nfelotranslation 0.1.0

NFL win probability to margin distribution translation (spread, cover, push, EV).

nfelotranslation

Translates NFL win probabilities and spreads into discrete margin distributions, with cover probability, push probability, and expected margin derived coherently from that distribution. Designed for prediction-model workflows that need a consistent set of (win_prob, spread, distribution) from any single input.

Install

pip install nfelotranslation

What it does

The most accurate pair-wise ranking models tend to denominate their predictions in terms of win probabilities. Win probabilities are percise, more extensible to things like simulation, and are the same shape as a classification problem, meaning they can borrow from a wide range of established optimizations, techniques, loss functions, etc from other domains.

While win probabilities are the best choice for the model, they do not represent the most popular market for prediction, which is the spread. Win probabilities must be converted, which introduces opportunity for a new kind of accuracy loss, especially in the context of a sport like the NFL, where spreads are governed by nuanced dynamics like key numbers, or non-stationarity.

nfelotranslation is a package that handles translation between different denominations of prediction with minimal accuracy loss (spread to win prob, win prob to spread, alt lines, etc). Critically, the model is trained to derive expected margin from actual game outcomes rather than mapping to historical spreads, meaning it avoids potential bias embedded into markets and better models sparse tails.

The Translator accepts any of four input types — 'win_prob', 'market_win_prob', 'spread', 'market_spread' — and resolves each to a calibrated home-perspective win probability through the appropriate composition of the underlying primitives. From that win probability it derives every other property: the side-flipped variants, model and market spreads, the discrete margin PMF over integers -75..+75, and the integral quantities (cover_prob, push_prob, expected_margin).

Quick start

from nfelotranslation import Translator

## convention: positive spread = home favorite ##
t = Translator(3.0, 'market_spread', season=2025, side='home')

t.win_prob              ## calibrated home WP
t.spread                ## model spread (posted + continuous)
t.market_spread         ## market spread
t.cover_prob(3.0)       ## P(margin > 3) from home perspective
t.expected_margin       ## E[margin] from home perspective (which is equivalent to t.spread, but derived via the distribution)
t.pmf                   ## ndarray (151,) over integer margins -75..+75

## reuse loaded models, recompute state ##
t.update(7.0, 'market_spread')

Full API reference in Translation/README.md.

Repo Layout

nfelotranslation/
├── src/nfelotranslation/    Shipping package (pip-installed)
├── training/                Refitting pipeline (repo-only, not shipped)
├── analysis/                Standalone empirical analyses
├── tests/                   pytest suite
└── pyproject.toml           Package metadata and extras

The src/ tree is the only thing the installed wheel contains. The training/, analysis/, and tests/ directories live at the repository root and require a clone to use. These modules are not required to run the package, but shared publicly for transparency and reproducibility.

Modules

Recalibrator — moneyline win-probability correction

Market moneylines have a tail bias: implied win probabilities for slight favorites overstate their actual win rate, and implied probabilities for heavy favorites understate theirs. To train the models, the dataset must have a notion of expected win probabilities, but since moneyline implied win probabilities exhibit bias, the Recalibrator applies an invertible Platt / logit-linear correction p_cal = expit(slope · logit(p_market) + intercept) so downstream code can work in calibrated probability space. calibrate(p_market) goes market → calibrated; uncalibrate(p_cal) goes the other direction. Detailed reference: Calibration/README.md.

SpreadMap — bidirectional WP ↔ spread mapping

The SpreadMapper parametrizes the relationship between a win probability and a spread as spread = slope · logit(wp) + intercept, an analytically invertible form that handles either direction with one expression. The package exposes two instances: a MODEL mapper that maps calibrated win probabilities to outcome-derived spreads, and a MARKET mapper that maps moneyline-implied win probabilities to market-posted spreads. Both expose win_prob_to_spread() and spread_to_win_prob(). Detailed reference: SpreadMap/README.md.

Distribution — discrete margin distribution

The MarginDistributionModel turns a (spread, win_prob) pair into a discrete PMF over every integer margin from -75 to +75. The PMF starts as a continuous generalized normal anchored at the spread, then gets adjusted at every integer to capture the heavy concentration around key margins (±3, ±7) and the dead zones (±9, ±12), then is renormalized so P(margin > 0) = win_prob, P(margin = 0) = tie_prob, and the spread bisects the PMF. From the result, cover_prob(line), push_prob(line), and expected_margin() are direct PMF queries. Detailed reference: Distribution/README.md.

Translation — composed top-level API

The Translator composes the three primitives above into a single stateful object. Construct it with any of the four input types ('win_prob', 'market_win_prob', 'spread', 'market_spread'), a season, and a side; access every derived property as an attribute. State is held on the instance, so subsequent update() calls reuse the loaded models without reopening config files. Detailed reference: Translation/README.md.

Conventions

• Spread sign: positive = home favorite. While markets typically display favorites as a negative number, Translator uses the positive convention to better align with the expected margin it is meant to predict. If using market data, callers should determine whether or not a sign flip is required.
• Win probabilities: win_prob > 0.5 means the home team is favored.
• Distribution perspective: pmf, cover_prob, push_prob, and expected_margin are always reported from the home perspective (positive margin = home win). The four sign-flipping properties (win_prob, win_prob_market, spread, market_spread) flip with the side argument; the home_* and away_* properties are fixed-perspective.
• Per-season configs: each module with per-season fits (SpreadMap, Distribution/Key) places them under <module>/configs/. Model.from_file(season=...) loads the file matching that season exactly, falls back to the most recent prior season's file with a warning when no exact match exists, and raises FileNotFoundError when the requested season predates the earliest fit.

Training and refitting

Refitting is a once-per-year operation, run after the NFL season completes. The training pipeline lives in the training/ directory at the repository root and is not part of the installed distribution — pip install nfelotranslation provides inference only. Training requires nfelodcm for historical game data and access to the source tree, both of which the slim wheel intentionally omits.

The pipeline runs four phases in dependency order. Each phase writes its config back into src/nfelotranslation/ so the editable install picks up the new state immediately. A shared pipeline_id is stamped on every config produced by the same run, and downstream phases verify upstream pipeline_ids before starting to catch stale-state bugs.

1. Recalibrator    → platt_params.json
2. SpreadMapper    → spread_map_params.json (root) + configs/spread_map_params_{season+1}.json
3. KeyModel        → key_model.json (root) + configs/key_model_{season+1}.json
4. Distribution validation (system-level integration check)

Setup uses a dedicated environment to keep the editable source-pointer install separate from any production install of the same package:

conda create -n nfelotranslation-dev python=3.12
conda activate nfelotranslation-dev
pip install -e ".[dev]"

The full pipeline is one command from the repository root:

PYTHONPATH=. python -m training.Scripts

Each Fitter produces a ValidationReport with gated checks (structural invariants that must pass) and tracked metrics (numbers monitored across runs for drift). Reports are written to <module>/validation/. The system-level MarginDistributionValidator then evaluates the full composed distribution against historical outcomes using per-season KeyModel configs, so each season is scored against a model trained only on prior seasons.

Hyperparameters of the margin distribution (beta, tie_prob, and the three KeyModel credibility knobs) are tuned separately by the HyperparamOptimizer against the same per-season-averaged objective the production validator uses.

Full instructions, per-component validation guidance, and troubleshooting in training/TRAINING.md. Hyperparameter optimization details in training/Hyperparams/README.md.

Development

pip install -e ".[dev]"
pytest
python -m build