(-15, 11):
rho = step / 100.0
_, predicted_draw, _ = dixon_coles_1x2(home_goals, away_goals, rho)
error = abs(predicted_draw - draw_rate)
if error < best_error:
best_error = error
best_rho = rho
return best_rho
def league_summary(
matches: list[FinishedMatch],
competition: str,
as_of: datetime,
) -> LeagueSummary:
sample = [m for m in matches if m.competition == competition and m.utc_date < as_of]
sample = sorted(sample, key=lambda m: m.utc_date, reverse=True)[:350]
if not sample:
return LeagueSummary(1.45, 1.15, 0.27, 0, 0.0)
hg = mean(m.home_goals for m in sample)
ag = mean(m.away_goals for m in sample)
draw_rate = sum(m.home_goals == m.away_goals for m in sample) / len(sample)
rho = _estimate_rho(hg, ag, draw_rate, len(sample))
return LeagueSummary(
home_goals=max(0.70, min(2.20, hg)),
away_goals=max(0.60, min(1.90, ag)),
draw_rate=draw_rate,
sample_size=len(sample),
rho=rho,
)
def predictive_models(
home_key: str,
away_key: str,
matches: list[FinishedMatch],
elo: dict[str, float],
competition: str | None = None,
as_of: datetime | None = None,
ensemble_weights: tuple[float, float, float] | None = None,
) -> dict[str, tuple[float, float, float] | float]:
as_of = as_of or datetime.now(timezone.utc)
comp = competition or (matches[-1].competition if matches else "UNKNOWN")
comp_matches = [m for m in matches if m.competition == comp and m.utc_date < as_of]
hs = team_stats(home_key, comp_matches, "home", as_of)
aw = team_stats(away_key, comp_matches, "away", as_of)
league = league_summary(comp_matches, comp, as_of)
def shrink(rate: float, effective_n: float, prior: float, prior_strength: float = 5.5) -> float:
n = max(0.0, effective_n)
return (rate * n + prior * prior_strength) / (n + prior_strength)
# Venue information is valuable but noisy. Blend venue rates with overall rates,
# then shrink both towards competition scoring baselines.
home_attack_venue = shrink(hs.venue_gf, hs.venue_effective_games, league.home_goals)
home_attack_all = shrink(hs.gf, hs.effective_games, (league.home_goals + league.away_goals) / 2)
home_attack = 0.68 * home_attack_venue + 0.32 * home_attack_all
away_def_venue = shrink(aw.venue_ga, aw.venue_effective_games, league.home_goals)
away_def_all = shrink(aw.ga, aw.effective_games, (league.home_goals + league.away_goals) / 2)
away_def = 0.68 * away_def_venue + 0.32 * away_def_all
away_attack_venue = shrink(aw.venue_gf, aw.venue_effective_games, league.away_goals)
away_attack_all = shrink(aw.gf, aw.effective_games, (league.home_goals + league.away_goals) / 2)
away_attack = 0.68 * away_attack_venue + 0.32 * away_attack_all
home_def_venue = shrink(hs.venue_ga, hs.venue_effective_games, league.away_goals)
home_def_all = shrink(hs.ga, hs.effective_games, (league.home_goals + league.away_goals) / 2)
