/*----------------------------------------------------------------------------- Copyright (C) 2012. A. Ronald Gallant Post Office Box 659 Chapel Hill NC 27514 USA This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA. -----------------------------------------------------------------------------*/ #include "libscl.h" #include "flagmap.h" using namespace scl; using namespace std; using namespace flagmap; namespace flagmap { void define_flag(std::map& flag) { flag["h"] = fval("-h help message"); //flag["f"] = fval("-f filter, reads from standard input"); flag["filenames_expected"] = fval(""); flag["filenames_expected"].set = false; flag["t"] = fval("-t value place or odds, string argument",'s'); flag["n"] = fval("-n value point for first bet, int argument",'i'); flag["m"] = fval("-m value point for second bet, int argument",'i'); flag["r"] = fval("-r value rolls between bets, int argument",'i'); flag["a"] = fval("-a additional output"); } std::istream& process_filename(std::istream& fin, std::string progname, std::map flag, std::vector file) { //return process_filename_example(fin, progname, flag, file); return fin; } } std::string progname; struct bet_t { char type; // type p is a place bet, type o is free odds INTEGER point; REAL ways; REAL odds; REAL amnt; }; bet_t make_bet(const char* type, INTEGER point) { bet_t bet; bet.type = type[0]; bool place; if (bet.type == 'p') { place = true; } else if (bet.type == 'o') { place = false; } else { place = false; error("Error, " + progname + ", type must be p or o"); } bet.point = point; switch(bet.point) { case 4 : case 10 : { bet.ways = 3; bet.odds = place ? 9.0/5.0 : 2.0/1.0; bet.amnt = place ? 5.0 : 15.0; } break; case 5 : case 9 : { bet.ways = 4; bet.odds = place ? 7.0/5.0 : 3.0/2.0; bet.amnt = place ? 5.0 : 20.0; } break; case 6 : case 8 : { bet.ways = 5; bet.odds = place ? 7.0/6.0 : 6.0/5.0; bet.amnt = place ? 5.0 : 30.0; } break; default : string msg = "Error, "; msg += progname; msg += ", point must be 4, 5, 6, 8, 9, or 10, saw"; msg += fmt('d',3,bet.point)(); error(msg); break; } return bet; } REAL f(REAL p1, REAL p2, INTEGER r) {return p1*(1.0 - pow(p2,r))/(1.0 - p2);} int main(int argc, char** argp, char** envp) { std::map flag; std::vector file; //std::string progname; flagmap::define_flag(flag); if (flagmap::process_flag(argc, argp, progname, flag, file) != 0) return 1; //return flagmap::process_file(progname, flag, file); bet_t bet_m; bet_t bet_n; INTEGER r = 0; bool flags_set = flag["t"].set && flag["m"].set && flag["n"].set && flag["r"].set; if (flags_set) { bet_m = make_bet(flag["t"].s, flag["m"].i); bet_n = make_bet(flag["t"].s, flag["n"].i); r = flag["r"].i; if (r < 1) error("Error, r < 1"); } else { cerr << '\n'; cerr << "Error, " << progname << ", missing flags " << '\n'; cerr << '\n'; usage_message(cerr, progname, flag); cerr << '\n'; return 1; } REAL a = bet_m.ways; REAL b = bet_n.ways; REAL p1 = a/(a + b + 6); // m before n or 7 in continuous rolling REAL p2 = b/(a + b + 6); // n before m or 7 in continuous rolling REAL p3 = 6/(a + b + 6); // 7 before m or n in continuous rolling REAL q1 = a/(a + 6); // m before 7 in continuous rolling REAL q2 = 6/(a + 6); // 7 before m in continuous rolling