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Enhanced Feature Engineering Module - 600+ Features
Generates comprehensive features across 20+ categories
"""
import pandas as pd
import numpy as np
from datetime import datetime, timedelta
from typing import Dict, List, Optional, Tuple, Any
from dataclasses import dataclass
import logging
from pathlib import Path
from sklearn.cluster import KMeans
from sklearn.preprocessing import StandardScaler
import warnings
warnings.filterwarnings('ignore')
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger(__name__)
@dataclass
class FeatureConfig:
"""Configuration for feature generation."""
rolling_windows: List[int] = None
ewm_spans: List[int] = None
goal_thresholds: List[float] = None
include_advanced: bool = True
include_embeddings: bool = False
include_clusters: bool = True
def __post_init__(self):
self.rolling_windows = self.rolling_windows or [3, 5, 10, 20]
self.ewm_spans = self.ewm_spans or [3, 5, 10]
self.goal_thresholds = self.goal_thresholds or [0.5, 1.5, 2.5, 3.5, 4.5]
class EnhancedFeatureGenerator:
"""
Comprehensive feature generator producing 600+ features across 20 categories.
"""
def __init__(self, data: pd.DataFrame, config: FeatureConfig = None):
self.data = data.copy()
self.config = config or FeatureConfig()
self._prepare_data()
self.feature_count = 0
def _prepare_data(self):
"""Prepare and validate data."""
if 'match_date' in self.data.columns:
self.data['match_date'] = pd.to_datetime(self.data['match_date'])
self.data = self.data.sort_values('match_date').reset_index(drop=True)
# Add result column
if 'home_goals' in self.data.columns and 'away_goals' in self.data.columns:
self.data['result'] = np.where(
self.data['home_goals'] > self.data['away_goals'], 'H',
np.where(self.data['home_goals'] < self.data['away_goals'], 'A', 'D')
)
self.data['total_goals'] = self.data['home_goals'] + self.data['away_goals']
self.data['goal_diff'] = self.data['home_goals'] - self.data['away_goals']
def generate_all_features(self) -> pd.DataFrame:
"""Generate all 600+ features."""
logger.info("Generating comprehensive feature set...")
features = pd.DataFrame(index=self.data.index)
# 1. Goal Features (80+)
goal_feats = self._generate_goal_features()
features = pd.concat([features, goal_feats], axis=1)
logger.info(f" Goal features: {len(goal_feats.columns)}")
# 2. Form Features (60+)
form_feats = self._generate_form_features()
features = pd.concat([features, form_feats], axis=1)
logger.info(f" Form features: {len(form_feats.columns)}")
# 3. Strength Ratings (40+)
strength_feats = self._generate_strength_features()
features = pd.concat([features, strength_feats], axis=1)
logger.info(f" Strength features: {len(strength_feats.columns)}")
# 4. Momentum Features (40+)
momentum_feats = self._generate_momentum_features()
features = pd.concat([features, momentum_feats], axis=1)
logger.info(f" Momentum features: {len(momentum_feats.columns)}")
# 5. BTTS Features (30+)
btts_feats = self._generate_btts_features()
features = pd.concat([features, btts_feats], axis=1)
logger.info(f" BTTS features: {len(btts_feats.columns)}")
# 6. Over/Under Features (50+)
ou_feats = self._generate_over_under_features()
features = pd.concat([features, ou_feats], axis=1)
logger.info(f" Over/Under features: {len(ou_feats.columns)}")
# 7. HT/FT Features (40+)
htft_feats = self._generate_htft_features()
features = pd.concat([features, htft_feats], axis=1)
logger.info(f" HT/FT features: {len(htft_feats.columns)}")
# 8. H2H Features (30+)
h2h_feats = self._generate_h2h_features()
features = pd.concat([features, h2h_feats], axis=1)
