feat: Kelly criterion stake sizing (domain + MyBets helper)
- Add KellyCalculator (Domain/Betting): pure fractional-Kelly stake from win probability, decimal odds, bankroll, and fraction (default quarter-Kelly). Returns 0 on non-positive edge; truncates the suggestion down to 2 decimals so it never exceeds the computed figure. 19 unit tests. - MyBets: add a page-local stake helper (bankroll + win-probability inputs) that suggests a quarter-Kelly stake from the form's rate, with an Apply button and a no-edge message. Win probability is user-supplied, not derived from a signal. - Localization (en+ru) for the Kelly helper and the export-hub keys (shared resx).
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@@ -9,6 +9,7 @@
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@page "/my-bets"
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@using Marathon.Application.Betting
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@using Marathon.Domain.Betting
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@implements IDisposable
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@inject IStringLocalizer<SharedResource> L
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@inject IBetJournalService Service
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@@ -184,6 +185,50 @@
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data-test="journal-add-stake" />
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</div>
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<div class="m-journal__form-field m-journal__form-field--wide" data-test="journal-kelly">
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<label class="m-journal__form-label">@L["Journal.Kelly.Title"]</label>
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<div style="display:flex; flex-wrap:wrap; gap:var(--m-space-3); align-items:flex-end;">
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<div style="flex:1 1 150px;">
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<span class="m-journal__form-hint">@L["Journal.Kelly.Bankroll"]</span>
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<MudNumericField T="decimal?"
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@bind-Value="_kellyBankroll"
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Min="0m" Step="50m"
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Variant="Variant.Outlined"
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data-test="journal-kelly-bankroll" />
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</div>
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<div style="flex:1 1 150px;">
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<span class="m-journal__form-hint">@L["Journal.Kelly.Probability"]</span>
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<MudNumericField T="decimal?"
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@bind-Value="_kellyProbabilityPercent"
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Min="0m" Max="100m" Step="1m"
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Variant="Variant.Outlined"
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data-test="journal-kelly-prob" />
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</div>
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</div>
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@if (KellySuggestion is { } suggestion)
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{
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@if (suggestion > 0m)
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{
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<div style="margin-top:var(--m-space-2); display:flex; align-items:center; gap:var(--m-space-3); flex-wrap:wrap;">
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<span class="m-journal__form-hint" data-test="journal-kelly-suggestion">
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@string.Format(CultureInfo.CurrentCulture, L["Journal.Kelly.Suggestion"].Value, suggestion)
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</span>
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<button type="button" class="m-chip" @onclick="ApplyKellyStake" data-test="journal-kelly-apply">
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@L["Journal.Kelly.Apply"]
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</button>
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</div>
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}
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else
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{
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<span class="m-journal__form-hint" data-test="journal-kelly-noedge">@L["Journal.Kelly.NoEdge"]</span>
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}
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}
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else
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{
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<span class="m-journal__form-hint">@L["Journal.Kelly.Hint"]</span>
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}
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</div>
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<div class="m-journal__form-field m-journal__form-field--wide">
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<label class="m-journal__form-label">@L["Journal.Field.Notes"]</label>
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<MudTextField T="string"
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@@ -644,6 +689,33 @@
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private string? _formError;
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private Guid? _pendingDeleteId;
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private AddBetForm _form = new();
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// Kelly stake-helper state — page-local (not persisted with the bet). Bankroll
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// intentionally survives form resets so it carries across successive entries.
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private decimal? _kellyBankroll;
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private decimal? _kellyProbabilityPercent;
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/// <summary>
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/// Quarter-Kelly suggested stake from the entered bankroll + win probability and
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/// the form's current rate. Null when inputs are incomplete/invalid; 0 when the
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/// price carries no positive edge.
