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blackjack.py
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blackjack.py
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# %% [markdown]
# # Blackjack Notebook (bjnb)
#
# [Hugues Hoppe](https://hhoppe.com/)
# —
# [**[Open in Colab]**](https://colab.research.google.com/github/hhoppe/blackjack/blob/main/blackjack.ipynb)
# [**[in Kaggle]**](https://www.kaggle.com/notebooks/welcome?src=https://github.com/hhoppe/blackjack/blob/main/blackjack.ipynb)
# [**[in MyBinder]**](https://mybinder.org/v2/gh/hhoppe/blackjack/main?filepath=blackjack.ipynb)
# [**[in DeepNote]**](https://deepnote.com/launch?url=https%3A%2F%2Fgithub.com%2Fhhoppe%2Fblackjack%2Fblob%2Fmain%2Fblackjack.ipynb)
# [**[GitHub source]**](https://github.com/hhoppe/blackjack)
#
# Blackjack — _"the most widely played casino banking game in the world"_.
# %% [markdown]
# **Goals**:
#
# - Solution methods for both:
#
# 1. [Probabilistic analysis](#Probabilistic-analysis)
# of blackjack actions and outcomes under many strategies, and
#
# 2. [Monte Carlo simulation](#Monte-Carlo-simulation)
# for cut-card effects and precise split-hand rewards.
#
# - Support for many [rule variations](#Define-Rules)
# \(12 parameters including #decks, dealer hit soft17, cut-card, ...).
#
# - Optimal [action tables](#Tables-for-basic-strategy) for
# [basic strategy](#Define-Action-and-Strategy)
# under any rules, reproducing
# [Wikipedia](https://en.wikipedia.org/wiki/Blackjack#Basic_strategy) and
# [WizardOfOdds](https://wizardofodds.com/games/blackjack/strategy/calculator/) results.
#
# - Six [composition-dependent strategies](#Define-Action-and-Strategy)
# based on progressively greater levels of *attention*.
# <!--(initial cards, all hand cards, cards in *prior split hands*, ...).-->
#
# - Computation of
# [house edge](#House-edge-results)
# under any rules, with either basic or composition-dependent strategies.
#
# - Comparisons with results from online
# [hand calculators](#Hand-calculator-results) and
# [house edge calculators](#House-edge-results).
#
# - Novel analysis and visualization of the
# [*cut-card effect*](#Effect-of-using-a-cut-card)
# and its [surprising oscillations](#cut-card-graph).
#
# - Open-source Python, sped up with jitting (\~30x) and multiprocessing (\~10x),
# simulating ~$10^{8}$ hands/s.
# %% [markdown]
# **Versions**:
# - 1.0 (March 2022): use probabilistic analysis for basic strategy tables and
# approximate house edge.
# - 2.0 (July 2022): add Monte Carlo simulation, hand analysis,
# and cut-card analysis.
# %% [markdown]
# **Running this Jupyter notebook**:
# - The notebook requires Python 3.10 or later.
# - We recommend starting a Jupyter server on a local machine with a fast multi-core CPU. <br/>
# (The notebook can also be [executed on a Colab server](
# https://colab.research.google.com/github/hhoppe/blackjack/blob/main/blackjack.ipynb),
# but it runs ~20x slower due to the older, shared processor.)
# - Configure a Linux environment (e.g.,
# [Windows Subsystem for Linux](https://docs.microsoft.com/en-us/windows/wsl/install)):
#
# ```bash
# sudo apt install python3-pip
# python3 -m pip install --upgrade pip
# pip install jupyterlab jupytext
# jupyter lab --no-browser
# ```
#
# - Open the URL (output by `jupyter lab`) using a web browser (e.g., Google Chrome on Windows).
# - Load the notebook (`blackjack.ipynb` file).
# - Evaluate all cells in `Code library` and then selectively evaluate `Results`.
# - Adjust the `EFFORT` global variable to trade off speed and accuracy.
# %%
# ** Future to-do?
# Try numba.njit(nogil=True) and multithreading; https://stackoverflow.com/a/45612308.
# Using prob or sim, compute house edge over many parameters and fit a function.
# Shared lru_cache: https://stackoverflow.com/a/55816091 and https://stackoverflow.com/a/13694262.
# %% [markdown]
# # Code library
# %% [markdown]
# ## Imports
# %%
# !pip install -q hhoppe-tools matplotlib more-itertools numba numpy tqdm
# %%
from __future__ import annotations
