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norm cvar value #109

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Merged
DecJA merged 1 commit into from
Jul 31, 2026
Merged

norm cvar value #109

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2 changes: 1 addition & 1 deletion utils/analysis/distribution_functions.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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:
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