Implements Phase 5.2 of the EV system with Harville-Malmuth Independent Chip Model for calculating participant placement probabilities from futures odds. ## Key Features ### ICM Probability Calculator - Implements Harville-Malmuth method for distributing probabilities - Converts American odds to championship probabilities - Generates P(1st) through P(8th) for all participants - Column-normalized: each placement sums to 100% across all teams - Works with any number of participants (not limited to 8) ### Admin UI - Futures Odds Entry - Enter American odds (e.g., +550, -200) for championship futures - Live preview of ICM-calculated probability distributions - Displays all 8 placement probabilities - Persists odds for editing on subsequent visits - Automatic probability normalization (removes bookmaker vig) ### Database Schema Updates - Renamed participant_expected_values.season_id → sports_season_id - Updated foreign key to reference sports_seasons instead of seasons - Added source_odds field to store original futures odds - Migration 0025: Column rename and FK update - Migration 0026: Add source_odds field ### Model Layer - participant-expected-value: CRUD operations for probability distributions - Supports multiple probability sources (manual, futures_odds, elo_simulation) - Automatic EV calculation based on league scoring rules - Probability validation and normalization ### Service Layer - icm-calculator: Harville-Malmuth probability distribution - probability-engine: Odds conversion and Elo utilities (for future use) - bracket-simulator: Monte Carlo simulation (for future hybrid approach) - ev-calculator: Expected value computation from probabilities ## Technical Details - Uses exponential decay favoring top positions for strong teams - Preserves championship probability ordering in final distributions - Row sums vary (strong teams ~100%, weak teams lower) - All probabilities between 0-1, mathematically valid - Comprehensive test suite: 97 tests passing ## Future Enhancements - Hybrid approach: ICM pre-playoffs, bracket simulation during playoffs - Integration with league-specific scoring rules - Historical probability tracking for accuracy analysis 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
319 lines
11 KiB
TypeScript
319 lines
11 KiB
TypeScript
import { describe, it, expect } from 'vitest';
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import {
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calculateICM,
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calculateICMFromOdds,
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icmResultToArray,
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type ParticipantChips,
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} from '../icm-calculator';
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describe('icm-calculator', () => {
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describe('calculateICM', () => {
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it('calculates probabilities for 8 equal participants', () => {
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const participants: ParticipantChips[] = Array.from({ length: 8 }, (_, i) => ({
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participantId: String(i + 1),
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championshipProbability: 0.125, // Equal 12.5% each
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}));
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const results = calculateICM(participants);
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expect(results.size).toBe(8);
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// Each participant should have probabilities that sum to 1.0
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results.forEach((result) => {
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const probs = icmResultToArray(result);
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const sum = probs.reduce((acc, p) => acc + p, 0);
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expect(sum).toBeCloseTo(1.0, 1);
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// With equal odds, probabilities vary by placement preference
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// But should all be reasonable (not 0, not 1)
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probs.forEach(p => {
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expect(p).toBeGreaterThan(0);
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expect(p).toBeLessThan(0.5);
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});
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});
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});
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it('gives stronger team higher probabilities for better placements', () => {
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const participants: ParticipantChips[] = [
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{ participantId: 'strong', championshipProbability: 0.5 }, // 50%
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{ participantId: 'weak', championshipProbability: 0.01 }, // 1%
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...Array.from({ length: 6 }, (_, i) => ({
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participantId: String(i + 3),
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championshipProbability: 0.0817, // ~8.17% each
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})),
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];
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const results = calculateICM(participants);
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const strongProbs = icmResultToArray(results.get('strong')!);
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const weakProbs = icmResultToArray(results.get('weak')!);
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// Strong team should have higher P(1st) than weak team
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expect(strongProbs[0]).toBeGreaterThan(weakProbs[0]);
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// Strong team should have higher P(2nd) than weak team
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expect(strongProbs[1]).toBeGreaterThan(weakProbs[1]);
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// Weak team should have higher probability of worse placements
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expect(weakProbs[7]).toBeGreaterThan(strongProbs[7]);
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});
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it('handles 32 team NHL scenario', () => {
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// Simulate realistic NHL championship odds distribution
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const participants: ParticipantChips[] = [
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{ participantId: 'COL', championshipProbability: 0.154 }, // 15.4% favorite
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{ participantId: 'FLA', championshipProbability: 0.111 }, // 11.1%
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{ participantId: 'VGK', championshipProbability: 0.111 }, // 11.1%
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{ participantId: 'TBL', championshipProbability: 0.091 }, // 9.1%
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{ participantId: 'NJD', championshipProbability: 0.067 }, // 6.7%
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{ participantId: 'TOR', championshipProbability: 0.038 }, // 3.8%
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{ participantId: 'NYR', championshipProbability: 0.024 }, // 2.4%
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{ participantId: 'DET', championshipProbability: 0.013 }, // 1.3%
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// 24 more teams with decreasing odds
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...Array.from({ length: 24 }, (_, i) => ({
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participantId: `TEAM${i + 9}`,
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championshipProbability: 0.013 / (i + 2), // Decreasing odds
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})),
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];
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const results = calculateICM(participants);
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expect(results.size).toBe(32);
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// Colorado (favorite) should have highest P(1st)