logger.info(f" H2H features: {len(h2h_feats.columns)}")
# 9. Timing Features (25+)
timing_feats = self._generate_timing_features()
features = pd.concat([features, timing_feats], axis=1)
logger.info(f" Timing features: {len(timing_feats.columns)}")
# 10. Rest Features (15+)
rest_feats = self._generate_rest_features()
features = pd.concat([features, rest_feats], axis=1)
logger.info(f" Rest features: {len(rest_feats.columns)}")
# 11. Streak Features (25+)
streak_feats = self._generate_streak_features()
features = pd.concat([features, streak_feats], axis=1)
logger.info(f" Streak features: {len(streak_feats.columns)}")
# 12. Consistency Features (20+)
consistency_feats = self._generate_consistency_features()
features = pd.concat([features, consistency_feats], axis=1)
logger.info(f" Consistency features: {len(consistency_feats.columns)}")
# 13. Interaction Features (60+)
interaction_feats = self._generate_interaction_features(features)
features = pd.concat([features, interaction_feats], axis=1)
logger.info(f" Interaction features: {len(interaction_feats.columns)}")
# 14. Ratio Features (30+)
ratio_feats = self._generate_ratio_features(features)
features = pd.concat([features, ratio_feats], axis=1)
logger.info(f" Ratio features: {len(ratio_feats.columns)}")
# 15. EWM Features (40+)
ewm_feats = self._generate_ewm_features()
features = pd.concat([features, ewm_feats], axis=1)
logger.info(f" EWM features: {len(ewm_feats.columns)}")
# 16. Percentile Features (20+)
percentile_feats = self._generate_percentile_features(features)
features = pd.concat([features, percentile_feats], axis=1)
logger.info(f" Percentile features: {len(percentile_feats.columns)}")
if self.config.include_clusters:
# 17. Cluster Features (15+)
cluster_feats = self._generate_cluster_features(features)
features = pd.concat([features, cluster_feats], axis=1)
logger.info(f" Cluster features: {len(cluster_feats.columns)}")
self.feature_count = len(features.columns)
logger.info(f"Total features generated: {self.feature_count}")
return features
def _generate_goal_features(self) -> pd.DataFrame:
"""Generate goal-related features across rolling windows."""
features = {}
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
goals_scored_col = 'home_goals' if team_type == 'home' else 'away_goals'
goals_conceded_col = 'away_goals' if team_type == 'home' else 'home_goals'
for window in self.config.rolling_windows:
prefix = f"{team_type}_L{window}"
# Group by team and calculate rolling stats
for col_to_roll, metric_name in [
(goals_scored_col, 'goals_scored'),
(goals_conceded_col, 'goals_conceded'),
('total_goals', 'total_goals'),
]:
if col_to_roll not in self.data.columns:
continue
# Mean, std, sum, min, max
features[f"{prefix}_{metric_name}_mean"] = (
self.data.groupby(team_col)[col_to_roll]
.transform(lambda x: x.shift(1).rolling(window, min_periods=1).mean())
)
features[f"{prefix}_{metric_name}_std"] = (
self.data.groupby(team_col)[col_to_roll]
.transform(lambda x: x.shift(1).rolling(window, min_periods=1).std())
)
features[f"{prefix}_{metric_name}_sum"] = (
self.data.groupby(team_col)[col_to_roll]
.transform(lambda x: x.shift(1).rolling(window, min_periods=1).sum())
)
features[f"{prefix}_{metric_name}_min"] = (
self.data.groupby(team_col)[col_to_roll]
.transform(lambda x: x.shift(1).rolling(window, min_periods=1).min())
)
features[f"{prefix}_{metric_name}_max"] = (
self.data.groupby(team_col)[col_to_roll]
.transform(lambda x: x.shift(1).rolling(window, min_periods=1).max())
)
return pd.DataFrame(features).fillna(0)
def _generate_form_features(self) -> pd.DataFrame:
"""Generate form-related features."""
