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2018年世界杯赔率预测

 

参考:https://www.kaggle.com/martj42/international-football-results-from-1872-to-2017/kernels

# -*- coding: utf-8 -*-
'''
Created on 2018年7月2日
@author: user
@summary:  Predicting the winner of the 2018 FIFA World Cup
'''
import numpy as np # linear algebra
import pandas as pd # data processing
from sklearn import linear_model
from sklearn.model_selection import train_test_split
from sklearn.metrics import  roc_auc_score
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import PolynomialFeatures
from itertools import combinations
import networkx as nx
from networkx.drawing.nx_pydot import graphviz_layout
from matplotlib import pyplot as plt
import os
#download graphviz 
#https://graphviz.gitlab.io/_pages/Download/Download_windows.html
os.environ["PATH"] += os.pathsep + 'E:/workspace/graphviz-2.38/release/bin/'
#pip install pydotplus
#pip install graphviz

#step 1:Data I/O
rankings = pd.read_csv('fifa_ranking.csv')
rankings = rankings.loc[:,['rank', 'country_full', 'country_abrv', 'cur_year_avg_weighted', 'last_year_avg_weighted','two_year_ago_weighted', 'three_year_ago_weighted', 'rank_date']]
rankings = rankings.replace({"IR Iran": "Iran"})
rankings['weighted_points'] =  rankings['cur_year_avg_weighted'] + rankings['last_year_avg_weighted']+ rankings['two_year_ago_weighted'] + rankings['three_year_ago_weighted']
rankings['rank_date'] = pd.to_datetime(rankings['rank_date'])

matches = pd.read_csv('results.csv')
matches =  matches.replace({'Germany DR': 'Germany', 'China': 'China PR'})
matches['date'] = pd.to_datetime(matches['date'])

world_cup = pd.read_csv('World Cup 2018 Dataset.csv')
world_cup = world_cup.loc[:, ['Team', 'Group', 'First match \nagainst', 'Second match\n against', 'Third match\n against']]
world_cup = world_cup.dropna(how='all')
world_cup = world_cup.replace({"IRAN": "Iran","Costarica": "Costa Rica", "Porugal": "Portugal", "Columbia": "Colombia",  "Korea" : "Korea Republic"})
world_cup = world_cup.set_index('Team')

#step 2:Feature Extraction
rankings = rankings.set_index(['rank_date']).groupby(['country_full'], group_keys=False).resample('D').first().fillna(method='ffill').reset_index()
# join the ranks
matches = matches.merge(rankings, left_on=['date', 'home_team'], right_on=['rank_date', 'country_full'])
matches = matches.merge(rankings, left_on=['date', 'away_team'], right_on=['rank_date', 'country_full'], suffixes=('_home', '_away'))
# feature generation
matches['rank_difference'] = matches['rank_home'] - matches['rank_away']
matches['average_rank'] = (matches['rank_home'] + matches['rank_away'])/2
matches['point_difference'] = matches['weighted_points_home'] - matches['weighted_points_away']
matches['score_difference'] = matches['home_score'] - matches['away_score']
matches['is_won'] = matches['score_difference'] > 0 # take draw as lost
matches['is_stake'] = matches['tournament'] != 'Friendly'

#step 3: Modeling
X, y = matches.loc[:,['average_rank', 'rank_difference', 'point_difference', 'is_stake']], matches['is_won']#'score_difference'
X_train, X_test, y_train, y_test = train_test_split( X, y, test_size=0.2, random_state=42)
logreg = linear_model.LogisticRegression(C=1e-5)
features = PolynomialFeatures(degree=2)
model = Pipeline([('polynomial_features', features), ('logistic_regression', logreg)])
model = model.fit(X_train, y_train)
print(('AUC score is {0:0.2}'.format(roc_auc_score(y_test, model.predict_proba(X_test)[:,1]))))

#step4: World Cup simulation
#4.1: Group rounds
# let's define a small margin when we safer to predict draw then win
margin = 0.05
# let's define the rankings at the time of the World Cup
world_cup_rankings = rankings.loc[(rankings['rank_date'] == rankings['rank_date'].max()) & rankings['country_full'].isin(world_cup.index.unique())]
world_cup_rankings = world_cup_rankings.set_index(['country_full'])

world_cup['points'] = 0
world_cup['total_prob'] = 0

for group in set(world_cup['Group']):
    print('___Starting group {}:___'.format(group))
    for home, away in combinations(world_cup.query('Group == "{}"'.format(group)).index, 2):
        print("{} vs. {}: ".format(home, away))
        row = pd.DataFrame(np.array([[np.nan, np.nan, np.nan, True]]), columns=X_test.columns)
        home_rank = world_cup_rankings.loc[home, 'rank']
        home_points = world_cup_rankings.loc[home, 'weighted_points']
        opp_rank = world_cup_rankings.loc[away, 'rank']
        opp_points = world_cup_rankings.loc[away, 'weighted_points']
        row['average_rank'] = (home_rank + opp_rank) / 2
        row['rank_difference'] = home_rank - opp_rank
        row['point_difference'] = home_points - opp_points
        