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const colProbs = icmResultToArray(results.get('COL')!);
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expect(colProbs[0]).toBeGreaterThan(0.05); // Should have >5% chance of 1st
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// Even the worst team should have some probability for all placements
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const worstProbs = icmResultToArray(results.get('TEAM32')!);
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worstProbs.forEach(p => {
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expect(p).toBeGreaterThan(0); // Not zero
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expect(p).toBeLessThan(1); // Valid probability
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});
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// Column sums should equal 1.0 (each position distributed across all teams)
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for (let place = 0; place < 8; place++) {
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let colSum = 0;
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results.forEach((result) => {
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const probs = icmResultToArray(result);
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colSum += probs[place];
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});
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expect(colSum).toBeCloseTo(1.0, 2);
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}
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});
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it('handles edge case with single participant', () => {
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const participants: ParticipantChips[] = [
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{ participantId: '1', championshipProbability: 1.0 },
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];
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const results = calculateICM(participants);
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expect(results.size).toBe(1);
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const probs = icmResultToArray(results.get('1')!);
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// With 1 team and 8 positions, each column gets 100%, so row sums to 800%
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const sum = probs.reduce((acc, p) => acc + p, 0);
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expect(sum).toBeCloseTo(8.0, 1); // 8 positions * 100% each
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});
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it('handles zero championship probabilities gracefully', () => {
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const participants: ParticipantChips[] = [
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{ participantId: '1', championshipProbability: 0 },
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{ participantId: '2', championshipProbability: 0 },
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{ participantId: '3', championshipProbability: 0 },
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];
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const results = calculateICM(participants);
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expect(results.size).toBe(3);
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// Should give equal probabilities when all have zero odds
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// With 3 teams and 8 positions, each position has 33.33% per team
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results.forEach((result) => {
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const probs = icmResultToArray(result);
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probs.forEach(p => {
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expect(p).toBeCloseTo(1/3, 2); // Each team gets equal share of each position
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});
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});
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});
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it('normalizes championship probabilities that do not sum to 1.0', () => {
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const participants: ParticipantChips[] = [
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{ participantId: '1', championshipProbability: 0.6 }, // 60% (with vig)
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{ participantId: '2', championshipProbability: 0.55 }, // 55% (with vig)
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// Total > 1.0, should be normalized
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];
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const results = calculateICM(participants);
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expect(results.size).toBe(2);
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// Verify columns sum to 1.0
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for (let place = 0; place < 8; place++) {
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let colSum = 0;
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results.forEach((result) => {
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const probs = icmResultToArray(result);
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colSum += probs[place];
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});
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expect(colSum).toBeCloseTo(1.0, 2);
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}
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});
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it('returns empty map for empty input', () => {
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const results = calculateICM([]);
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expect(results.size).toBe(0);
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});
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it('maintains probability ordering for sorted championship odds', () => {
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const participants: ParticipantChips[] = [
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{ participantId: '1st', championshipProbability: 0.40 },
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{ participantId: '2nd', championshipProbability: 0.30 },
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{ participantId: '3rd', championshipProbability: 0.20 },
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{ participantId: '4th', championshipProbability: 0.10 },
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];
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const results = calculateICM(participants);
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const first = icmResultToArray(results.get('1st')!);
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const second = icmResultToArray(results.get('2nd')!);
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const third = icmResultToArray(results.get('3rd')!);
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const fourth = icmResultToArray(results.get('4th')!);
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// P(1st place) should be ordered
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expect(first[0]).toBeGreaterThan(second[0]);
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expect(second[0]).toBeGreaterThan(third[0]);
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expect(third[0]).toBeGreaterThan(fourth[0]);
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});
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});
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describe('calculateICMFromOdds', () => {
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it('converts American odds to ICM probabilities', () => {
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const odds = [
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{ participantId: 'COL', odds: 550 }, // +550
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{ participantId: 'FLA', odds: 800 }, // +800
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{ participantId: 'ARI', odds: 100000 }, // +100000 (longshot)
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];
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const results = calculateICMFromOdds(odds);
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expect(results.size).toBe(3);
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// Colorado should have better odds than Arizona