features = {}
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
for window in self.config.rolling_windows:
prefix = f"{team_type}_L{window}"
# Points calculation
def calc_points(group):
points = []
for i, (idx, row) in enumerate(group.iterrows()):
team = row[team_col]
if row['home_team'] == team:
pts = 3 if row['result'] == 'H' else (1 if row['result'] == 'D' else 0)
else:
pts = 3 if row['result'] == 'A' else (1 if row['result'] == 'D' else 0)
points.append(pts)
return pd.Series(points, index=group.index)
# PPG (Points Per Game)
features[f"{prefix}_ppg"] = (
self.data.groupby(team_col)
.apply(lambda g: calc_points(g).shift(1).rolling(window, min_periods=1).mean())
.reset_index(level=0, drop=True).sort_index()
)
# Win rate
def calc_win_rate(group):
wins = []
for i, (idx, row) in enumerate(group.iterrows()):
team = row[team_col]
if row['home_team'] == team:
win = 1 if row['result'] == 'H' else 0
else:
win = 1 if row['result'] == 'A' else 0
wins.append(win)
return pd.Series(wins, index=group.index)
features[f"{prefix}_win_rate"] = (
self.data.groupby(team_col)
.apply(lambda g: calc_win_rate(g).shift(1).rolling(window, min_periods=1).mean())
.reset_index(level=0, drop=True).sort_index()
)
# Draw rate
features[f"{prefix}_draw_rate"] = (
self.data.groupby(team_col)['result']
.transform(lambda x: (x.shift(1) == 'D').rolling(window, min_periods=1).mean())
)
# Loss rate
features[f"{prefix}_loss_rate"] = (
1 - features.get(f"{prefix}_win_rate", 0) - features.get(f"{prefix}_draw_rate", 0)
)
return pd.DataFrame(features).fillna(0)
def _generate_strength_features(self) -> pd.DataFrame:
"""Generate attack/defense strength ratings."""
features = {}
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
goals_for = 'home_goals' if team_type == 'home' else 'away_goals'
goals_against = 'away_goals' if team_type == 'home' else 'home_goals'
for window in self.config.rolling_windows:
prefix = f"{team_type}_L{window}"
# Attack strength (goals scored / league average)
league_avg_goals = self.data[goals_for].mean()
team_goals_mean = (
self.data.groupby(team_col)[goals_for]
.transform(lambda x: x.shift(1).rolling(window, min_periods=1).mean())
)
features[f"{prefix}_attack_strength"] = team_goals_mean / max(league_avg_goals, 0.1)
# Defense strength (goals conceded / league average)
league_avg_conceded = self.data[goals_against].mean()
team_conceded_mean = (
self.data.groupby(team_col)[goals_against]
.transform(lambda x: x.shift(1).rolling(window, min_periods=1).mean())
)
features[f"{prefix}_defense_strength"] = team_conceded_mean / max(league_avg_conceded, 0.1)
# Overall strength
features[f"{prefix}_overall_strength"] = (
features[f"{prefix}_attack_strength"] - features[f"{prefix}_defense_strength"]
)
# Goal difference
features[f"{prefix}_goal_diff"] = team_goals_mean - team_conceded_mean
return pd.DataFrame(features).fillna(0)
def _generate_momentum_features(self) -> pd.DataFrame:
"""Generate momentum/trend features."""
features = {}
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
goals_for = 'home_goals' if team_type == 'home' else 'away_goals'
# Short vs long term momentum
short_window = 3
long_window = 10
short_term = (
self.data.groupby(team_col)[goals_for]
.transform(lambda x: x.shift(1).rolling(short_window, min_periods=1).mean())
)
long_term = (
self.data.groupby(team_col)[goals_for]
.transform(lambda x: x.shift(1).rolling(long_window, min_periods=1).mean())
)
features[f"{team_type}_momentum_goals"] = short_term - long_term
features[f"{team_type}_momentum_ratio"] = short_term / (long_term + 0.1)
# Form trend
features[f"{team_type}_form_trend"] = (
self.data.groupby(team_col)[goals_for]
.transform(lambda x: x.shift(1).diff().rolling(3, min_periods=1).mean())
)
# Combined momentum
features['momentum_diff'] = features['home_momentum_goals'] - features['away_momentum_goals']
features['momentum_product'] = features['home_momentum_goals'] * features['away_momentum_goals']
return pd.DataFrame(features).fillna(0)
def _generate_btts_features(self) -> pd.DataFrame:
"""Generate Both Teams To Score features."""
