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Author: antoinebou12

arbitrage.ipynb

@@ -0,0 +1,172 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Input values\n",
+    "odds_win_site1 = 1.3\n",
+    "odds_lost_site1 = 3.930\n",
+    "odds_win_site2 = 1.42\n",
+    "odds_lost_site2 = 2.9\n",
+    "total_investment = 100"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def has_arbitrage_opportunity(odds):\n",
+    "    total_inverse_odds = sum(1 / odd for odd in odds)\n",
+    "    return total_inverse_odds < 1"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 3,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def calculate_arbitrage_percentage(odds):\n",
+    "    total_inverse_odds = sum(1 / odd for odd in odds)\n",
+    "    arbitrage_percentage = (1 - total_inverse_odds) * 100\n",
+    "    return arbitrage_percentage"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 4,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def calculate_optimal_stakes(total_investment, odds):\n",
+    "    total_inverse_odds = sum(1 / odd for odd in odds)\n",
+    "    stakes = [(total_investment * (1 / odd)) / total_inverse_odds for odd in odds]\n",
+    "    return stakes"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 5,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def calculate_total_return(stakes, odds):\n",
+    "    total_returns = [stake * odd for stake, odd in zip(stakes, odds)]\n",
+    "    return total_returns"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def calculate_guaranteed_profit(total_investment, total_returns):\n",
+    "    min_total_return = min(total_returns)\n",
+    "    guaranteed_profit = min_total_return - total_investment\n",
+    "    return guaranteed_profit"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 7,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "Arbitrage Opportunity (lost-site1 and win-site2): Yes\n",
+      "Arbitrage Percentage (lost-site1 and win-site2): 4.13%\n",
+      "Optimal Stakes (lost-site1 and win-site2): [26.542056074766354, 73.45794392523365]\n",
+      "Total Returns (lost-site1 and win-site2): [104.31028037383177, 104.31028037383177]\n",
+      "Guaranteed Profit (lost-site1 and win-site2): 4.31\n"
+     ]
+    }
+   ],
+   "source": [
+    "# Check for arbitrage opportunities\n",
+    "arbitrage_opportunities = []\n",
+    "\n",
+    "# Combination 1: win-site1 and lost-site2\n",
+    "if has_arbitrage_opportunity([odds_win_site1, odds_lost_site2]):\n",
+    "    arbitrage_percentage = calculate_arbitrage_percentage([odds_win_site1, odds_lost_site2])\n",
+    "    optimal_stakes = calculate_optimal_stakes(total_investment, [odds_win_site1, odds_lost_site2])\n",
+    "    total_returns = calculate_total_return(optimal_stakes, [odds_win_site1, odds_lost_site2])\n",
+    "    guaranteed_profit = calculate_guaranteed_profit(total_investment, total_returns)\n",
+    "    arbitrage_opportunities.append({\n",
+    "        \"description\": \"win-site1 and lost-site2\",\n",
+    "        \"arbitrage_percentage\": arbitrage_percentage,\n",
+    "        \"optimal_stakes\": optimal_stakes,\n",
+    "        \"total_returns\": total_returns,\n",
+    "        \"guaranteed_profit\": guaranteed_profit\n",
+    "    })\n",
+    "\n",
+    "# Combination 2: lost-site1 and win-site2\n",
+    "if has_arbitrage_opportunity([odds_lost_site1, odds_win_site2]):\n",
+    "    arbitrage_percentage = calculate_arbitrage_percentage([odds_lost_site1, odds_win_site2])\n",
+    "    optimal_stakes = calculate_optimal_stakes(total_investment, [odds_lost_site1, odds_win_site2])\n",
+    "    total_returns = calculate_total_return(optimal_stakes, [odds_lost_site1, odds_win_site2])\n",
+    "    guaranteed_profit = calculate_guaranteed_profit(total_investment, total_returns)\n",
+    "    arbitrage_opportunities.append({\n",
+    "        \"description\": \"lost-site1 and win-site2\",\n",
+    "        \"arbitrage_percentage\": arbitrage_percentage,\n",
+    "        \"optimal_stakes\": optimal_stakes,\n",
+    "        \"total_returns\": total_returns,\n",
+    "        \"guaranteed_profit\": guaranteed_profit\n",
+    "    })\n",
+    "\n",
+    "# Output Results\n",
+    "if arbitrage_opportunities:\n",
+    "    for opportunity in arbitrage_opportunities:\n",
+    "        print(f\"Arbitrage Opportunity ({opportunity['description']}): Yes\")\n",
+    "        print(f\"Arbitrage Percentage ({opportunity['description']}): {opportunity['arbitrage_percentage']:.2f}%\")\n",
+    "        print(f\"Optimal Stakes ({opportunity['description']}): {opportunity['optimal_stakes']}\")\n",
+    "        print(f\"Total Returns ({opportunity['description']}): {opportunity['total_returns']}\")\n",
+    "        print(f\"Guaranteed Profit ({opportunity['description']}): {opportunity['guaranteed_profit']:.2f}\")\n",
+    "else:\n",
+    "    print(\"No Arbitrage Opportunities Found\")"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.12.4"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}