import collections
from collections.abc import Callable, Iterable, Iterator, Mapping
import contextlib
import dataclasses
import enum
import functools
import itertools
import math
import multiprocessing
import os
import pathlib
import pickle
import re
import subprocess
import sys
import textwrap
import time
import typing
from typing import Any, FrozenSet, Literal, Tuple, Union
import unittest.mock
import urllib.parse
import urllib.request
import warnings
import hhoppe_tools as hh
import matplotlib.pyplot as plt
import more_itertools
import numba
import numpy as np
import tqdm
# %%
# To archive the notebook, run with value 2.
EFFORT: Literal[0, 1, 2, 3, 4] = hh.get_env_int('EFFORT', 2) # type: ignore[assignment]
"""Controls the breadth and precision of the notebook experiments:
- 0: Fast subset of experiments, at lowest precision (~40 seconds).
- 1: Fast subset of experiments, at low precision (~3 minutes).
- 2: Most experiments, at normal precision (~40 minutes).
- 3: All experiments, at high precision (~7 hours).
- 4: Run at even higher precision (>40 hours), likely on isolated experiments."""
RECOMPUTE_CUT_CARD_ANALYSIS = False
"""If True, perform expensive recomputation of cut-card analysis for results graphs."""
_DUMMY = 0 # Dummy statement to omit notebook cell output.
# %%
_F = typing.TypeVar('_F', bound=Callable[..., Any])
_T = typing.TypeVar('_T')
# %%
# _NDArray = np.ndarray[Any, Any]
_NDArray = Any # numpy typing is not yet mature.
# %%
check_eq = hh.check_eq
_ORIGINAL_GLOBALS = list(globals()) # Store current set of variable names.
_ = np.seterr(all='raise') # Let all numpy warnings raise errors.
hh.start_timing_notebook_cells()
# %%
if not hh.in_notebook():
# Disable graphics plot windows when running this notebook as a script.
plt.show = lambda *args, **kwargs: None
# %%
Card = int
"""Card value satisfying 1 <= card <= 10, where ace is 1."""
Cards = Tuple[Card, ...]
"""Sequence of cards, sometimes sorted in ascending order."""
Hand = Tuple[Cards, Card]
"""Tuple `(player_cards, dealer1)` where `player_cards[:2]` and `player_cards[2:]` are sorted."""
State = Tuple[Cards, Card, Cards] # (*hand, split_cards)
"""Drawn cards `(player_cards, dealer1, split_cards) = (*hand, split_cards)` involved in a hand:
- `player_cards = (card1, card2, *sorted_other_player_cards)`: with `card1 <= card2`.
- `dealer1`: is the dealer upcard.
- `split_cards = (a, ..., a, *sorted_other_split_cards)`: contains the cards drawn in earlier
split hands, where `a` is the card value in the original card pair `(a, a)` that was split."""
CARD_VALUES = 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 10, 10, 10 # (Ace has value 1 but can count as 11.)
UNIFORM_CARD_PROB = {card: CARD_VALUES.count(card) / len(CARD_VALUES) for card in CARD_VALUES}
DEFAULT_NUM_DECKS = 6
SHOE_SIZE_FOR_INFINITE_DECKS = 6 * 52
PLUS_MINUS_CHAR = '\u00b1' # Used to indicate precision in Monte Carlo simulation results.
PLUS_MINUS_STANDARD_DEVIATIONS = 2.0 # Results precision bracket; 95% probability within 2 sdv.
WARNING_STANDARD_DEVIATIONS = 3.0 # Warning '*' in results; 99.7% probability within 3 sdv.
AVERAGE_CARDS_PER_HAND = 5.42 # Determined empirically (for one player against dealer).
DISALLOWED = -1e10 # Large negative reward indicating an illegal action.