        home_win_prob = model.predict_proba(row)[:,1][0]
        world_cup.loc[home, 'total_prob'] += home_win_prob
        world_cup.loc[away, 'total_prob'] += 1-home_win_prob
        
        points = 0
        if home_win_prob <= 0.5 - margin:
            print("{} wins with {:.2f}".format(away, 1-home_win_prob))
            world_cup.loc[away, 'points'] += 3
        if home_win_prob > 0.5 - margin:
            points = 1
        if home_win_prob >= 0.5 + margin:
            points = 3
            world_cup.loc[home, 'points'] += 3
            print("{} wins with {:.2f}".format(home, home_win_prob))
        if points == 1:
            print("Draw")
            world_cup.loc[home, 'points'] += 1
            world_cup.loc[away, 'points'] += 1

#4.2: Single-elimination rounds
pairing = [0,3,4,7,8,11,12,15,1,2,5,6,9,10,13,14]

world_cup = world_cup.sort_values(by=['Group', 'points', 'total_prob'], ascending=False).reset_index()
next_round_wc = world_cup.groupby('Group').nth([0, 1]) # select the top 2
next_round_wc = next_round_wc.reset_index()
next_round_wc = next_round_wc.loc[pairing]
next_round_wc = next_round_wc.set_index('Team')

finals = ['round_of_16', 'quarterfinal', 'semifinal', 'final']

labels = list()
odds = list()

for f in finals:
    print("___Starting of the {}___".format(f))
    iterations = int(len(next_round_wc) / 2)
    winners = []

    for i in range(iterations):
        home = next_round_wc.index[i*2]
        away = next_round_wc.index[i*2+1]
        print("{} vs. {}: ".format(home,away))
        row = pd.DataFrame(np.array([[np.nan, np.nan, np.nan, True]]), columns=X_test.columns)
        home_rank = world_cup_rankings.loc[home, 'rank']
        home_points = world_cup_rankings.loc[home, 'weighted_points']
        opp_rank = world_cup_rankings.loc[away, 'rank']
        opp_points = world_cup_rankings.loc[away, 'weighted_points']
        row['average_rank'] = (home_rank + opp_rank) / 2
        row['rank_difference'] = home_rank - opp_rank
        row['point_difference'] = home_points - opp_points

        home_win_prob = model.predict_proba(row)[:,1][0]
        if model.predict_proba(row)[:,1] <= 0.5:
            print("{0} wins with probability {1:.2f}".format(away, 1-home_win_prob))
            winners.append(away)
        else:
            print("{0} wins with probability {1:.2f}".format(home, home_win_prob))
            winners.append(home)

        labels.append("{}({:.2f}) vs. {}({:.2f})".format(world_cup_rankings.loc[home, 'country_abrv'], 
                                                        1/home_win_prob, 
                                                        world_cup_rankings.loc[away, 'country_abrv'], 
                                                        1/(1-home_win_prob)))
        odds.append([home_win_prob, 1-home_win_prob])
                
    next_round_wc = next_round_wc.loc[winners]
    print("\n")            
#4.3: visualization of fair odds
node_sizes = pd.DataFrame(list(reversed(odds)))
scale_factor = 0.3 # for visualization
G = nx.balanced_tree(2, 3)
pos = graphviz_layout(G, prog='twopi', args='')
centre = pd.DataFrame(pos).mean(axis=1).mean()

plt.figure(figsize=(10, 10))
ax = plt.subplot(1,1,1)
# add circles 
circle_positions = [(235, 'black'), (180, 'blue'), (120, 'red'), (60, 'yellow')]
[ax.add_artist(plt.Circle((centre, centre), 
                          cp, color='grey', 
                          alpha=0.2)) for cp, c in circle_positions]

# draw first the graph
nx.draw(G, pos, 
        node_color=node_sizes.diff(axis=1)[1].abs().pow(scale_factor), 
        node_size=node_sizes.diff(axis=1)[1].abs().pow(scale_factor)*2000, 
        alpha=1, 
        cmap='Reds',
        edge_color='black',
        width=10,
        with_labels=False)

# draw the custom node labels
shifted_pos = {k:[(v[0]-centre)*0.9+centre,(v[1]-centre)*0.9+centre] for k,v in pos.items()}
nx.draw_networkx_labels(G, 
                        pos=shifted_pos, 
                        bbox=dict(boxstyle="round,pad=0.3", fc="white", ec="black", lw=.5, alpha=1),
                        labels=dict(zip(reversed(range(len(labels))), labels)))

texts = ((10, 'Best 16', 'black'), (70, 'Quarter-\nfinal', 'blue'), (130, 'Semifinal', 'red'), (190, 'Final', 'yellow'))
[plt.text(p, centre+20, t, 
          fontsize=12, color='grey', 
          va='center', ha='center') for p,t,c in texts]
plt.axis('equal')
plt.title('Single-elimination phase\npredictions with fair odds', fontsize=20)
plt.show()


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