Files
vyndr/src/config/valueEngine.js
T
builtbykev 7a925f43eb Model Train arc 1 (engine): de-vig + EV + takeable/value gates + hero v2 + triplet
Steps 1-6 — make "real opportunities at takeable prices" the engine, not a filter.

1. DE-VIG (src/utils/devig.js): two-way multiplicative de-vig strips the vig and
   returns fair prob + fair price per side + the overround. One side missing →
   fair UNAVAILABLE (null), never faked. Method noted in code + the `devig_method`
   field.
2. EV (devig.evPct): ev_pct = model prob × decimal − 1 at the graded side's
   ACTUAL price. This is the ranking signal now, replacing raw |model−consensus|.
3. TAKEABLE gate (src/config/valueEngine.js, TAKEABLE_ODDS_CEILING −160 .. +200,
   env-tunable): promoted surfaces only (hero/featured/alerts). The full board
   still shows everything; Parlay Lab exempt; JUICE_ODDS_FLOOR (−400) stays the
   absolute backstop underneath. Strict null-guard (Number(null)===0 would have
   made a missing price "takeable").
4. VALUE flag: passes BOTH gates (takeable AND ev_pct ≥ VALUE_EV_THRESHOLD).
   Grade = read quality; value = the price pays you. Shipped in payloads.
5. HERO v2 (heroPropService): highest ev_pct among takeable A/B reads — a huge
   gap on a −900 line is trivia, not an opportunity.
6. VALUE TRIPLET: book_odds · fair_odds · model_odds on every read (snapshot,
   hero, scan — they all spread the grade). Handoff documents the fields; the
   rendering is Session-2 Design's job.

All wired in analyzeViaEngine1's existing p_win/kelly block (real quantile
probability × real book odds, or nothing). 33 new tests; suite 276/3306 green.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-07-19 02:43:30 -04:00

50 lines
1.9 KiB
JavaScript

'use strict';
/**
* Value engine config (Model Train, steps 3-4).
*
* Product doctrine (Kev): VYNDR PROMOTES bets people actually take — roughly the
* -160 to +200 band — that ALSO carry a genuine vig-free edge. Not
* plus-money-only, not heavy chalk.
*
* The TAKEABLE gate applies to PROMOTED surfaces only (daily hero, featured /
* top-of-board, future alerts). The full board still shows every graded read.
* Parlay Lab is EXEMPT (juiced legs combine into takeable payouts).
* JUICE_ODDS_FLOOR (-400, in rareEventMarkets) stays the absolute refusal
* backstop UNDERNEATH this — those reads are never graded at all.
*
* All thresholds are env-tunable.
*/
// The promotable price band. Ceiling = most-juiced favorite we'll promote;
// max = longest dog we'll promote.
const TAKEABLE_ODDS_CEILING = Number(process.env.TAKEABLE_ODDS_CEILING || -160);
const TAKEABLE_ODDS_MAX = Number(process.env.TAKEABLE_ODDS_MAX || 200);
// A read is VALUE only when its EV clears this (a real edge, not rounding).
const VALUE_EV_THRESHOLD = Number(process.env.VALUE_EV_THRESHOLD || 2);
/** Is an American price inside the takeable band (default -160..+200)?
* Strict on input — null/''/undefined are NOT takeable (Number(null) === 0
* would otherwise land a missing price inside the band). */
function isTakeable(american) {
if (american == null || american === '') return false;
const a = Number(american);
if (!Number.isFinite(a)) return false;
return a >= TAKEABLE_ODDS_CEILING && a <= TAKEABLE_ODDS_MAX;
}
/** A read carries VALUE when it's takeable AND its EV clears the threshold —
* "the price pays you to take it", distinct from grade ("read quality"). */
function isValue(american, evPct) {
return isTakeable(american) && Number.isFinite(evPct) && evPct >= VALUE_EV_THRESHOLD;
}
module.exports = {
TAKEABLE_ODDS_CEILING,
TAKEABLE_ODDS_MAX,
VALUE_EV_THRESHOLD,
isTakeable,
isValue,
};