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const colProbs = icmResultToArray(results.get('COL')!);
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const ariProbs = icmResultToArray(results.get('ARI')!);
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expect(colProbs[0]).toBeGreaterThan(ariProbs[0]);
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// Even Arizona should have some probability
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expect(ariProbs[0]).toBeGreaterThan(0);
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});
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it('handles negative odds (favorites)', () => {
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const odds = [
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{ participantId: 'FAV', odds: -200 }, // Favorite
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{ participantId: 'DOG', odds: 500 }, // Underdog
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];
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const results = calculateICMFromOdds(odds);
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const favProbs = icmResultToArray(results.get('FAV')!);
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const dogProbs = icmResultToArray(results.get('DOG')!);
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// Favorite should have higher P(1st)
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expect(favProbs[0]).toBeGreaterThan(dogProbs[0]);
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});
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it('uses custom scoring places', () => {
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const odds = [
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{ participantId: '1', odds: 200 },
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{ participantId: '2', odds: 300 },
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{ participantId: '3', odds: 400 },
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];
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const results = calculateICMFromOdds(odds, 5); // 5 scoring places
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results.forEach((result) => {
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const probs = icmResultToArray(result);
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// Should still have 8 values but calculated for 5 places
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expect(probs).toHaveLength(8);
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});
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});
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});
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describe('icmResultToArray', () => {
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it('converts ICM result to array format', () => {
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const icmResult = {
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participantId: 'TEST',
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probabilities: {
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first: 0.25,
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second: 0.20,
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third: 0.15,
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fourth: 0.12,
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fifth: 0.10,
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sixth: 0.08,
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seventh: 0.06,
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eighth: 0.04,
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},
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};
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const array = icmResultToArray(icmResult);
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expect(array).toEqual([0.25, 0.20, 0.15, 0.12, 0.10, 0.08, 0.06, 0.04]);
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expect(array).toHaveLength(8);
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});
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});
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describe('integration: realistic NHL 32-team scenario', () => {
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it('calculates reasonable probabilities for full NHL league', () => {
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// Full 32-team NHL with realistic odds distribution
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const odds = [
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{ participantId: 'COL', odds: 550 },
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{ participantId: 'FLA', odds: 800 },
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{ participantId: 'VGK', odds: 800 },
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{ participantId: 'TBL', odds: 1000 },
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{ participantId: 'NJD', odds: 1400 },
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{ participantId: 'TOR', odds: 2500 },
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{ participantId: 'NYR', odds: 4000 },
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{ participantId: 'DET', odds: 7500 },
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{ participantId: 'VAN', odds: 7500 },
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{ participantId: 'NYI', odds: 15000 },
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{ participantId: 'NSH', odds: 40000 },
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// 21 more teams with increasing odds
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...Array.from({ length: 21 }, (_, i) => ({
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participantId: `TEAM${i + 12}`,
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odds: 40000 + (i + 1) * 5000, // Increasing odds
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})),
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];
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const results = calculateICMFromOdds(odds);
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expect(results.size).toBe(32);
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// Favorite (Colorado) should have reasonable championship probability
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const colProbs = icmResultToArray(results.get('COL')!);
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expect(colProbs[0]).toBeGreaterThan(0.05); // >5% for 1st
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expect(colProbs[0]).toBeLessThan(0.35); // <35% for 1st (not guaranteed)
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// Middle team (Detroit) should have middling probabilities
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const detProbs = icmResultToArray(results.get('DET')!);
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expect(detProbs[0]).toBeGreaterThan(0); // Some chance
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expect(detProbs[0]).toBeLessThan(0.10); // But not high
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// Longshot should have very small but non-zero probabilities
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const longProbs = icmResultToArray(results.get('TEAM32')!);
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expect(longProbs[0]).toBeGreaterThan(0); // Not impossible
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expect(longProbs[0]).toBeLessThan(0.05); // But unlikely (with 32 teams, even worst has ~3% uniform)
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// Column sums should equal 1.0 (each position distributed across all teams)
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for (let place = 0; place < 8; place++) {
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let colSum = 0;
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results.forEach((result) => {
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const probs = icmResultToArray(result);
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colSum += probs[place];
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});
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expect(colSum).toBeCloseTo(1.0, 2);
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}
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});
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});
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});
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