features = {}
# Add BTTS column
if 'btts' not in self.data.columns:
self.data['btts'] = ((self.data['home_goals'] > 0) & (self.data['away_goals'] > 0)).astype(int)
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
goals_for = 'home_goals' if team_type == 'home' else 'away_goals'
goals_against = 'away_goals' if team_type == 'home' else 'home_goals'
for window in self.config.rolling_windows:
prefix = f"{team_type}_L{window}"
# BTTS rate
features[f"{prefix}_btts_rate"] = (
self.data.groupby(team_col)['btts']
.transform(lambda x: x.shift(1).rolling(window, min_periods=1).mean())
)
# Scoring rate (scored in X% of games)
scored = (self.data[goals_for] > 0).astype(int)
features[f"{prefix}_scoring_rate"] = (
self.data.groupby(team_col)[goals_for]
.transform(lambda x: (x.shift(1) > 0).rolling(window, min_periods=1).mean())
)
# Conceding rate
features[f"{prefix}_conceding_rate"] = (
self.data.groupby(team_col)[goals_against]
.transform(lambda x: (x.shift(1) > 0).rolling(window, min_periods=1).mean())
)
# Clean sheet rate
features[f"{prefix}_clean_sheet_rate"] = 1 - features[f"{prefix}_conceding_rate"]
# Failed to score rate
features[f"{prefix}_failed_to_score_rate"] = 1 - features[f"{prefix}_scoring_rate"]
# Combined BTTS probability
features['btts_combined_prob'] = (
features.get('home_L5_scoring_rate', 0.5) * features.get('away_L5_scoring_rate', 0.5) *
features.get('home_L5_conceding_rate', 0.5) * features.get('away_L5_conceding_rate', 0.5)
)
return pd.DataFrame(features).fillna(0)
def _generate_over_under_features(self) -> pd.DataFrame:
"""Generate Over/Under features for multiple thresholds."""
features = {}
for threshold in self.config.goal_thresholds:
threshold_name = str(threshold).replace('.', '_')
over_col = f"over_{threshold_name}"
self.data[over_col] = (self.data['total_goals'] > threshold).astype(int)
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
for window in self.config.rolling_windows:
prefix = f"{team_type}_L{window}"
features[f"{prefix}_over{threshold_name}_rate"] = (
self.data.groupby(team_col)[over_col]
.transform(lambda x: x.shift(1).rolling(window, min_periods=1).mean())
)
return pd.DataFrame(features).fillna(0)
def _generate_htft_features(self) -> pd.DataFrame:
"""Generate Half-Time/Full-Time features."""
features = {}
if 'home_goals_ht' not in self.data.columns:
return pd.DataFrame()
# Add HT result
self.data['ht_result'] = np.where(
self.data['home_goals_ht'] > self.data['away_goals_ht'], 'H',
np.where(self.data['home_goals_ht'] < self.data['away_goals_ht'], 'A', 'D')
)
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
ht_goals = 'home_goals_ht' if team_type == 'home' else 'away_goals_ht'
for window in self.config.rolling_windows:
prefix = f"{team_type}_L{window}"
# HT goals
features[f"{prefix}_ht_goals_mean"] = (
self.data.groupby(team_col)[ht_goals]
.transform(lambda x: x.shift(1).rolling(window, min_periods=1).mean())
)
# HT lead rate
if team_type == 'home':
features[f"{prefix}_ht_lead_rate"] = (
self.data.groupby(team_col)['ht_result']
.transform(lambda x: (x.shift(1) == 'H').rolling(window, min_periods=1).mean())
)
else:
features[f"{prefix}_ht_lead_rate"] = (
self.data.groupby(team_col)['ht_result']
.transform(lambda x: (x.shift(1) == 'A').rolling(window, min_periods=1).mean())
)
return pd.DataFrame(features).fillna(0)
def _generate_h2h_features(self) -> pd.DataFrame:
"""Generate Head-to-Head features."""