# %%
def numba_jit(*args: Any, **kwargs: Any) -> Callable[[_F], _F]:
"""Typed replacement for non-bare `@numba.njit()` decorator."""
assert kwargs or not (len(args) == 1 and callable(args[0]))
def decorator(func: _F) -> _F:
jitted_func: _F = numba.njit(*args, **kwargs)(func)
return jitted_func
return decorator
# %%
def multiprocessing_is_available() -> bool:
"""Return True if multiprocessing may enable a performance improvement."""
has_cpu_limit = os.environ.get('CPU_LIMIT') == '1.0' # Kubernetes on mybinder.org
return ('fork' in multiprocessing.get_all_start_methods() and multiprocessing.cpu_count() > 2 and
not has_cpu_limit)
# %%
@contextlib.contextmanager
def temporary_effort(effort: int) -> Iterator[None]:
"""Temporarily set the global `EFFORT` to `effort` and clear all memoization caches."""
assert 0 <= effort <= 4
hh.clear_functools_caches(globals())
try:
with hh.temporary_assignment(globals(), 'EFFORT', effort):
yield
finally:
hh.clear_functools_caches(globals())
# %%
def show_kernel_memory_resident_set_size() -> None:
"""Print the memory size of the IPython kernel."""
if sys.platform != 'linux':
warnings.warn('show_kernel_memory_resident_set_size is only implemented for linux.')
return
command = f'ps -p {os.getpid()} -o rss --no-headers'
output = subprocess.run(command, shell=True, check=True, capture_output=True, text=True).stdout
rss_kb = int(output)
print(f'{rss_kb*1024/1e9:.1f} GiB')
# %%
def tqdm_stdout(*args: Any, **kwargs: Any) -> Any:
"""Progress bar customized to show a short ascii text line on stdout."""
if not hh.in_notebook():
kwargs['disable'] = True
return tqdm.tqdm(*args, leave=False, file=sys.stdout, ascii=True, mininterval=0.2, smoothing=0.1,
bar_format='{desc}:{percentage:3.0f}% [{elapsed}<{remaining}]', **kwargs)
# Notes: tqdm uses '\r' and overwrites with spaces (annoying for copy-paste);
# jupyterlab does not correctly handle more than two backspaces ('\b');
# `tqdm.notebook.tqdm()`, which displays HTML, does not work with multiprocessing and does not
# erase completely; `progressbar2` is poorly documented; `rich` requires ipywidget.
_DUMMY = 0
# %%
hh.adjust_jupyterlab_markdown_width()
# %% [markdown]
# ## Define `Rules`
# <a name="Define-Rules"></a>
#
# The `Rules` class below captures the many
# [variations in blackjack rules](https://en.wikipedia.org/wiki/Blackjack#Rule_variations_and_effects_on_house_edge).
#
# The class fields default to values used in
# the [Wikipedia page](https://en.wikipedia.org/wiki/Blackjack).
#
# Another useful reference is a
# [comparison of Las Vegas casinos](https://wizardofvegas.com/guides/blackjack-survey/)
# which uses the base rules:
# - BJ pays 3:2;
# - one bet lost to a dealer's BJ;
# - you may double down on any two cards but not after splitting;
# - you may split any pair;
# - you may resplit any pair except aces to make up to four hands;
# - split aces receive one card each;
# - insurance;
# - no surrender.
#
# For a 6-deck shoe, those base rules correspond to
# `Rules.make(double_after_split=False, late_surrender=False)`.
#
# Their table of casinos (171 rows) lists common rule variations:
# - "ds": (`double_after_split=True`): 148 out of 171 (frequent).
# - "ls": (`late_surrender=True`): 56 out of 171.
# - "rsa": (`resplit_aces=True`): 50 out of 171.
# - "s17": (`hit_soft17=False`): 28 out of 171 (opposite of "h17").
#
# The casino listed with the lowest house edge is:
# "Caesars Palace; 0.26%; 6 decks; s17,ds,ls,rsa". <br/>
# This corresponds to `Rules.make(hit_soft17=False, resplit_aces=True)`.
# %%
# "In games involving a shoe, about 3/4 of the deck is used before the cut card is reached and
# the deck is shuffled."
# "In Pitch Blackjack (i.e., single deck or double deck), the cut card is inserted closer to the
# top of the deck, about 1/2 of the way down. In most cases, the deck is shuffled after
# each hand of play."
def default_cut_card(num_decks: float) -> int:
"""Return the default number of cards in front of the cut-card for a shoe with `num_decks`."""
match num_decks:
case math.inf:
return 0 # (The implementation plays a fixed number of hands per shoe.)
case 1:
return 26 # The cut-card is at the middle of the deck.
case 2:
return 2 * 52 - 26 # The cut-card is 0.5 decks from the rear of the shoe.
case _:
assert num_decks > 2 and num_decks == int(num_decks)
return int(num_decks) * 52 - 78 # The cut-card is 1.5 decks from the rear.