REAL r1 = b/(b + 6); // n before 7 in continuous rolling REAL r2 = 6/(b + 6); // 7 before n in continuous rolling REAL s1 = a/36.0; // m single roll REAL s2 = b/36.0; // n single roll REAL s3 = 6/36.0; // 7 single roll REAL s4 = (30 - a)/36.0; // not 7 or m single roll REAL s5 = (30 - b)/36.0; // not 7 or n single roll REAL s6 = 30/36.0; // not 7 single roll INTEGER m = bet_m.point; INTEGER n = bet_n.point; if (m == n) { cerr << '\n'; cerr << "Error, " << progname << ", the points must differ, saw " << m << " then " << n << '\n'; cerr << '\n'; usage_message(cerr, progname, flag); cerr << '\n'; return 1; } if (flag["a"].set) { cout << '\n'; cout << " Probability Event" << '\n'; cout << '\n'; cout << fmt('f',12,6,p1) << " " << m << " before " << n << " or 7 in continuous rolling" <<'\n'; cout << fmt('f',12,6,p2) << " " << n << " before " << m << " or 7 in continuous rolling" <<'\n'; cout << fmt('f',12,6,p3) << " 7 before " << m << " or " << n << " in continuous rolling" <<'\n'; cout << '\n' << '\n'; cout << fmt('f',12,6,q1) << " " << m << " before 7 in continuous rolling" << '\n'; cout << fmt('f',12,6,q2) << " 7 before " << m << " in continuous rolling" << '\n'; cout << '\n'; cout << fmt('f',12,6,r1) << " " << n << " before 7 in continuous rolling" << '\n'; cout << fmt('f',12,6,r2) << " 7 before " << n << " in continuous rolling" << '\n'; cout << '\n' << '\n'; cout << fmt('f',12,6,s1) << " " << m << " single roll" << '\n'; cout << fmt('f',12,6,s2) << " " << n << " single roll" << '\n'; cout << fmt('f',12,6,s3) << " 7 single roll" << '\n'; cout << fmt('f',12,6,s4) << " not 7 or " << m << " single roll" << '\n'; cout << fmt('f',12,6,s5) << " not 7 or " << n << " single roll" << '\n'; cout << fmt('f',12,6,s6) << " not 7 single roll" << '\n'; cout << '\n'; } REAL pay_m = bet_m.amnt + bet_m.amnt*bet_m.odds; REAL pay_n = bet_n.amnt + bet_n.amnt*bet_n.odds; // Bet m and n independently REAL r_WW = q1*r1; REAL r_WL = q1*r2; REAL r_LW = q2*r1; REAL r_LL = q2*r2; REAL r_sum = r_WW + r_WL + r_LW + r_LL; REAL E0 = (pay_m + pay_n)*r_WW + pay_m*r_WL + pay_n*r_LW; REAL V0 = pow(pay_m + pay_n,2)*r_WW + pow(pay_m,2)*r_WL + pow(pay_n,2)*r_LW - pow(E0,2); REAL E0_m = pay_m*q1; REAL E0_n = pay_n*r1; REAL V0_m = pow(pay_m,2)*q1 - pow(E0_m,2); REAL V0_n = pow(pay_n,2)*r1 - pow(E0_n,2); if (fabs(V0-V0_m-V0_n) > V0*EPS) warn("Warning, possible rounding error"); // Bet m and n simultaneously REAL p_W1W2 = p1*r1; REAL p_W2W1 = p2*q1; REAL p_WL = p1*r2; REAL p_LW = p2*q2; REAL p_LL = p3; REAL p_sum = p_W1W2 + p_W2W1 + p_WL + p_LW + p_LL; REAL E1 = (pay_m + pay_n)*(p_W1W2 + p_W2W1) + pay_m*p_WL + pay_n*p_LW; REAL V1 = pow(pay_m + pay_n,2)*(p_W1W2 + p_W2W1) + pow(pay_m,2)*p_WL + pow(pay_n,2)*p_LW - pow(E1,2); REAL C1 = (V1 - V0)/2.0; REAL R1 = C1/sqrt(V0_m*V0_m); if (fabs(E1 - E0) > EPS) warn("Warning, possible rounding error"); // First bet m then bet n after r rolls REAL q_W1W2 = pow(s4,r)*p_W1W2 + f(s1,s4,r)*r1; REAL q_W2W1 = pow(s4,r)*p_W2W1; REAL q_WL = pow(s4,r)*p_WL + f(s1,s4,r)*r2; REAL q_LW = pow(s4,r)*p_LW + f(s3,s4,r)*r1; REAL q_LL = pow(s4,r)*p_LL + f(s3,s4,r)*r2; REAL q_sum = q_W1W2 + q_W2W1 + q_WL + q_LW + q_LL; REAL E2 = (pay_m + pay_n)*(q_W1W2 + q_W2W1) + pay_m*q_WL + pay_n*q_LW; REAL