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52 changes: 52 additions & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -96,6 +96,58 @@ const result = simulateHands(1)
console.log(result.sessionSummary)
```

## monte carlo simulation

Run many trials to see how a strategy performs over time.

```bash
$ node monte-carlo.js 2 5 500 5 3-4-5
Running 2 trials with 5 hand(s) each
[table rules] minimum bet: $5, odds 3-4-5

Trial Results
┌─────────┬───────┬─────────┬───────┐
│ (index) │ trial │ balance │ rolls │
├─────────┼───────┼─────────┼───────┤
│ 0 │ 1 │ 614 │ 65 │
│ 1 │ 2 │ 416 │ 25 │
└─────────┴───────┴─────────┴───────┘

Final Balance Summary
┌─────────┬────────┐
│ (index) │ Values │
├─────────┼────────┤
│ min │ 416 │
│ p1 │ 416 │
│ p5 │ 416 │
│ p10 │ 416 │
│ p25 │ 416 │
│ p50 │ 416 │
│ p75 │ 614 │
│ p90 │ 614 │
│ p95 │ 614 │
│ p99 │ 614 │
│ max │ 614 │
└─────────┴────────┘

Roll Count Summary
┌─────────┬────────┐
│ (index) │ Values │
├─────────┼────────┤
│ min │ 25 │
│ p1 │ 25 │
│ p5 │ 25 │
│ p10 │ 25 │
│ p25 │ 25 │
│ p50 │ 25 │
│ p75 │ 65 │
│ p90 │ 65 │
│ p95 │ 65 │
│ p99 │ 65 │
│ max │ 65 │
└─────────┴────────┘
```

## table rules

`playHand` accepts a `rules` object that controls minimum bets and odds limits.
Expand Down
100 changes: 100 additions & 0 deletions monte-carlo.js
Original file line number Diff line number Diff line change
@@ -0,0 +1,100 @@
#!/usr/bin/env node
'use strict'

const { playHand } = require('./index.js')
const { minPassLineMaxOddsPlaceSixEight } = require('./betting.js')

function parseOdds (str) {
const parts = String(str).split('-').map(n => parseInt(n, 10))
if (parts.length !== 3 || parts.some(n => isNaN(n))) return {}
return {
4: parts[0],
5: parts[1],
6: parts[2],
8: parts[2],
9: parts[1],
10: parts[0]
}
}

function percentile (sorted, p) {
if (sorted.length === 0) return 0
const idx = Math.ceil((p / 100) * sorted.length) - 1
return sorted[Math.min(Math.max(idx, 0), sorted.length - 1)]
}

function summary (arr) {
const sorted = [...arr].sort((a, b) => a - b)
return {
min: sorted[0],
max: sorted[sorted.length - 1],
p1: percentile(sorted, 1),
p5: percentile(sorted, 5),
p10: percentile(sorted, 10),
p25: percentile(sorted, 25),
p50: percentile(sorted, 50),
p75: percentile(sorted, 75),
p90: percentile(sorted, 90),
p95: percentile(sorted, 95),
p99: percentile(sorted, 99)
}
}

function summaryTable (arr) {
const obj = summary(arr)
const order = ['min', 'p1', 'p5', 'p10', 'p25', 'p50', 'p75', 'p90', 'p95', 'p99', 'max']
return order.map(k => ({ stat: k, value: obj[k] }))
}

function simulateTrial ({ handsPerTrial, startingBankroll, rules }) {
let balance = startingBankroll
let rolls = 0
for (let i = 0; i < handsPerTrial; i++) {
const { history, balance: result } = playHand({
rules,
bettingStrategy: minPassLineMaxOddsPlaceSixEight
})
balance += result
rolls += history.length
}
return { balance, rolls }
}

function monteCarlo ({ trials, handsPerTrial, startingBankroll, rules }) {
const results = []
for (let i = 0; i < trials; i++) {
results.push(simulateTrial({ handsPerTrial, startingBankroll, rules }))
}
return results
}

function printResults (results) {
console.log('\nTrial Results')
console.table(results.map((r, i) => ({ trial: i + 1, balance: r.balance, rolls: r.rolls })))

console.log('\nFinal Balance Summary')
console.table(summaryTable(results.map(r => r.balance)))

console.log('\nRoll Count Summary')
console.table(summaryTable(results.map(r => r.rolls)))
}

if (require.main === module) {
const trials = parseInt(process.argv[2], 10)
const handsPerTrial = parseInt(process.argv[3], 10)
const startingBankroll = parseInt(process.argv[4], 10)
const minBet = parseInt(process.argv[5], 10)
const oddsInput = process.argv[6] || '3-4-5'

const rules = {
minBet,
maxOddsMultiple: parseOdds(oddsInput)
}

console.log(`Running ${trials} trials with ${handsPerTrial} hand(s) each`)
console.log(`[table rules] minimum bet: $${minBet}, odds ${oddsInput}`)
const results = monteCarlo({ trials, handsPerTrial, startingBankroll, rules })
printResults(results)
} else {
module.exports = { monteCarlo, simulateTrial, summary }
}
4 changes: 4 additions & 0 deletions package.json
Original file line number Diff line number Diff line change
Expand Up @@ -27,5 +27,9 @@
"devDependencies": {
"standard": "^16.0.3",
"tap": "^15.0.9"
},
"bin": {
"craps-monte": "./monte-carlo.js",
"craps-hands": "./hands.js"
}
}