# %%
@hh.terse_str
@dataclasses.dataclass(frozen=True)
class Rules:
"""Blackjack rules (many variations); create using `Rules.make(**kwargs)`."""
_create_using_make: bool = dataclasses.field(hash=False, repr=False)
"""Dummy field introduced to enforce instance creation using Rules.make()."""
num_decks: float = DEFAULT_NUM_DECKS
"""Number of 52-card decks in the shoe, e.g., 1, 2, 4, 6, 8, or math.inf."""
blackjack_payout: float = 1.5
"""Payout for player ace-ten; 6/5 or 1 greatly increase the house edge."""
hit_soft17: bool = True
"""Whether the dealer hits (rather than stands) on a soft total of 17 (denoted "s17"/"h17").
False is favorable to the player."""
obo: bool = True
"""On dealer blackjack, player loses Original Bet Only (i.e., not DOUBLE or SPLIT bets).
If True, when the dealer's upcard is 10 or ace, the dealer first peeks at their hole card
before any player action to detect a dealer bj, and if present, collects the bets from players
who do not themselves have bj."""
late_surrender: bool = True
"""Allow the player to SURRENDER, i.e. forfeit 50% of the bet if the dealer does not have
blackjack (denoted "ls"). Should likely be False if obo=False."""
double_min_total: Literal[0, 9, 10] = 0
"""If zero, the player may DOUBLE on any two cards. Otherwise, the player must have a hard
total of at least this value (either 9 or 10); value 9 is the "Reno rule"; value 10 is the
"European rule". Because the optimal strategy tables do not suggest "DOUBLE" for a hard
total > 11, value 9 is also equivalent to the "DOUBLE on 9-11" rule."""
double_after_split: bool = True
"""Allow DOUBLE as the first action of splitting a pair (denoted "ds")."""
split_to_num_hands: float = 4
"""Total number of hands that can result from splitting pairs. Can be 0 or any value >= 2.
Common values include 0 (no splitting), 2 (single split), 4, or math.inf."""
resplit_aces: bool = False
"""Whether aces can be split more than once (denoted "rsa")."""
hit_split_aces: bool = False
"""Allow hitting after splitting aces. If False (the default), a single card is added to each
split ace and the player must stand (which is unfavorable to the player)."""
double_split_aces: bool = False
"""Allow doubling after splitting aces. Rare."""
cut_card: int = default_cut_card(DEFAULT_NUM_DECKS)
"""Number of shoe cards in front of the cut-card. The shoe is reshuffled after completion of
the hand during which the cut-card is exposed. The default is a positive value that depends
on `num_decks`. The minimum value is 0, in which case the shoe is reshuffled after every hand,
as in a continuous shuffling machine; for improved efficiency, we simulate a fixed (>1) number
of hands and this is still equivalent to continuous shuffling."""
num_players: int = 1
"""The number of players affects how quickly the cut-card is reached. Not yet implemented."""
def __post_init__(self) -> None:
"""Check validity of constructed rules."""
ndecks = self.num_decks
assert ndecks == math.inf or (ndecks == int(ndecks) and ndecks >= 1)
assert self.blackjack_payout >= 1.0
assert self.double_min_total in (0, 9, 10)
splitn = self.split_to_num_hands
assert splitn in (0, math.inf) or (splitn == int(splitn) and splitn >= 2)
assert 0 <= self.cut_card <= (0 if ndecks == math.inf else ndecks * 52)
assert self.num_players == 1 # More than one player is not yet implemented.
# Note that with split_to_num_hands == 0, we ignore resplit_aces, hit_split_aces,
# and double_split_aces. And with split_to_num_hands == 2, we ignore resplit_aces.
@classmethod
def make(cls: type, num_decks: float = DEFAULT_NUM_DECKS, *,
cut_card: int | None = None, **kwargs: Any) -> Rules:
"""Create rules with default cut_card based on the number of decks."""
cut_card = default_cut_card(num_decks) if cut_card is None else cut_card
rules: Rules = cls(_create_using_make=True, num_decks=num_decks, cut_card=cut_card,
num_players=1, **kwargs)
return rules
# %%
BEST_RULES = Rules.make(num_decks=1, split_to_num_hands=math.inf, resplit_aces=True,
hit_split_aces=True, double_split_aces=True, cut_card=0)
"""Combination of rules with the lowest house edge (which is in fact negative)."""
