From ace81c26ce0a5e3d350428d497ac2d1e4a286c3a Mon Sep 17 00:00:00 2001 From: DecJA Date: Sat, 1 Aug 2026 04:07:01 +1000 Subject: [PATCH] norm cvar value --- utils/analysis/distribution_functions.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/utils/analysis/distribution_functions.py b/utils/analysis/distribution_functions.py index 128672ab..19b63f65 100644 --- a/utils/analysis/distribution_functions.py +++ b/utils/analysis/distribution_functions.py @@ -138,7 +138,7 @@ def get_etl_cvar_p5k_10k_vales(dist: dict, bet_cost: float, total_weight=None) - etl40 += win * (weight / total_weight) cvar = conditional_value_at_risk(0.999, dist, total_weight) - return p5k, p10k, etl10k, etl40, cvar + return p5k, p10k, etl10k, etl40, cvar / bet_cost def get_maxwin_hitrate(dist: dict, total_weight=None) -> float: