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).
2026-05-28 22:46:33 +03:00
parent 250a93e718
commit 0e3c4b8d47
5 changed files with 309 additions and 0 deletions
@@ -0,0 +1,133 @@
+using FluentAssertions;
+using Marathon.Domain.Betting;
+
+namespace Marathon.Domain.Tests.Betting;
+
+public sealed class KellyCalculatorTests
+{
+    // ── SuggestStake: edge handling ───────────────────────────────────────────
+
+    [Fact]
+    public void Should_ReturnZeroStake_When_NoPositiveEdge()
+    {
+        // p·o = 0.50 × 1.90 = 0.95 < 1 → negative edge.
+        var stake = KellyCalculator.SuggestStake(
+            winProbability: 0.50m, decimalOdds: 1.90m, bankroll: 1000m);
+
+        stake.Should().Be(0m);
+    }
+
+    [Fact]
+    public void Should_ReturnZeroStake_When_ExactlyBreakeven()
+    {
+        // p·o = 0.50 × 2.00 = 1 → zero edge.
+        var stake = KellyCalculator.SuggestStake(
+            winProbability: 0.50m, decimalOdds: 2.00m, bankroll: 1000m);
+
+        stake.Should().Be(0m);
+    }
+
+    [Fact]
+    public void Should_SizeQuarterKellyStake_When_PositiveEdge()
+    {
+        // full = (0.55×2.10 − 1)/(2.10 − 1) = 0.155/1.10 = 0.140909…
+        // quarter = 0.0352272… × 1000 = 35.2272… → truncated to 35.22.
+        var stake = KellyCalculator.SuggestStake(
+            winProbability: 0.55m, decimalOdds: 2.10m, bankroll: 1000m, fraction: 0.25m);
+
+        stake.Should().Be(35.22m);
+    }
+
+    [Fact]
+    public void Should_UseFullKelly_When_FractionIsOne()
+    {
+        // full = (0.60×2.00 − 1)/(2.00 − 1) = 0.20 → 0.20 × 1000 = 200.
+        var stake = KellyCalculator.SuggestStake(
+            winProbability: 0.60m, decimalOdds: 2.00m, bankroll: 1000m, fraction: 1.0m);
+
+        stake.Should().Be(200m);
+    }
+
+    [Fact]
+    public void Should_ScaleStake_Proportionally_WithBankroll()
+    {
+        var small = KellyCalculator.SuggestStake(0.60m, 2.00m, bankroll: 500m, fraction: 1.0m);
+        var large = KellyCalculator.SuggestStake(0.60m, 2.00m, bankroll: 1000m, fraction: 1.0m);
+
+        small.Should().Be(100m);
+        large.Should().Be(200m);
+    }
+
+    [Fact]
+    public void Should_NeverExceedComputedFigure_When_Truncating()
+    {
+        // Raw quarter-Kelly stake is 35.2272…; the suggestion must floor, not round up.
+        var stake = KellyCalculator.SuggestStake(0.55m, 2.10m, bankroll: 1000m, fraction: 0.25m);
+
+        stake.Should().BeLessThanOrEqualTo(0.25m * KellyCalculator.FullKellyFraction(0.55m, 2.10m) * 1000m);
+    }
+
+    // ── FullKellyFraction ─────────────────────────────────────────────────────
+
+    [Fact]
+    public void FullKellyFraction_Should_ComputeEdgeFraction()
+    {
+        KellyCalculator.FullKellyFraction(0.55m, 2.10m)
+            .Should().BeApproximately(0.140909m, 0.000001m);
+    }
+
+    [Fact]
+    public void FullKellyFraction_Should_BeNegative_When_NoEdge()
+    {
+        KellyCalculator.FullKellyFraction(0.40m, 2.00m).Should().Be(-0.20m);
+    }
+
+    [Fact]
+    public void FullKellyFraction_Should_BeZero_When_Breakeven()
+    {
+        KellyCalculator.FullKellyFraction(0.50m, 2.00m).Should().Be(0m);
+    }
+
+    // ── Guard clauses ─────────────────────────────────────────────────────────
+
+    [Theory]
+    [InlineData(0.0)]
+    [InlineData(1.0)]
+    [InlineData(-0.1)]
+    [InlineData(1.1)]
+    public void SuggestStake_Should_Throw_When_ProbabilityOutOfOpenInterval(double probability)
+    {
+        var act = () => KellyCalculator.SuggestStake((decimal)probability, 2.0m, 1000m);
+
+        act.Should().Throw<ArgumentOutOfRangeException>();
+    }
+
+    [Theory]
+    [InlineData(1.0)]
+    [InlineData(0.5)]
+    public void SuggestStake_Should_Throw_When_OddsNotGreaterThanOne(double odds)
+    {
+        var act = () => KellyCalculator.SuggestStake(0.55m, (decimal)odds, 1000m);
+
+        act.Should().Throw<ArgumentOutOfRangeException>();
+    }
+
+    [Fact]
+    public void SuggestStake_Should_Throw_When_BankrollNegative()
+    {
+        var act = () => KellyCalculator.SuggestStake(0.55m, 2.10m, bankroll: -1m);
+
+        act.Should().Throw<ArgumentOutOfRangeException>();
+    }
+
+    [Theory]
+    [InlineData(0.0)]
+    [InlineData(-0.25)]
+    [InlineData(1.5)]
+    public void SuggestStake_Should_Throw_When_FractionOutOfRange(double fraction)
+    {
+        var act = () => KellyCalculator.SuggestStake(0.55m, 2.10m, 1000m, (decimal)fraction);
+
+        act.Should().Throw<ArgumentOutOfRangeException>();
+    }
+}