WORST_RULES = Rules.make(num_decks=math.inf, blackjack_payout=1, hit_soft17=False, obo=False,
late_surrender=False, double_min_total=10, double_after_split=False,
split_to_num_hands=2)
"""Combination of rules with the highest house edge."""
_DUMMY = 0
# (Although the ingenious `Rules.make(num_decks=1, ..., cut_card=5)` has a low house edge,
# its edge is not as low as `Rules.make(num_decks=math.inf)`.)
# %%
# We do not distinguish between different cards with value 10, i.e., 10, jack, queen, and king.
# A possible issue of whether the player is allowed to split any two cards with value 10,
# e.g. (king, 10). This is usually allowed. If it were disallowed, it would affect the
# probability of occurrence of splits and resplits. However, the basic strategy tables show that
# is always favorable to stand on (10, 10), so the issue is moot.
# %% [markdown]
# ## Define `Action` and `Strategy`
# <a name="Define-Action-and-Strategy"></a>
# %%
# pytype fails on hh.OrderedEnum; it is ok with enum.Enum but then max((reward, action)) may fail.
if typing.TYPE_CHECKING:
OrderedEnum = enum.Enum
else:
OrderedEnum = hh.OrderedEnum
# %%
class Action(OrderedEnum):
"""Player actions."""
STAND = enum.auto()
HIT = enum.auto()
DOUBLE = enum.auto()
SPLIT = enum.auto()
SURRENDER = enum.auto()
Actions = FrozenSet[Action]
ACTIONS = frozenset(Action)
IMPOSSIBLE_ACTION_VALUE = 0 # (action.value are numbered starting at 1 as in enum.auto().)
# One-letter abbreviation used in strategy tables.
CODE_FOR_ACTION = {
Action.STAND: 'S',
Action.HIT: 'H',
Action.DOUBLE: 'D',
Action.SPLIT: 'P',
Action.SURRENDER: 'U',
}
COLOR_FOR_CODE = {
'S': (1.0, 0.0, 0.0), # Red.
'H': (0.0, 1.0, 0.0), # Green.
'D': (0.0, 1.0, 1.0), # Cyan.
'P': (1.0, 1.0, 0.0), # Yellow.
'U': (1.0, 1.0, 1.0), # White.
}
# %%
def test_action() -> None:
"""Check string representations of Action."""
check_eq(list(Action), [Action.STAND, Action.HIT, Action.DOUBLE, Action.SPLIT, Action.SURRENDER])
action = Action.STAND
check_eq(action.name, 'STAND')
check_eq(action.value, 1)
check_eq(action.name.lower(), 'stand')
check_eq(str(action), 'Action.STAND')
check_eq(repr(action), '<Action.STAND: 1>')
check_eq(CODE_FOR_ACTION[action], 'S')
test_action()
# %%
class Attention(enum.Enum):
"""Aspects of the player and dealer cards that condition the optimal action."""
# Other ideas for class name: Scope, Inspect, Feature, Heed, Observe, Mull, Track.
TOTAL_OF_CARDS = enum.auto()
"""Consider `(card1, card1, dealer1)` for the first action on a paired hand,
or else `(player_total, player_soft, dealer1)`, i.e., "total-dependent basic strategy"."""
INITIAL_CARDS_OR_TOTAL = enum.auto()
"""Consider individual cards `(card1, card2)` for the first action, and then revert back to
TOTAL_OF_CARDS for later actions. It is a limited form of "composition-dependent" strategy."""
INITIAL_CARDS_AND_TOTAL = enum.auto()
"""Consider both the first two cards and the card total. It is a limited form of
"composition-dependent" strategy."""
HAND_CARDS_ONLY = enum.auto()
"""Consider all card values in the player's hand (and of course `dealer1`). However,
after splitting, keep no memory of cards in the prior split hands."""
HAND_AND_NUM_PRIOR_SPLITS = enum.auto()
"""Like `HAND_CARDS_ONLY` but also consider the number of split hands that have resulted so far.
For the third hand of the split hands `[(8, 4, 7), (8, 10), (8, 2, 1)]`, we know the current
hand `(8, 2, 1)` and the fact that the card `8` appeared twice in the prior split hands.
We use this as the default for `COMPOSITION_DEPENDENT_STRATEGY`."""
