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Infrastructure

Simulation Engines

Build fast, scalable Monte Carlo engines. Power season projections, game simulations, and risk analysis.

๐ŸŽฎ Simulation Types

Season Simulation

Simulate entire season outcomes

Inputs:
  • โ€ข Team ratings
  • โ€ข Schedule
  • โ€ข Injury probabilities
Outputs:
  • โ€ข Win totals
  • โ€ข Playoff odds
  • โ€ข Championship %

Game Simulation

Play-by-play game modeling

Inputs:
  • โ€ข Player stats
  • โ€ข Pace
  • โ€ข Play distributions
Outputs:
  • โ€ข Final score
  • โ€ข Player stats
  • โ€ข Game flow

Bankroll Simulation

Test betting strategies

Inputs:
  • โ€ข Win rates
  • โ€ข Bet sizing
  • โ€ข Correlation
Outputs:
  • โ€ข Final bankroll
  • โ€ข Drawdown
  • โ€ข Bust rate

Market Simulation

Model order flow and pricing

Inputs:
  • โ€ข Arrival rates
  • โ€ข Bet sizes
  • โ€ข Sharp %
Outputs:
  • โ€ข PnL distribution
  • โ€ข Max exposure

Simulation Config

# Simulations 1000
100 10000
Parallel Workers 4
1 16
Est. Runtime () => { const baseTimePerSim = 0.1; return (numSims * baseTimePerSim / parallelization).toFixed(1); }s
Throughput NaN sims/sec

Architecture Components

๐ŸŽฒ

RNG Engine

Fast, reproducible random numbers

๐Ÿ“Š

State Manager

Track game/season state

๐Ÿ“‹

Event Queue

Process events in order

โšก

Parallel Runner

Distribute across cores

๐Ÿ“ˆ

Results Aggregator

Collect and summarize

๐Ÿ’พ

Cache Layer

Reuse expensive computations

โšก Performance Optimization

Use NumPy vectorization

Impact: 10-100x faster

Pre-compute lookup tables

Impact: Avoid repeated calcs

Parallel processing (multiprocessing)

Impact: Linear speedup

JIT compilation (Numba)

Impact: 10-50x faster

Seed management for reproducibility

Impact: Debugging

Early termination conditions

Impact: Skip unnecessary work

Python Simulation Engine

# Fast season simulation with Numba
import numpy as np
from numba import jit, prange
from concurrent.futures import ProcessPoolExecutor

@jit(nopython=True, parallel=True)
def simulate_season_batch(team_ratings, schedule, n_sims):
    """Vectorized season simulation"""
    n_teams = len(team_ratings)
    n_games = len(schedule)
    
    # Pre-allocate results
    win_totals = np.zeros((n_sims, n_teams))
    
    for sim in prange(n_sims):
        # Seed for reproducibility
        np.random.seed(42 + sim)
        
        for game_idx in range(n_games):
            home, away = schedule[game_idx]
            
            # Win probability from ratings
            diff = team_ratings[home] - team_ratings[away] + 3  # Home advantage
            home_win_prob = 1 / (1 + 10 ** (-diff / 400))
            
            # Simulate game
            if np.random.random() < home_win_prob:
                win_totals[sim, home] += 1
            else:
                win_totals[sim, away] += 1
    
    return win_totals

# Run simulation
results = simulate_season_batch(ratings, schedule, 1000)

# Aggregate results
playoff_odds = (results >= 45).mean(axis=0)
championship_odds = (results.argmax(axis=1) == team_idx).mean()

โœ… Key Takeaways

  • โ€ข Simulations power projections and risk analysis
  • โ€ข Vectorize with NumPy for 10-100x speedup
  • โ€ข Use Numba JIT for tight loops
  • โ€ข Parallelize across cores for linear scaling
  • โ€ข Seed management for reproducibility
  • โ€ข Cache expensive intermediate results

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