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Save more detailed bet details in strategy simulation script #429

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merged 3 commits into from
Sep 24, 2024

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kongzii
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@kongzii kongzii commented Sep 24, 2024

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coderabbitai bot commented Sep 24, 2024

Walkthrough

The changes introduce a new betting strategy, KellyBettingStrategy, with a maximum bet amount of 250 in the get_outcome_for_trace function. The output handling is enhanced to accumulate results in a markdown format and to notify users when the number of bets does not match the traces without raising an error. Additionally, detailed information about each bet is collected and sorted by simulated profit, with results exported to CSV files and a markdown file.

Changes

File Change Summary
examples/monitor/match_bets_with_langfuse_traces.py Introduced KellyBettingStrategy, modified output handling to include markdown results, and added detailed bet information storage and CSV export functionality. Updated method signature for get_outcome_for_trace.

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Recent review details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits

Files that changed from the base of the PR and between 8a2a5f4 and 2e8fecf.

Files selected for processing (1)
  • examples/monitor/match_bets_with_langfuse_traces.py (4 hunks)
Files skipped from review as they are similar to previous changes (1)
  • examples/monitor/match_bets_with_langfuse_traces.py

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Actionable comments posted: 3

Outside diff range and nitpick comments (2)
examples/monitor/match_bets_with_langfuse_traces.py (2)

158-159: Use logging instead of print statements for better maintainability.

Printing to stdout may not be appropriate for long-running scripts or production environments. Consider using the logging module to provide configurable log levels and outputs.

Apply this diff to use the logging module:

+import logging
...
 if len(bets_with_traces) != len(bets):
-    print(
+    logging.warning(
         f"{len(bets) - len(bets_with_traces)} bets do not have a corresponding trace, ignoring them."
     )

Ensure you configure the logging at the beginning of your script:

import logging

logging.basicConfig(level=logging.INFO)

Line range hint 200-212: Handle division by zero when calculating ROI to prevent runtime errors.

If total_bet_amount or total_simulated_amount is zero, calculating ROI will raise a ZeroDivisionError. Ensure you handle cases where no bets were made to prevent exceptions.

Apply this diff to handle zero bet amounts:

                 total_bet_amount = sum([bt.bet.amount.amount for bt in bets_with_traces])
                 total_bet_profit = sum([bt.bet.profit.amount for bt in bets_with_traces])
                 total_simulated_amount = sum([so.size for so in simulated_outcomes])
                 total_simulated_profit = sum([so.profit for so in simulated_outcomes])
-                roi = 100 * total_bet_profit / total_bet_amount
-                simulated_roi = 100 * total_simulated_profit / total_simulated_amount
+                roi = 100 * total_bet_profit / total_bet_amount if total_bet_amount != 0 else 0.0
+                simulated_roi = 100 * total_simulated_profit / total_simulated_amount if total_simulated_amount != 0 else 0.0
Review details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits

Files that changed from the base of the PR and between e63f3e0 and 8a2a5f4.

Files selected for processing (1)
  • examples/monitor/match_bets_with_langfuse_traces.py (5 hunks)
Additional comments not posted (1)
examples/monitor/match_bets_with_langfuse_traces.py (1)

105-105: Verify the impact of increasing max_bet_amount to 250.

Adding KellyBettingStrategy(max_bet_amount=250) significantly increases the maximum bet amount compared to the existing values (1, 2, 25). Ensure this change aligns with your simulation goals and that the system can handle larger bet amounts without unintended side effects.

Run the following script to check for any hardcoded limitations or potential issues with large bet amounts:

Verification successful

No hardcoded limitations found for max_bet_amount. Increasing it to 250 aligns with simulation goals and should not introduce unintended side effects.

Scripts executed

The following scripts were executed for the analysis:

Script:

#!/bin/bash
# Description: Search for any hardcoded limitations on bet amounts in the codebase.

# Test: Find instances where bet amounts are compared to values less than 250.
rg --type py 'bet_amount.*[<>]=?.*\b(25|100|200)\b'

# Expected Result: No hardcoded limits that prevent bet amounts from exceeding 250.

Length of output: 53


Script:

#!/bin/bash
# Description: Search for any hardcoded numerical limits on `bet_amount` in the codebase.

# Test: Find instances where `bet_amount` is compared to any numerical value.
rg --type py 'bet_amount\s*[<>]=?\s*\b\d+\b'

# Additionally, search for assignments to `max_bet_amount` to identify potential constraints.
ast-grep --lang python --pattern $'max_bet_amount = $_' --path '**/*.py'

Length of output: 465


Script:

#!/bin/bash
# Description: Search for assignments to `max_bet_amount` in the codebase.

# Corrected ast-grep command to find assignments to `max_bet_amount`.
ast-grep --lang python --pattern $'max_bet_amount = $_' '**/*.py'

# Search for any comparisons or validations involving `max_bet_amount`.
ast-grep --lang python --pattern $'if $_max_bet_amount $_operator $_value:' '**/*.py'

# Additionally, search for any usage of `max_bet_amount` in calculations or functions.
rg --type py 'max_bet_amount\s*[\+\-\*/%=]'

Length of output: 2291

Comment on lines +233 to +236
overall_md += (
f"\n\n## {agent_name}\n\n{len(simulations)} bets\n\n"
+ pd.DataFrame.from_records(simulations).to_markdown(index=False)
)
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⚠️ Potential issue

Correct the number of bets displayed in the overall report.

Using len(simulations) represents the number of strategies simulated, not the number of bets placed. To display the correct number of bets, use len(bets_with_traces).

Apply this diff to correct the displayed number of bets:

             overall_md += (
-                f"\n\n## {agent_name}\n\n{len(simulations)} bets\n\n"
+                f"\n\n## {agent_name}\n\n{len(bets_with_traces)} bets\n\n"
                 + pd.DataFrame.from_records(simulations).to_markdown(index=False)
             )
Committable suggestion

‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.

Suggested change
overall_md += (
f"\n\n## {agent_name}\n\n{len(simulations)} bets\n\n"
+ pd.DataFrame.from_records(simulations).to_markdown(index=False)
)
overall_md += (
f"\n\n## {agent_name}\n\n{len(bets_with_traces)} bets\n\n"
+ pd.DataFrame.from_records(simulations).to_markdown(index=False)
)

Comment on lines +197 to +199
pd.DataFrame.from_records(details).to_csv(
f"{agent_name} - {strategy} - all bets.csv", index=False
)
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⚠️ Potential issue

Sanitize file names to prevent invalid characters.

Using str(strategy) in file names may introduce characters invalid in file systems (e.g., <, >, /, :). This can cause errors when saving CSV files. Consider sanitizing the strategy representation to ensure file names are valid.

Apply this diff to sanitize the file names:

+                import re
+                strategy_name = re.sub(r'[<>:"/\\|?*]', '_', str(strategy))
+                filename = f"{agent_name}_{strategy_name}_all_bets.csv"
                 pd.DataFrame.from_records(details).to_csv(
-                    f"{agent_name} - {strategy} - all bets.csv", index=False
+                    filename, index=False
                 )
Committable suggestion

‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.

Suggested change
pd.DataFrame.from_records(details).to_csv(
f"{agent_name} - {strategy} - all bets.csv", index=False
)
import re
strategy_name = re.sub(r'[<>:"/\\|?*]', '_', str(strategy))
filename = f"{agent_name}_{strategy_name}_all_bets.csv"
pd.DataFrame.from_records(details).to_csv(
filename, index=False
)

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2 participants