HAND_AND_INITIAL_CARDS_IN_PRIOR_SPLITS = enum.auto()
"""Like `HAND_AND_NUM_PRIOR_SPLITS` but also consider the initial two cards of all prior split
hands. For the third hand of the split hands `[(8, 4, 7), (8, 10), (8, 2, 1)]`, we know the
current hand `(8, 2, 1)` and the cards `8, 8, 4, 10` which appeared as initial cards in the
two prior split hands."""
# HAND_AND_PRIOR_SPLIT_HANDS
# Not implemented: it would greatly increase the probabilistic state to track.
def __repr__(self) -> str:
"""Hide the integer `self.value` and show only the string name."""
return f'{self.__class__.__name__}.{self.name}'
# %%
@dataclasses.dataclass(frozen=True)
class Strategy:
"""Player's strategy."""
attention: Attention = Attention.TOTAL_OF_CARDS
"""Aspects of the player and dealer cards that contribute to deciding the best action.
The default (total-dependent basic strategy) considers the dealer upcard, the player total, and
whether this player total is hard or soft."""
first_actions: Actions = ACTIONS
"""Subset of player first actions to consider; default is all actions. The subsequent
candidate actions are always {Action.STAND, Action.HIT}. If set to `frozenset({Action.SPLIT})`,
forces splitting of pairs but places no constraint on the first action of the resulting
completed split hands."""
def __post_init__(self) -> None:
"""Check validity of strategy."""
assert self.first_actions, 'Strategy must have at least one first action.'
def __str__(self) -> str:
"""Shorten the string description (omit "Attention.", "Action.", and "frozenset(...)")."""
fields_s = []
if self.attention is not Attention.TOTAL_OF_CARDS:
fields_s.append(f'attention={self.attention}')
if self.first_actions != ACTIONS:
fields_s.append(f'first_actions={{{",".join(action.name for action in self.first_actions)}}}')
return f'Strategy({", ".join(fields_s)})'
# %%
BASIC_STRATEGY = Strategy() # (attention=Attention.TOTAL_OF_CARDS)
"""The basic (or "total-dependent") strategy considers the player's total rather than the
individual card values."""
INITIAL_DEPENDENT_STRATEGY = Strategy(attention=Attention.INITIAL_CARDS_AND_TOTAL)
"""This strategy considers not just the player's total but also the values of the player's two
initial cards."""
COMPOSITION_DEPENDENT_STRATEGY = Strategy(attention=Attention.HAND_AND_NUM_PRIOR_SPLITS)
"""The composition-dependent strategy considers all the cards in the current hand plus the number
of prior split hands. It less powerful than HAND_AND_INITIAL_CARDS_IN_PRIOR_SPLITS but only
very slightly."""
_DUMMY = 0
# %%
BEST_STRATEGY = Strategy(attention=Attention.HAND_AND_INITIAL_CARDS_IN_PRIOR_SPLITS)
"""Strategy that is most favorable to the player."""
WORST_STRATEGY = Strategy(first_actions=frozenset({Action.STAND, Action.HIT}))
"""Strategy that is least favorable to the player."""