home_def = 0.68 * home_def_venue + 0.32 * home_def_all
# Geometric combination is deliberately less explosive than multiplying
# attack/defence strengths directly.
lam_h = math.sqrt(max(0.08, home_attack) * max(0.08, away_def))
lam_a = math.sqrt(max(0.08, away_attack) * max(0.08, home_def))
lam_h = min(3.50, max(0.30, lam_h))
lam_a = min(3.20, max(0.22, lam_a))
poisson = dixon_coles_1x2(lam_h, lam_a, league.rho)
draw_anchor = poisson[1]
rh = elo.get(home_key, 1500.0)
ra = elo.get(away_key, 1500.0)
q_home = 1.0 / (1.0 + 10 ** ((ra - (rh + 55.0)) / 400.0))
elo_p = (
(1 - draw_anchor) * q_home,
draw_anchor,
(1 - draw_anchor) * (1 - q_home),
)
form_delta = (
0.60 * hs.venue_points_rate + 0.40 * hs.points_rate
- 0.60 * aw.venue_points_rate - 0.40 * aw.points_rate
)
q_form = 1.0 / (1.0 + math.exp(-2.15 * form_delta))
form_p = (
(1 - draw_anchor) * q_form,
draw_anchor,
(1 - draw_anchor) * (1 - q_form),
)
general_q = min(1.0, min(hs.effective_games, aw.effective_games) / 10.0)
venue_q = min(1.0, min(hs.venue_effective_games, aw.venue_effective_games) / 4.0)
league_q = min(1.0, league.sample_size / 160.0)
last_dates = [d for d in (hs.last_date, aw.last_date) if d]
if len(last_dates) == 2:
days = max((as_of - d).days for d in last_dates)
recency = 1.0 if days <= 14 else 0.92 if days <= 30 else 0.75 if days <= 60 else 0.45
else:
recency = 0.20
quality = (
0.36 * general_q
+ 0.28 * venue_q
+ 0.22 * league_q
+ 0.14 * recency
)
if ensemble_weights is None:
# Default prior weights. When samples are shallow, trust the slow-moving
# Elo component slightly more.
poisson_w = 0.42 + 0.08 * quality
elo_w = 0.38 - 0.05 * quality
form_w = 1.0 - poisson_w - elo_w
else:
pw, ew, fw = ensemble_weights
total_w = max(1e-9, pw + ew + fw)
poisson_w, elo_w, form_w = pw / total_w, ew / total_w, fw / total_w
# Walk-forward tuning is competition-level; event-level low sample still
# receives a small stability shift from form toward Elo.
low_sample_shift = max(0.0, 0.55 - quality) * 0.12
shifted = min(form_w * 0.45, low_sample_shift)
form_w -= shifted
elo_w += shifted
ensemble = tuple(
poisson_w * poisson[i] + elo_w * elo_p[i] + form_w * form_p[i]
for i in range(3)
)
total = sum(ensemble)
ensemble = tuple(p / total for p in ensemble)
return {
"poisson": poisson,
"elo": elo_p,
"form": form_p,
"ensemble": ensemble,
"quality": quality,
"lambda_home": lam_h,
"lambda_away": lam_a,
"rho": league.rho,
"league_draw_rate": league.draw_rate,
"league_sample": float(league.sample_size),
"home_games": float(hs.games),
"away_games": float(aw.games),
"home_venue_games": float(hs.venue_games),
"away_venue_games": float(aw.venue_games),
"weight_poisson": float(poisson_w),
"weight_elo": float(elo_w),
"weight_form": float(form_w),
}
def tune_ensemble_weights(
matches: list[FinishedMatch],
competition: str,
*,
evaluation_matches: int = 56,
minimum_training_matches: int = 70,
) -> dict[str, float | tuple[float, float, float]]:
"""
Time-aware competition-level weight tuning.
Every evaluation match is predicted using only matches that happened before it.
The selected weights minimize multiclass Brier score on the older part of the
walk-forward slice, are shrunk toward a conservative prior, and are accepted
only when they hold up on the newer validation part.
"""
ordered = sorted(
[m for m in matches if m.competition == competition],
key=lambda m: m.utc_date,
)
if len(ordered) < minimum_training_matches + 20:
return {
"weights": (0.46, 0.34, 0.20),
"samples": 0.0,
"validation_samples": 0.0,
"brier": 0.0,
"default_brier": 0.0,
"climatology_brier": 0.0,
"brier_skill": 0.0,
"gain": 0.0,
}
start = max(minimum_training_matches, len(ordered) - evaluation_matches)
rows: list[tuple[
tuple[float, float, float],
tuple[float, float, float],
tuple[float, float, float],
tuple[float, float, float],
tuple[float, float, float],
]] = []
for idx in range(start, len(ordered)):
target = ordered[idx]
train = ordered[:idx]