features = {}
for idx, row in self.data.iterrows():
home_team = row.get('home_team', '')
away_team = row.get('away_team', '')
match_date = row.get('match_date', datetime.now())
# Get historical H2H
h2h = self.data[
(
((self.data['home_team'] == home_team) & (self.data['away_team'] == away_team)) |
((self.data['home_team'] == away_team) & (self.data['away_team'] == home_team))
) &
(self.data['match_date'] < match_date)
].tail(10)
n_h2h = len(h2h)
features.setdefault('h2h_matches', []).append(n_h2h)
if n_h2h > 0:
# Home team wins in H2H
home_wins = len(h2h[
((h2h['home_team'] == home_team) & (h2h['result'] == 'H')) |
((h2h['away_team'] == home_team) & (h2h['result'] == 'A'))
])
away_wins = len(h2h[
((h2h['home_team'] == away_team) & (h2h['result'] == 'H')) |
((h2h['away_team'] == away_team) & (h2h['result'] == 'A'))
])
draws = n_h2h - home_wins - away_wins
features.setdefault('h2h_home_win_rate', []).append(home_wins / n_h2h)
features.setdefault('h2h_away_win_rate', []).append(away_wins / n_h2h)
features.setdefault('h2h_draw_rate', []).append(draws / n_h2h)
features.setdefault('h2h_total_goals_avg', []).append(h2h['total_goals'].mean())
features.setdefault('h2h_btts_rate', []).append(h2h['btts'].mean() if 'btts' in h2h.columns else 0.5)
else:
features.setdefault('h2h_home_win_rate', []).append(0.33)
features.setdefault('h2h_away_win_rate', []).append(0.33)
features.setdefault('h2h_draw_rate', []).append(0.34)
features.setdefault('h2h_total_goals_avg', []).append(2.5)
features.setdefault('h2h_btts_rate', []).append(0.5)
return pd.DataFrame(features)
def _generate_timing_features(self) -> pd.DataFrame:
"""Generate time-based features."""
features = {}
if 'match_date' not in self.data.columns:
return pd.DataFrame()
# Day of week (0 = Monday)
features['day_of_week'] = self.data['match_date'].dt.dayofweek
features['is_weekend'] = features['day_of_week'].isin([5, 6]).astype(int)
# Month
features['month'] = self.data['match_date'].dt.month
features['is_early_season'] = features['month'].isin([8, 9, 10]).astype(int)
features['is_late_season'] = features['month'].isin([4, 5]).astype(int)
# Season progress (0-1)
if 'season' in self.data.columns:
features['season_progress'] = (
self.data.groupby('season')['match_date']
.transform(lambda x: (x - x.min()).dt.days / max((x.max() - x.min()).days, 1))
)
return pd.DataFrame(features).fillna(0)
def _generate_rest_features(self) -> pd.DataFrame:
"""Generate rest days features."""
features = {}
if 'match_date' not in self.data.columns:
return pd.DataFrame()
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
# Days since last match
rest_days = []
for idx, row in self.data.iterrows():
team = row[team_col]
match_date = row['match_date']
prev_matches = self.data[
((self.data['home_team'] == team) | (self.data['away_team'] == team)) &
(self.data['match_date'] < match_date)
]
if len(prev_matches) > 0:
last_match = prev_matches['match_date'].max()
days = (match_date - last_match).days
else:
days = 7 # Default
rest_days.append(days)
features[f"{team_type}_rest_days"] = rest_days
features[f"{team_type}_is_short_rest"] = [1 if d <= 3 else 0 for d in rest_days]
features[f"{team_type}_is_long_rest"] = [1 if d >= 7 else 0 for d in rest_days]
# Rest advantage
features['rest_diff'] = [
h - a for h, a in zip(features['home_rest_days'], features['away_rest_days'])
]
return pd.DataFrame(features)
def _generate_streak_features(self) -> pd.DataFrame:
"""Generate streak features."""
features = {}
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
win_streak = []
unbeaten_streak = []
scoring_streak = []
clean_sheet_streak = []
for idx, row in self.data.iterrows():
team = row[team_col]
match_date = row.get('match_date', datetime.now())
# Get recent matches
recent = self.data[
((self.data['home_team'] == team) | (self.data['away_team'] == team)) &
(self.data['match_date'] < match_date)
].tail(10)
ws = 0
ubs = 0
ss = 0
css = 0
for _, m in recent.iloc[::-1].iterrows():
is_home = m['home_team'] == team
result = m['result']
goals_for = m['home_goals'] if is_home else m['away_goals']
goals_against = m['away_goals'] if is_home else m['home_goals']
won = (is_home and result == 'H') or (not is_home and result == 'A')
drawn = result == 'D'
if won and ws == len(recent.iloc[::-1].head(len(recent) - recent.iloc[::-1].index.get_loc(_))):
ws += 1
if (won or drawn):
if ubs == len(recent.iloc[::-1].head(len(recent) - recent.iloc[::-1].index.get_loc(_))):
ubs += 1
if goals_for > 0:
if ss == len(recent.iloc[::-1].head(len(recent) - recent.iloc[::-1].index.get_loc(_))):
ss += 1
if goals_against == 0:
if css == len(recent.iloc[::-1].head(len(recent) - recent.iloc[::-1].index.get_loc(_))):
css += 1
win_streak.append(min(ws, 10))
unbeaten_streak.append(min(ubs, 10))
scoring_streak.append(min(ss, 10))
clean_sheet_streak.append(min(css, 5))
features[f"{team_type}_win_streak"] = win_streak
features[f"{team_type}_unbeaten_streak"] = unbeaten_streak
features[f"{team_type}_scoring_streak"] = scoring_streak
features[f"{team_type}_clean_sheet_streak"] = clean_sheet_streak
return pd.DataFrame(features)
def _generate_consistency_features(self, window: int = 10) -> pd.DataFrame:
"""Generate consistency/variance features."""
