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BREAKING: generic object return for full_ouput=True
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Instead of returning a dict that loses the type of the implied probabilities, we can return an object that is generic on the implied probability return type.

This means that as far as mypy is concerned, the following two are equivalent:

```py
calculate_implied_probabilities([2.0, 2.0])
calculate_implied_probabilities([2.0, 2.0], full_output=True).implied_probabilities
```
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peterschutt authored and mberk committed Feb 22, 2024
1 parent 11526d7 commit 467d889
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Showing 3 changed files with 63 additions and 32 deletions.
63 changes: 47 additions & 16 deletions python/shin/__init__.py
Original file line number Diff line number Diff line change
@@ -1,12 +1,14 @@
from __future__ import annotations

from collections.abc import Mapping, Sequence
from dataclasses import dataclass
from math import sqrt
from typing import Any, Literal, TypeVar, overload
from typing import Any, Generic, Literal, TypeAlias, TypeVar, overload

from .shin import optimise as _optimise_rust

T = TypeVar("T")
OutputT = TypeVar("OutputT", bound="list[float] | dict[Any, float]")


def _optimise(
Expand All @@ -33,6 +35,14 @@ def _optimise(
return z, delta, iterations


@dataclass
class FullOutput(Generic[OutputT]):
implied_probabilities: OutputT
iterations: float
delta: float
z: float


# sequence input, full output False
@overload
def calculate_implied_probabilities(
Expand All @@ -59,16 +69,29 @@ def calculate_implied_probabilities(
...


# full output True
# sequence, full output True
@overload
def calculate_implied_probabilities(
odds: Sequence[float] | Mapping[Any, float],
odds: Sequence[float],
*,
max_iterations: int = ...,
convergence_threshold: float = ...,
full_output: Literal[True],
force_python_optimiser: bool = ...,
) -> dict[str, Any]:
) -> FullOutput[list[float]]:
...


# mapping, full output True
@overload
def calculate_implied_probabilities(
odds: Mapping[T, float],
*,
max_iterations: int = ...,
convergence_threshold: float = ...,
full_output: Literal[True],
force_python_optimiser: bool = ...,
) -> FullOutput[dict[T, float]]:
...


Expand All @@ -79,7 +102,7 @@ def calculate_implied_probabilities(
convergence_threshold: float = 1e-12,
full_output: bool = False,
force_python_optimiser: bool = False,
) -> dict[str, Any] | list[float] | dict[T, float]:
) -> FullOutput[list[float]] | FullOutput[dict[T, float]] | list[float] | dict[T, float]:
odds_seq = odds.values() if isinstance(odds, Mapping) else odds

if len(odds_seq) < 2:
Expand Down Expand Up @@ -110,19 +133,27 @@ def calculate_implied_probabilities(
convergence_threshold=convergence_threshold,
)

p: list[float] | dict[Any, float] = [
p_gen = (
(sqrt(z**2 + 4 * (1 - z) * io**2 / sum_inverse_odds) - z) / (2 * (1 - z))
for io in inverse_odds
]
)
if isinstance(odds, Mapping):
p = {k: v for k, v in zip(odds, p)}
d = {k: v for k, v in zip(odds, p_gen)}
if full_output:
return FullOutput(
implied_probabilities=d,
iterations=iterations,
delta=delta,
z=z,
)
return d

l = list(p_gen)
if full_output:
return {
"implied_probabilities": p,
"iterations": iterations,
"delta": delta,
"z": z,
}
else:
return p
return FullOutput(
implied_probabilities=l,
iterations=iterations,
delta=delta,
z=z,
)
return l
28 changes: 14 additions & 14 deletions tests/test_shin.py
Original file line number Diff line number Diff line change
Expand Up @@ -15,19 +15,19 @@ def test_calculate_implied_probabilities():

result = shin.calculate_implied_probabilities([2.6, 2.4, 4.3], full_output=True)

assert pytest.approx(0.3729941) == result["implied_probabilities"][0]
assert pytest.approx(0.4047794) == result["implied_probabilities"][1]
assert pytest.approx(0.2222265) == result["implied_probabilities"][2]
assert pytest.approx(0.01694251) == result["z"]
assert pytest.approx(0.3729941) == result.implied_probabilities[0]
assert pytest.approx(0.4047794) == result.implied_probabilities[1]
assert pytest.approx(0.2222265) == result.implied_probabilities[2]
assert pytest.approx(0.01694251) == result.z

result = shin.calculate_implied_probabilities(
[2.6, 2.4, 4.3], full_output=True, force_python_optimiser=True
)

assert pytest.approx(0.3729941) == result["implied_probabilities"][0]
assert pytest.approx(0.4047794) == result["implied_probabilities"][1]
assert pytest.approx(0.2222265) == result["implied_probabilities"][2]
assert pytest.approx(0.01694251) == result["z"]
assert pytest.approx(0.3729941) == result.implied_probabilities[0]
assert pytest.approx(0.4047794) == result.implied_probabilities[1]
assert pytest.approx(0.2222265) == result.implied_probabilities[2]
assert pytest.approx(0.01694251) == result.z

result = shin.calculate_implied_probabilities([2.6, 2.4, 4.3])
assert pytest.approx(0.3729941) == result[0]
Expand All @@ -50,23 +50,23 @@ def test_calculate_implied_probabilities():
"HOME": pytest.approx(0.3729941),
"AWAY": pytest.approx(0.4047794),
"DRAW": pytest.approx(0.2222265),
} == result["implied_probabilities"]
assert pytest.approx(0.01694251) == result["z"]
} == result.implied_probabilities
assert pytest.approx(0.01694251) == result.z

odds = [1.5, 2.74]
inverse_odds = [1 / o for o in odds]
sum_inverse_odds = sum(inverse_odds)
result = shin.calculate_implied_probabilities(odds, full_output=True)

assert result["iterations"] == 0
assert result["delta"] == 0
assert result.iterations == 0
assert result.delta == 0

# With two outcomes, Shin is equivalent to the Additive Method described in Clarke et al. (2017)
assert (
pytest.approx(inverse_odds[0] - (sum_inverse_odds - 1) / 2)
== result["implied_probabilities"][0]
== result.implied_probabilities[0]
)
assert (
pytest.approx(inverse_odds[1] - (sum_inverse_odds - 1) / 2)
== result["implied_probabilities"][1]
== result.implied_probabilities[1]
)
4 changes: 2 additions & 2 deletions typesafety/test_shin.yml
Original file line number Diff line number Diff line change
Expand Up @@ -28,12 +28,12 @@
reveal_type(shin.calculate_implied_probabilities([3.0, 3.0, 3.0], full_output=True))
out: |
main:3: note: Revealed type is "builtins.dict[builtins.str, Any]"
main:3: note: Revealed type is "shin.FullOutput[builtins.list[builtins.float]]"
- case: test_mapping_input_full_output_overload
main: |
import shin
reveal_type(shin.calculate_implied_probabilities({1: 3.0, 2: 3.0, 3: 3.0}, full_output=True))
out: |
main:3: note: Revealed type is "builtins.dict[builtins.str, Any]"
main:3: note: Revealed type is "shin.FullOutput[builtins.dict[builtins.int, builtins.float]]"

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