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/// </summary>
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private decimal? KellySuggestion
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{
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get
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{
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if (_kellyBankroll is not { } bankroll || bankroll <= 0m) return null;
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if (_kellyProbabilityPercent is not { } pct || pct <= 0m || pct >= 100m) return null;
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if (_form.Rate <= 1m) return null;
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return KellyCalculator.SuggestStake(pct / 100m, _form.Rate, bankroll, KellyCalculator.DefaultFraction);
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}
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}
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private void ApplyKellyStake()
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{
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if (KellySuggestion is { } s && s > 0m)
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_form.Stake = s;
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}
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private CancellationTokenSource? _loadCts;
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protected override async Task OnInitializedAsync()
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@@ -64,6 +64,7 @@
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<data name="Nav.Anomalies"><value>Anomalies</value></data>
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<data name="Nav.Results"><value>Results</value></data>
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<data name="Nav.Settings"><value>Settings</value></data>
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<data name="Nav.Export"><value>Export</value></data>
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<data name="Home.Kicker"><value>Briefing</value></data>
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<data name="Home.Title"><value>Hunting odds-flip anomalies</value></data>
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@@ -262,6 +263,9 @@
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<data name="Export.Submit"><value>Export</value></data>
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<data name="Export.Cancel"><value>Cancel</value></data>
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<data name="Export.Success"><value>Export saved to {0}</value></data>
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<data name="Export.Hub.Lede"><value>Export captured odds snapshots to an Excel workbook for any date range — no need to open a specific event first.</value></data>
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<data name="Export.Hub.Action"><value>Configure export</value></data>
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<data name="Export.Hub.FilenameHint"><value>Saved as Marathon_<from>_to_<to>.xlsx in the configured export directory.</value></data>
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<data name="Export.Error.MissingDates"><value>Pick a start and end date.</value></data>
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<data name="Export.Error.InvalidRange"><value>End date must be on or after the start date.</value></data>
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<data name="Export.Error.Failed"><value>Export failed.</value></data>
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@@ -416,6 +420,13 @@
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<data name="Journal.Empty.NotApplicable"><value>—</value></data>
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<data name="Journal.Error.Generic"><value>Failed to save bet — check the event ID and try again.</value></data>
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<data name="Journal.Submitted"><value>Bet recorded.</value></data>
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<data name="Journal.Kelly.Title"><value>Stake helper (¼-Kelly)</value></data>
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<data name="Journal.Kelly.Bankroll"><value>Bankroll</value></data>
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<data name="Journal.Kelly.Probability"><value>Win probability (%)</value></data>
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<data name="Journal.Kelly.Suggestion"><value>Suggested stake: {0:0.00}</value></data>
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<data name="Journal.Kelly.Apply"><value>Apply</value></data>
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<data name="Journal.Kelly.NoEdge"><value>No positive edge at this price.</value></data>
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<data name="Journal.Kelly.Hint"><value>Enter bankroll + win probability for a ¼-Kelly stake.</value></data>
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<data name="Journal.Resolve.None"><value>No pending bets needed grading.</value></data>
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<data name="Journal.Resolve.Done"><value>Graded {0} pending bet(s).</value></data>
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<data name="Journal.Confirm.Delete"><value>Delete this bet permanently?</value></data>
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@@ -66,6 +66,7 @@
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<data name="Nav.Anomalies"><value>Аномалии</value></data>
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<data name="Nav.Results"><value>Результаты</value></data>
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<data name="Nav.Settings"><value>Настройки</value></data>
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<data name="Nav.Export"><value>Экспорт</value></data>
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<!-- Home / Dashboard -->
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<data name="Home.Kicker"><value>Сводка</value></data>
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@@ -275,6 +276,9 @@
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<data name="Export.Submit"><value>Экспорт</value></data>
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<data name="Export.Cancel"><value>Отмена</value></data>
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<data name="Export.Success"><value>Файл сохранён в {0}</value></data>
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<data name="Export.Hub.Lede"><value>Экспорт собранных снимков коэффициентов в книгу Excel за любой диапазон дат — без необходимости открывать конкретное событие.</value></data>
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<data name="Export.Hub.Action"><value>Настроить экспорт</value></data>
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<data name="Export.Hub.FilenameHint"><value>Сохраняется как Marathon_<от>_to_<до>.xlsx в указанной папке экспорта.</value></data>
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<data name="Export.Error.MissingDates"><value>Выберите даты начала и конца.</value></data>
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<data name="Export.Error.InvalidRange"><value>Дата конца должна быть не раньше даты начала.</value></data>
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<data name="Export.Error.Failed"><value>Экспорт не удался.</value></data>
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@@ -429,6 +433,13 @@
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<data name="Journal.Empty.NotApplicable"><value>—</value></data>
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<data name="Journal.Error.Generic"><value>Не удалось сохранить ставку — проверьте ID события и повторите.</value></data>
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<data name="Journal.Submitted"><value>Ставка записана.</value></data>
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<data name="Journal.Kelly.Title"><value>Калькулятор ставки (¼-Келли)</value></data>
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<data name="Journal.Kelly.Bankroll"><value>Банкролл</value></data>
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<data name="Journal.Kelly.Probability"><value>Вероятность выигрыша (%)</value></data>
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<data name="Journal.Kelly.Suggestion"><value>Рекомендуемая ставка: {0:0.00}</value></data>
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<data name="Journal.Kelly.Apply"><value>Применить</value></data>
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<data name="Journal.Kelly.NoEdge"><value>Нет преимущества при этом коэффициенте.</value></data>
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<data name="Journal.Kelly.Hint"><value>Введите банкролл и вероятность для ставки по ¼-Келли.</value></data>
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<data name="Journal.Resolve.None"><value>Ожидающих ставок к расчёту нет.</value></data>
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<data name="Journal.Resolve.Done"><value>Рассчитано ожидающих: {0}.</value></data>
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<data name="Journal.Confirm.Delete"><value>Удалить эту ставку безвозвратно?</value></data>
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