AutoBet/AutoBet.Learn/Program.cs

using Microsoft.ML;
using Microsoft.ML.Data;
using System;
using System.Data.SqlClient;
using System.Linq;
using AutoBet.Learn.Extensions;
using Microsoft.ML.Trainers;
using System.Collections.Generic;

namespace AutoBet.Learn
{
    public class Program
    {
        static void Main(string[] args)
        {
            Learn();
            Console.WriteLine("Hello World!");
        }
        public static DateTime DateToPredict = DateTime.Now.Date.AddDays(-3);
        private static void Learn()
        {
            var daysAgo = DateToPredict.AddMonths(-3);
            daysAgo = new DateTime(daysAgo.Year, daysAgo.Month, 1);
            while (DateToPredict != daysAgo) 
            {
                var mlContext = new MLContext();
                var model = Train(mlContext);
                Evaluate(mlContext, model);
                UpdatePredictions(mlContext, model);
                DateToPredict = DateToPredict.AddDays(-1);
            }
        }

        private static void UpdatePredictions(MLContext mlContext, ITransformer model)
        {
            using (var db = new Db.HorseRacingDataContext())
            {
                var races = db.Races.Where(e => e.RaceDate == DateToPredict.Date).ToList();
                foreach (var race in races)
                {
                    var runners = db.Runners.Where(e => e.RaceId == race.RaceId && e.DecimalOdds != null).ToList();
                    foreach (var runner in runners)
                    {
                        var fixture = db.Fixtures.FirstOrDefault(e => e.FixtureId == race.FixtureId);
                        if (fixture == null)
                            continue;
                        var prediction = TestSinglePrediction(mlContext, model, new HorseOddsTrainingData()
                        {
                            AgeYears = runner.AgeYears,
                            CourseName = fixture.CourseName,
                            FixtureType = (int)fixture.FixtureType,
                            BhaRating = String.IsNullOrWhiteSpace(runner.BhaRating) ? 0 : int.Parse(runner.BhaRating),
                            CourseWinner = runner.CourseWinner,
                            DecimalOdds = (float)runner.DecimalOdds.Value,
                            DistanceValue = race.DistanceValue,
                            DistanceWinner = runner.DistanceWinner,
                            DivisionSequence = race.DivisionSequence,
                            DrawnStall = runner.DrawnStall ?? 0,
                            FinishTimeInMilliseconds = 0,
                            HeadGearWearingCode = runner.HeadGearWearingCode ?? "Unknown",
                            HeadGearWearingSheepSkin = runner.HeadGearWearingSheepSkin,
                            JockeyName = runner.JockeyName,
                            OwnerName = runner.OwnerName,
                            PenaltyValue = runner.PenaltyValue,
                            PrizeAmount = race.PrizeAmount,
                            RaceClass = race.RaceClass,
                            RaceCriteriaRaceType = race.RaceCriteriaRaceType,
                            RaceDateTime = race.RaceDate + race.RaceTime,
                            RacehorseName = runner.RaceHorseNameWithoutCountry,
                            SexType = (int)runner.SexType,
                            TrainerName = runner.TrainerName,
                            WeightInGrams = (float)runner.WeightInGrams,
                            WeightsJockeyClaiming = runner.WeightsJockeyClaiming,
                            WeightValue = runner.WeightValue,
                            RaceDay = (float)race.RaceDate.Day,
                            RaceMonth = (float)race.RaceDate.Month,
                            RaceYear = (float)race.RaceDate.Year
                        });
                        runner.Prediction = prediction;
                    }
                }
                db.SaveChanges();
            }
        }

        private static IDataView LoadData(MLContext mlContext, string filter = "")
        {
            var loader = mlContext.Data.CreateDatabaseLoader<HorseOddsTrainingData>();

            var sqlCommand = @"SELECT
        [CourseName]
      ,[FixtureType]
      ,[RaceCriteriaRaceType]
      ,[DistanceValue]
      ,[RaceClass]
      ,[PrizeAmount]
      ,[HeadGearWearingCode]
      ,[HeadGearWearingSheepSkin]
      ,[CourseWinner]
      ,[DistanceWinner]
      ,[RacehorseName]
      ,[TrainerName]
      ,[OwnerName]
      ,[JockeyName]
      ,[WeightsJockeyClaiming]
      ,[DecimalOdds]
      ,[DivisionSequence]
      ,[AgeYears]
      ,[DrawnStall]
      ,[BhaRating]
      ,[WeightValue]
      ,[PenaltyValue]
      ,[SexType]
      ,ISNULL([FinishTimeInMilliseconds],0) as FinishTimeInMilliseconds
      ,[RaceDateTime]
      ,[RaceMonth]
      ,[RaceYear]
      ,[RaceDay]
      ,[WeightInGrams]
  FROM [dbo].[ResultsView] WHERE DecimalOdds IS NOT NULL " + filter;

            var dbSource = new DatabaseSource(SqlClientFactory.Instance, Db.HorseRacingDataContext.ConnectionString, sqlCommand);
            var data = loader.Load(dbSource);
            return data;
        }