_DUMMY = 0
# %% [markdown]
# ## Probabilistic analysis
# <a name="Probabilistic-analysis"></a>
# %% [markdown]
# **Graph representation**
#
# We form a graph where:
# 1) the nodes are hand states, and
# 2) the edges are player/dealer actions (`STAND`, `HIT`, `DOUBLE`, `SPLIT`, and `SURRENDER`).
#
# Ideally, the hand $\text{state}$ captures the full sequence of player cards and dealer cards
# and the set of all cards seen in prior hands.
# (We use a few pruning heuristics (based on the global parameter `EFFORT`)
# to put finite bounds on this combinatorial state.)
#
# The probabilities $\text{ProbCard}(\text{state})$ of drawing card values from the shoe
# is computed based on the card counts in the current hand $\text{state}$.
# (As an example, for a 1-deck shoe, if the player cards contain three 2's and
# the dealer upcard is a 2, the probability of drawing another 2 is zero.)
#
# We express the expected reward for an action at a given graph node
# as a weighted summation of expected rewards at other graph nodes.
# For example, the reward for a `HIT` action is:
#
# $$\text{reward}(\text{state}, \text{HIT}) =
# \sum_{(\text{prob}, \text{card}) \in \text{ProbCard}(\text{state})}
# \text{prob}\cdot \text{reward}\big(\text{combine}(\text{state}, \text{card})\big),$$
#
# where $\text{combine}(\text{state}, \text{card})$ returns a new state with the added card.
# The other actions have similar recurrence formulas based on the rewards of other states.
#
# The reward for a hand $\text{state}$ is the reward for the optimal action at that state:
#
# $$\text{reward}(\text{state}) = \max_{\text{action}}
# \text{reward}\big(\text{state}, \text{action}\big).$$
#
# For an initial hand (i.e., a starting state),
# the expected reward is evaluated by recursively traversing the graph,
# computing the expected reward of each encountered hand state.
# Because the graph is a [DAG](https://en.wikipedia.org/wiki/Directed_acyclic_graph)
# rather than a tree, each hand state may be traversed more than once,
# so it is beneficial to
# [memoize](https://en.wikipedia.org/wiki/Memoization) the intermediate reward values.
# %% [markdown]
# **Player strategy/attention**
#
# The optimal action defined above is based on maximizing the reward for the *specific hand state*.
# This is a fully **composition-dependent strategy**.
#
# However, it is impractical for a human player to memorize the best action
# for every possible combination of player cards (including prior split hands).
# Practical strategies restrict the player **attention** to specific aspects of the hand,
# such as the player total and softness.
# We identify [*6 levels of attention*](#Define-Action-and-Strategy).
# The simplest one is `Attention.TOTAL_OF_CARDS`, which corresponds to
# [*basic strategy*](https://en.wikipedia.org/wiki/Blackjack#Basic_strategy).
#
# We generalize the prior formulas to include attention:
#
# $$\text{reward}(\text{state}, \text{attention}, \text{HIT}) =
# \sum_{(\text{prob}, \text{card}) \in \text{ProbCard}(\text{state})}
# \text{prob}\cdot \text{reward}\big(
# \text{combine}(\text{state}, \text{card}), \text{attention}\big),$$
#
# $$\text{reward}(\text{state}, \text{attention}) =
# \text{reward}\Big(\text{state}, \text{attention},
# \underset{\text{action}}{\operatorname{argmax}}
# \text{reward}\big(\text{Project}_{\text{attention}}(\text{state}),
# \text{attention}, \text{action}\big)
# \Big),$$
#
# where $\text{state}' = \text{Project}_{\text{attention}}(\text{state})$ maps $\text{state}$
# onto a canonical $\text{state}'$ which keeps only the attended aspects.
#
# As an example, `Attention.HAND_CARDS_ONLY` ignores the card values in any prior split hands,
# so if $\text{state}$=`(player_cards, dealer1, split_cards)`,
# $\text{Project}_{\text{HAND\_CARDS\_ONLY}}(\text{state})$ = `(player_cards, dealer1, ())`.
#
# Crucially, although we select the best action after projecting the state
# to a simpler canonical state,
# we then evaluate the reward for that best action using the original state.
# %% [markdown]
# **Card probabilities**
#
# Before each card is drawn, we create a table of card counts from the original shoe,
# then subtract all of cards in the current hand state (both the player and dealer cards),
# and thus determine the probability of each card value.
#
# A tricky aspect is that with `rules.obo` (Original Bets Only, which is True by default),
# **when the dealer's upcard is 10 or ace**,
# the dealer peeks at their hole card to check if they have blackjack before any player action.
#
# Thereafter, the fact that the dealer does not have blackjack
# **conditions the value of the dealer hole card**, and indirectly,
# the probability of all subsequent cards drawn in the hand.
#
# We model this accurately using fractional counts during the card probability computations.