# Need a minimally informative history for both teams.
home_count = sum(target.home_key in (m.home_key, m.away_key) for m in train)
away_count = sum(target.away_key in (m.home_key, m.away_key) for m in train)
if min(home_count, away_count) < 5:
continue
elo = build_elo(train, as_of=target.utc_date)
model = predictive_models(
target.home_key,
target.away_key,
train,
elo,
competition=competition,
as_of=target.utc_date,
ensemble_weights=None,
)
y = (
(1.0, 0.0, 0.0)
if target.home_goals > target.away_goals
else (0.0, 1.0, 0.0)
if target.home_goals == target.away_goals
else (0.0, 0.0, 1.0)
)
# Time-safe climatology: computed only from matches available before
# the target. It gives us a genuine walk-forward skill baseline instead
# of judging the model merely by whether tuned weights beat default weights.
baseline_sample = train[-220:]
n_base = max(1, len(baseline_sample))
climatology = (
sum(m.home_goals > m.away_goals for m in baseline_sample) / n_base,
sum(m.home_goals == m.away_goals for m in baseline_sample) / n_base,
sum(m.home_goals < m.away_goals for m in baseline_sample) / n_base,
)
rows.append((
tuple(float(x) for x in model["poisson"]),
tuple(float(x) for x in model["elo"]),
tuple(float(x) for x in model["form"]),
climatology,
y,
))
if len(rows) < 18:
return {
"weights": (0.46, 0.34, 0.20),
"samples": float(len(rows)),
"validation_samples": 0.0,
"brier": 0.0,
"default_brier": 0.0,
"climatology_brier": 0.0,
"brier_skill": 0.0,
"gain": 0.0,
}
# Tune weights on the older part of the walk-forward predictions and report
# skill only on the newer holdout. The base predictions are time-safe, but
# selecting and scoring weights on the same slice would still be optimistic.
split_at = max(12, int(len(rows) * 0.70))
split_at = min(split_at, len(rows) - 6)
tuning_rows = rows[:split_at]
validation_rows = rows[split_at:]
def brier(weights: tuple[float, float, float], sample=validation_rows) -> float:
pw, ew, fw = weights
total = 0.0
for pp, ep, fp, _clim, y in sample:
pred = tuple(pw * pp[i] + ew * ep[i] + fw * fp[i] for i in range(3))
total += sum((pred[i] - y[i]) ** 2 for i in range(3)) / 3.0
return total / len(sample)
default = (0.46, 0.34, 0.20)
default_brier = brier(default)
climatology_brier = sum(
sum((clim[i] - y[i]) ** 2 for i in range(3)) / 3.0
for _pp, _ep, _fp, clim, y in validation_rows
) / len(validation_rows)
candidates: list[tuple[float, float, float]] = [default]
# Coarse grid is deliberate; a fine grid would overfit the short walk-forward
# sample and create fake precision.
for pi in range(2, 8):
pw = pi / 10.0
for ei in range(2, 8):
ew = ei / 10.0
fw = 1.0 - pw - ew
if 0.10 <= fw <= 0.40:
candidates.append((pw, ew, fw))
best = min(candidates, key=lambda weights: brier(weights, tuning_rows))
# Empirical-Bayes style shrinkage toward prior weights.
trust = min(0.70, len(tuning_rows) / (len(tuning_rows) + 45.0))
shrunk = tuple(default[i] * (1.0 - trust) + best[i] * trust for i in range(3))
total_w = sum(shrunk)
shrunk = tuple(w / total_w for w in shrunk)
shrunk_brier = brier(shrunk)
if shrunk_brier > default_brier:
shrunk = default
shrunk_brier = default_brier
# Multiclass Brier Skill Score against a time-safe competition climatology.
# Positive = internal model beat the baseline out of sample. Negative = it did not.
brier_skill = (
1.0 - shrunk_brier / climatology_brier
if climatology_brier > 1e-12
else 0.0
)
return {
"weights": shrunk,
"samples": float(len(rows)),
"validation_samples": float(len(validation_rows)),
"brier": float(shrunk_brier),
"default_brier": float(default_brier),
"climatology_brier": float(climatology_brier),
"brier_skill": float(brier_skill),
"gain": float(max(0.0, default_brier - shrunk_brier)),
}
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