        public static ITransformer Train(MLContext mlContext)
        {
            var data = LoadData(mlContext, $"AND FinishTimeInMilliseconds IS NOT NULL AND RaceDate < '{DateToPredict.AddDays(-1).ToString("yyyy/MM/dd", null)}'");
            //var trainers = new Dictionary<string, ITrainerEstimator<ISingleFeaturePredictionTransformer<object>, object>>()
            //{
            //    { "FastForest", mlContext.Regression.Trainers.FastForest() },
            //    { "FastTree", mlContext.Regression.Trainers.FastTree() },
            //    { "FastTreeTweedie", mlContext.Regression.Trainers.FastTreeTweedie() },
            //    { "LbfgsPoissonRegression", mlContext.Regression.Trainers.LbfgsPoissonRegression() },
            //    { "Scda", mlContext.Regression.Trainers.Sdca() }
            //};

            //foreach (var trainer in trainers)
            //{
            //    var modelPipeline = DataTransform(mlContext);
            //    var pipelineWithTrainer = modelPipeline.Append(trainer.Value);

            //    var model = pipelineWithTrainer.Fit(data);
            //    Console.WriteLine($">>>>>>> Evaluating algorithm: {trainer.Key} <<<<<<<");
            //    Evaluate(mlContext, model);
            //}


            Console.WriteLine($"Loading data");
            var pipeline = DataTransform(mlContext);

            //var pipelineWithTrainer = pipeline.Append(mlContext.Regression.Trainers.LbfgsPoissonRegression());

            var selectedPipelineWithTrainer = pipeline.Append(pipeline.Append(mlContext.Regression.Trainers.LbfgsPoissonRegression()));
            var finalModel = selectedPipelineWithTrainer.Fit(data);

            return finalModel;
        }

        private static EstimatorChain<ColumnConcatenatingTransformer> DataTransform(MLContext mlContext)
        {
            var pipeline = mlContext.Transforms
                .CopyColumns(outputColumnName: "Label", inputColumnName: "FinishTimeInMilliseconds")
                .EncodeColumn(mlContext, "CourseName")
                .EncodeColumn(mlContext, "FixtureType")
                .EncodeColumn(mlContext, "RaceCriteriaRaceType")
                .EncodeColumn(mlContext, "HeadGearWearingCode")
                .EncodeColumn(mlContext, "RacehorseName")
                .EncodeColumn(mlContext, "TrainerName")
                .EncodeColumn(mlContext, "OwnerName")
                .EncodeColumn(mlContext, "JockeyName")
                .EncodeColumn(mlContext, "HeadGearWearingSheepSkin")
                .EncodeColumn(mlContext, "CourseWinner")
                .EncodeColumn(mlContext, "DistanceWinner")
                .EncodeColumn(mlContext, "WeightValue")
                .EncodeColumn(mlContext, "SexType")
                .Append(mlContext.Transforms.Concatenate("Features",
                "CourseNameEncoded",
                "FixtureTypeEncoded",
                "RaceCriteriaRaceTypeEncoded",
                "DistanceValue",
                "RaceClass",
                "PrizeAmount",
                "HeadGearWearingCodeEncoded",
                "HeadGearWearingSheepSkinEncoded",
                "CourseWinnerEncoded",
                "DistanceWinnerEncoded",
                "RacehorseNameEncoded",
                "TrainerNameEncoded",
                "OwnerNameEncoded",
                "JockeyNameEncoded",
                "WeightsJockeyClaiming",
                "DecimalOdds",
                "DivisionSequence",
                "AgeYears",
                "DrawnStall",
                "WeightValueEncoded",
                "PenaltyValue",
                "SexTypeEncoded",
                "RaceMonth",
                "RaceYear",
                "RaceDay"));

            return pipeline;
        }

        private static RegressionMetrics Evaluate(MLContext mlContext, ITransformer model)
        {
            var dataView = LoadData(mlContext, $"AND FinishTimeInMilliseconds IS NOT NULL AND RaceDate = '{DateToPredict.AddDays(-1).ToString("yyyy/MM/dd", null)}'");
            var predictions = model.Transform(dataView);
            var metrics = mlContext.Regression.Evaluate(predictions, "Label", "Score");
            Console.WriteLine();


            var result = $"* Model quality metrics evaluation R2: {metrics.RSquared:0.####}  Root Mean Squared Error: {metrics.RootMeanSquaredError:#.####} *";
            var stars = String.Concat(Enumerable.Range(0, result.Length).Select(e => "*"));

            Console.WriteLine(stars);
            Console.WriteLine(result);
            Console.WriteLine(stars);

            Console.WriteLine();
            return metrics;
        }

        private static float TestSinglePrediction(MLContext mlContext, ITransformer model, HorseOddsTrainingData values)
        {
            var predictionFunction = mlContext.Model.CreatePredictionEngine<HorseOddsTrainingData, HorseOddsTrainingPrediction>(model);
            var prediction = predictionFunction.Predict(values);
            Console.WriteLine($"Predicted time for {values.RacehorseName}: {prediction.FinishTimeInMilliseconds}");
            return prediction.FinishTimeInMilliseconds;
        }

    }
}