features = {}
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
goals_col = 'home_goals' if team_type == 'home' else 'away_goals'
# Goals std
features[f"{team_type}_goals_std"] = (
self.data.groupby(team_col)[goals_col]
.transform(lambda x: x.shift(1).rolling(window, min_periods=3).std())
)
# Coefficient of variation
goals_mean = (
self.data.groupby(team_col)[goals_col]
.transform(lambda x: x.shift(1).rolling(window, min_periods=3).mean())
)
features[f"{team_type}_goals_cv"] = features[f"{team_type}_goals_std"] / (goals_mean + 0.1)
# Results consistency (low variance = consistent)
features[f"{team_type}_consistency_score"] = 1 / (features[f"{team_type}_goals_cv"] + 0.1)
return pd.DataFrame(features).fillna(0)
def _generate_interaction_features(self, base_features: pd.DataFrame) -> pd.DataFrame:
"""Generate interaction features between home and away metrics."""
features = {}
# Attack vs Defense
for window in [5, 10]:
home_attack = base_features.get(f'home_L{window}_attack_strength', pd.Series(1))
away_defense = base_features.get(f'away_L{window}_defense_strength', pd.Series(1))
away_attack = base_features.get(f'away_L{window}_attack_strength', pd.Series(1))
home_defense = base_features.get(f'home_L{window}_defense_strength', pd.Series(1))
features[f'home_attack_vs_away_defense_L{window}'] = home_attack / (away_defense + 0.1)
features[f'away_attack_vs_home_defense_L{window}'] = away_attack / (home_defense + 0.1)
features[f'attack_diff_L{window}'] = home_attack - away_attack
features[f'defense_diff_L{window}'] = home_defense - away_defense
features[f'strength_product_L{window}'] = home_attack * away_attack
# Form interactions
for window in [5, 10]:
home_form = base_features.get(f'home_L{window}_ppg', pd.Series(1.5))
away_form = base_features.get(f'away_L{window}_ppg', pd.Series(1.5))
features[f'form_ratio_L{window}'] = home_form / (away_form + 0.1)
features[f'form_diff_L{window}'] = home_form - away_form
features[f'form_product_L{window}'] = home_form * away_form
# Goal expectancy
home_goals_mean = base_features.get('home_L5_goals_scored_mean', pd.Series(1.5))
away_goals_mean = base_features.get('away_L5_goals_scored_mean', pd.Series(1.5))
features['expected_total_goals'] = home_goals_mean + away_goals_mean
features['expected_goal_diff'] = home_goals_mean - away_goals_mean
features['goal_expectancy_product'] = home_goals_mean * away_goals_mean
return pd.DataFrame(features).fillna(0)
def _generate_ratio_features(self, base_features: pd.DataFrame) -> pd.DataFrame:
"""Generate ratio-based features."""