V2 = pow(pay_m + pay_n,2)*(q_W1W2 + q_W2W1) + pow(pay_m,2)*q_WL + pow(pay_n,2)*q_LW - pow(E2,2); REAL C2 = (V2 - V0)/2.0; REAL R2 = C2/sqrt(V0_m*V0_n); if (fabs(E2 - E0) > EPS) warn("Warning, possible rounding error"); cout << '\n'; cout << (bet_n.type == 'p' ? "Place bets: " : "Free odds bets: ") << "Independently bet $" << bet_m.amnt << " on the " << bet_m.point << " and $" << bet_n.amnt << " on the " << bet_n.point << '\n'; cout << '\n'; cout << " Probability Event" << '\n'; cout << '\n'; cout << fmt('f',12,6,r_WW) << " both win" << '\n'; cout << fmt('f',12,6,r_WL) << " " << m << " wins " << n << " loses "<<'\n'; cout << fmt('f',12,6,r_LW) << " " << n << " wins " << m << " loses "<<'\n'; cout << fmt('f',12,6,r_LL) << " both lose "<<'\n'; cout << fmt('f',12,6,r_sum) << '\n'; cout << '\n'; cout << "Expected payoff on the $" << bet_m.amnt + bet_n.amnt << " bet is $" << E0 << '\n'; cout << "Sdev of payoff on the $" << bet_m.amnt + bet_n.amnt << " bet is $" << sqrt(V0) << '\n'; cout << '\n'; cout << (bet_n.type == 'p' ? "Place bets: " : "Free odds bets: ") << "Simultanously bet $" << bet_m.amnt << " on the " << bet_m.point << " and $" << bet_n.amnt << " on the " << bet_n.point << '\n'; cout << '\n'; cout << " Probability Event" << '\n'; cout << '\n'; cout << fmt('f',12,6,p_W1W2) << " first " << m << " wins then " << n << " wins "<<'\n'; cout << fmt('f',12,6,p_W2W1) << " first " << n << " wins then " << m << " wins "<<'\n'; cout << fmt('f',12,6,p_WL) << " first " << m << " wins then " << n << " loses "<<'\n'; cout << fmt('f',12,6,p_LW) << " first " << n << " wins then " << m << " loses "<<'\n'; cout << fmt('f',12,6,p_LL) << " both lose simultaneously "<<'\n'; cout << fmt('f',12,6,p_sum) << '\n'; cout << '\n'; cout << "Expected payoff on the $" << bet_m.amnt + bet_n.amnt << " bet is $" << E1 << '\n'; cout << "Sdev of payoff on the $" << bet_m.amnt + bet_n.amnt << " bet is $" << sqrt(V1) << '\n'; cout << "Corr of payoff on the $" << bet_m.amnt + bet_n.amnt << " bet is " << sqrt(R1) << '\n'; cout << '\n'; cout << (bet_n.type == 'p' ? "Place bets: " : "Free odds bets: ") << "First bet $" << bet_m.amnt << " on the " << bet_m.point << " then bet $" << bet_n.amnt << " on the " << bet_n.point << " after " << r << " rolls" << '\n'; cout << '\n'; cout << " Probability Event" << '\n'; cout << '\n'; cout << fmt('f',12,6,q_W1W2) << " first " << m << " wins then " << n << " wins "<<'\n'; cout << fmt('f',12,6,q_W2W1) << " first " << n << " wins then " << m << " wins "<<'\n'; cout << fmt('f',12,6,q_WL) << " first " << m << " wins then " << n << " loses "<<'\n'; cout << fmt('f',12,6,q_LW) << " first " << n << " wins then " << m << " loses "<<'\n'; cout << fmt('f',12,6,q_LL) << " simultaneous loss or " << m << " loses then " << n << " loses "<<'\n'; cout << fmt('f',12,6,q_sum) << '\n'; cout << '\n'; cout << "Expected payoff on the $" << bet_m.amnt + bet_n.amnt << " bet is $" << E2 << '\n'; cout << "Sdev of payoff on the $" << bet_m.amnt + bet_n.amnt << " bet is $" << sqrt(V2) << '\n'; cout << "Corr of payoff on the $" << bet_m.amnt + bet_n.amnt << " bet is " << sqrt(R2) << '\n'; cout << '\n'; // This eliminates a compiler warning message: (s1 + s2 + s3 + s4 + s5 + s6); return 0; }