Merge pull request #3 from wdm0006/negative-bets

no longer allowing negative bets

Author: wdm0006

CHANGELOG.md

@@ -1,3 +1,13 @@
+v0.2.0
+======
+
+ * no longer allowing negative bets 
+ 
+v0.1.0
+======
+
+ * modernizing, added new methods, examples fixes
+
 v0.0.2
 ======
 

Makefile

@@ -1,4 +1,4 @@
-.PHONY: help setup install install-dev test test-cov lint format clean build docs lint-fix test-all
+.PHONY: help setup install install-dev test test-cov lint format clean build docs lint-fix test-all examples
 
 # Default target
 help:
@@ -15,6 +15,7 @@ help:
 	@echo "  make clean        - Clean build artifacts"
 	@echo "  make build        - Build package distributions"
 	@echo "  make docs         - Build documentation"
+	@echo "  make examples     - Run example scripts"
 
 # Setup development environment
 setup:
@@ -88,4 +89,8 @@ docs:
 test-all:
 	uv run tox 
 
+# Run example scripts
+examples:
+	uv run python examples/st_petersburg_comparison.py
+
 all: clean test docs 

README.md

@@ -114,6 +114,7 @@ Keeks implements several betting strategies:
 
 4. **OptimalF (Ralph Vince)**: Strategy that maximizes geometric growth rate
    ```python
+   from keeks.binary_strategies.simple import OptimalF
    optimal_f = OptimalF(payoff=1.0, loss=1.0, transaction_cost=0.01, win_rate=0.55, max_risk_fraction=0.2)
    ```
 

docs/source/binary_strategies.rst

@@ -71,7 +71,7 @@ Drawdown-Adjusted Kelly
 OptimalF
 --------
 
-.. autoclass:: keeks.binary_strategies.kelly.OptimalF
+.. autoclass:: keeks.binary_strategies.simple.OptimalF
     :members:
     :undoc-members:
     :show-inheritance:

docs/source/conf.py

@@ -23,10 +23,10 @@
 import sys
 
 # Add the project root directory to the Python path
-sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '../..')))
+sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "../..")))
 
 # Now import the version
-from version import __version__ # noqa
+from version import __version__  # noqa
 
 # -- Project information -----------------------------------------------------
 
@@ -54,7 +54,7 @@
 ]
 
 # Configure Google Analytics
-googleanalytics_id = 'G-Z43R9PWW0B'
+googleanalytics_id = "G-Z43R9PWW0B"
 googleanalytics_enabled = True
 
 # Configure autodoc

docs/source/getting_started.rst

@@ -74,7 +74,7 @@ Keeks provides several betting strategies:
 
    .. code-block:: python
    
-      from keeks.binary_strategies import OptimalF
+      from keeks.binary_strategies.simple import OptimalF
       strategy = OptimalF(payoff=1.0, loss=1.0, transaction_cost=0.01, win_rate=0.55)
    
 5. **Fixed Fraction**: Simple strategy that bets a constant percentage

examples/output/st_petersburg_strategies_comparison.csv

@@ -1,11 +1,11 @@
 Strategy,Mean,Median,Min,Max,Std Dev,Ruin Rate
-Optimal F,$8850.21,$4531.10,$427.05,$62215.48,$13304.41,0.0%
-Kelly Criterion,$6556.40,$3908.14,$186.24,$35769.35,$8295.71,0.0%
-Dynamic,$4212.01,$3347.64,$219.24,$11781.99,$3141.50,0.0%
-Fixed 10%,$4003.31,$2714.32,$270.36,$22102.81,$4337.05,0.0%
-Fixed 5%,$2731.31,$2214.65,$596.65,$5986.96,$1558.35,0.0%
-Drawdown Kelly,$2433.14,$2054.62,$801.76,$7314.01,$1527.23,0.0%
-Half Kelly,$2343.33,$2346.28,$477.95,$5746.13,$1277.11,0.0%
-Quarter Kelly,$1564.20,$1467.76,$842.46,$2922.46,$482.53,0.0%
-CPPI,$639.09,$900.02,$0.00,$1129.97,$420.39,30.0%
-Naive Strategy,$0.00,$0.00,$0.00,$0.00,$0.00,100.0%
+Kelly Criterion,$10900.82,$6022.00,$734.13,$64062.08,$14408.29,0.0%
+Optimal F,$8506.61,$2966.63,$317.64,$84703.55,$17251.51,0.0%
+Naive Strategy,$7655.71,$4531.13,$46.75,$47174.48,$10339.11,0.0%
+Fixed 10%,$4528.56,$3347.65,$411.20,$22102.97,$4960.43,0.0%
+Half Kelly,$2476.93,$1661.09,$719.60,$7700.17,$1762.01,0.0%
+Dynamic,$2252.37,$1322.78,$506.39,$6992.05,$1836.69,0.0%
+Fixed 5%,$2000.48,$1889.84,$662.56,$6648.62,$1173.42,0.0%
+Drawdown Kelly,$1949.81,$1744.40,$571.80,$4258.18,$970.31,0.0%
+Quarter Kelly,$1714.12,$1688.38,$784.04,$2750.99,$561.85,0.0%
+CPPI,$1094.47,$1106.57,$962.08,$1236.48,$77.97,0.0%