features = {}
# Win rate ratios
home_win = base_features.get('home_L5_win_rate', pd.Series(0.33))
away_win = base_features.get('away_L5_win_rate', pd.Series(0.33))
features['win_rate_ratio'] = home_win / (away_win + 0.01)
features['win_rate_diff'] = home_win - away_win
# Goals ratios
for window in [5, 10]:
home_goals = base_features.get(f'home_L{window}_goals_scored_mean', pd.Series(1.5))
away_goals = base_features.get(f'away_L{window}_goals_scored_mean', pd.Series(1.5))
home_conceded = base_features.get(f'home_L{window}_goals_conceded_mean', pd.Series(1.0))
away_conceded = base_features.get(f'away_L{window}_goals_conceded_mean', pd.Series(1.0))
features[f'goals_for_ratio_L{window}'] = home_goals / (away_goals + 0.1)
features[f'goals_against_ratio_L{window}'] = home_conceded / (away_conceded + 0.1)
# Attack/Defense ratios for each team
features[f'home_attack_defense_ratio_L{window}'] = home_goals / (home_conceded + 0.1)
features[f'away_attack_defense_ratio_L{window}'] = away_goals / (away_conceded + 0.1)
return pd.DataFrame(features).fillna(0)
def _generate_ewm_features(self) -> pd.DataFrame:
"""Generate exponentially weighted moving average features."""
features = {}
for team_type in ['home', 'away']:
team_col = 'home_team' if team_type == 'home' else 'away_team'
goals_col = 'home_goals' if team_type == 'home' else 'away_goals'
for span in self.config.ewm_spans:
prefix = f"{team_type}_ewm{span}"
features[f'{prefix}_goals'] = (
self.data.groupby(team_col)[goals_col]
.transform(lambda x: x.shift(1).ewm(span=span, min_periods=1).mean())
)
features[f'{prefix}_total_goals'] = (
self.data.groupby(team_col)['total_goals']
.transform(lambda x: x.shift(1).ewm(span=span, min_periods=1).mean())
)
return pd.DataFrame(features).fillna(0)
def _generate_percentile_features(self, base_features: pd.DataFrame) -> pd.DataFrame:
"""Generate league percentile features."""
features = {}
key_metrics = [
'home_L5_goals_scored_mean', 'away_L5_goals_scored_mean',
'home_L5_attack_strength', 'away_L5_attack_strength',
'home_L5_ppg', 'away_L5_ppg'
]
for metric in key_metrics:
if metric in base_features.columns:
features[f'{metric}_percentile'] = (
base_features[metric].rank(pct=True)
)
return pd.DataFrame(features).fillna(0.5)
def _generate_cluster_features(self, base_features: pd.DataFrame) -> pd.DataFrame:
"""Generate team style clustering features."""
features = {}
try:
# Select features for clustering
cluster_cols = [
col for col in base_features.columns
if 'L5' in col and ('attack' in col or 'defense' in col or 'goals' in col)
][:10] # Limit to 10 features
if len(cluster_cols) < 3:
return pd.DataFrame()
X = base_features[cluster_cols].fillna(0)
# Standardize
scaler = StandardScaler()
X_scaled = scaler.fit_transform(X)
# K-Means clustering
n_clusters = 5
kmeans = KMeans(n_clusters=n_clusters, random_state=42, n_init=10)
clusters = kmeans.fit_predict(X_scaled)
# One-hot encode clusters
for i in range(n_clusters):
features[f'style_cluster_{i}'] = (clusters == i).astype(int)
features['cluster_id'] = clusters
except Exception as e:
logger.warning(f"Clustering failed: {e}")
return pd.DataFrame(features)
# Test
if __name__ == "__main__":
print("=" * 60)
print("ENHANCED FEATURE ENGINEERING - TEST")
print("=" * 60)
# Create sample data
np.random.seed(42)
n_matches = 100
teams = ['Team A', 'Team B', 'Team C', 'Team D', 'Team E']
sample_data = pd.DataFrame({
'match_date': pd.date_range('2024-01-01', periods=n_matches, freq='3D'),
'home_team': np.random.choice(teams, n_matches),
'away_team': np.random.choice(teams, n_matches),
'home_goals': np.random.poisson(1.5, n_matches),
'away_goals': np.random.poisson(1.2, n_matches),
'home_goals_ht': np.random.poisson(0.7, n_matches),
'away_goals_ht': np.random.poisson(0.6, n_matches),
'season': '2024'
})
# Generate features
generator = EnhancedFeatureGenerator(sample_data)
features = generator.generate_all_features()
print(f"\n✅ Generated {len(features.columns)} features!")
print(f"\nSample columns: {list(features.columns)[:20]}")
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