# For example, if the dealer's upcard is an ace, then it is known that the dealer hole card is
# not a 10, and for each of the card values (1, 2, 3, 4, 5, 6, 7, 8, 9), we reduce
# their count by the fraction $1/9$.
# See function `card_probabilities_helper` for details.
#
# Here is a summary of the ordering of the conditional card probabilities with `obo=True`:
# - We select the dealer upcard `dealer1` with uniform distribution.
# - We select player `card1` conditional on `[dealer1]`.
# - We select player `card2` conditional on `[dealer1, card1]`.
# - We determine `prob_dealer_bj` based on `[dealer1, card1, card2]`,
# - We select all subsequent player cards conditional on `recent_cards` (which contains
# `dealer1, card1, card2, ...`) and on `dealer1` if it is 1 or 10 due to
# constraints on `dealer2` that dealer has no blackjack.
# - We choose `dealer2` conditional on `recent_cards` and with a non-blackjack constraint.
# - We select the subsequent dealer cards conditional on `recent_cards`.
# %% [markdown]
# **Evaluating reward for split hands**
#
# For a given hand state, we consider a SPLIT action to perform as many resplits as are allowed.
# (In other words, we do not try to identify states where a smaller (finite) number of splits
# gives a greater reward; from experiments it seems that this never arises.)
#
# For a SPLIT action on a pair, we initialize a list of two incomplete hands that need
# further cards.
# We probabilistically expand the drawing of successive cards (for a finite number of iterations);
# when the drawn card allows a resplit, we push an incomplete hand onto the list,
# else we add the card to an existing incomplete hand.
# See function `reward_for_split` for details.
# %% [markdown]
# **Sources of error in the probabilistic results**:
#
# - The current probabilistic analysis ignores any penetration in the shoe,
# so it **does not account for a [*cut-card effect*](#Effect-of-using-a-cut-card)**.
# This is valid if playing just the first hand of each shoe (i.e. "continuous reshuffling") or
# playing any *fixed number* of hands from each shoe.
# Hand calculators make this assumption.
# If computing the house edge for a shoe with a cut card,
# the probabilistic result underestimates the house edge;
# the difference is greater for smaller shoes,
# e.g. it is about 0.14% when the shoe has just one deck.
#
# - The **state for a split hand is incomplete**.
# When splitting cards to form multiple hands,
# we compute the reward for split hand $i$ based on `split_cards` which includes
# the two initial cards `(card1, card2)` for split hands $1, \ldots, i-1$
# but does not include any subsequent drawn cards (by either the player or dealer) from
# those earlier split hands.
# %% [markdown]
# ### Hands and totals
# %%
def check_hand(hand: Hand) -> None:
"""Check validity of hand."""
player_cards, dealer1 = hand
assert len(player_cards) >= 2 and all(1 <= card <= 10 for card in (*player_cards, dealer1)), hand
assert player_cards[0] <= player_cards[1], hand
assert player_cards[2:] == tuple(sorted(player_cards[2:])), hand
# %%
def generate_hands_totaling(total: int, rules: Rules, _prefix: Cards = ()) -> Iterator[Cards]:
"""Yield all possible (non-busted) hands with specified `total`, given `rules.num_decks`."""
prefix_total = sum(_prefix)
min_value = _prefix[-1] if _prefix else 2 if total < 12 else 1
for card in range(min_value, min(11, total - prefix_total + 1)):
if _prefix.count(card) < rules.num_decks * 4:
sequence = *_prefix, card
new_total = prefix_total + card
total_is_correct = new_total == total or (new_total + 10 == total and 1 in sequence)
if total_is_correct and len(sequence) >= 2:
yield sequence
if new_total < total:
yield from generate_hands_totaling(total, rules, sequence)
def generate_all_hands(rules: Rules) -> Iterator[Cards]:
"""Yield all possible (non-busted) hands, given `rules.num_decks`."""
for total in range(4, 22):
yield from generate_hands_totaling(total, rules)
def number_of_unique_hands(rules: Rules) -> int:
"""Return the number of possible (non-busted) hands, given `rules.num_decks`."""
return sum(1 for _ in generate_all_hands(rules))
def generate_all_initial_cards() -> Iterator[Cards]:
"""Yield all possible initial two cards (such that card1 <= card2)."""
for card1 in range(1, 11):
for card2 in range(card1, 11):
yield card1, card2
# %%
check_eq(list(generate_hands_totaling(8, Rules.make(num_decks=1))),
[(2, 2, 2, 2), (2, 2, 4), (2, 3, 3), (2, 6), (3, 5), (4, 4)])
check_eq(list(generate_hands_totaling(21, Rules.make(num_decks=1)))[:2],
[(1, 1, 1, 1, 2, 2, 2, 2, 3, 3, 3), (1, 1, 1, 1, 2, 2, 2, 2, 3, 6)])
check_eq(list(generate_hands_totaling(21, Rules.make(num_decks=1)))[-7:],
[(5, 5, 5, 6), (5, 6, 10), (5, 7, 9), (5, 8, 8), (6, 6, 9), (6, 7, 8), (7, 7, 7)])
check_eq(list(generate_hands_totaling(21, Rules.make(num_decks=8)))[:2], [(1,) * 11, (1,) * 21])
check_eq(sum(1 for _ in generate_hands_totaling(21, Rules.make(num_decks=1))), 416)
check_eq(list(generate_all_hands(Rules.make(num_decks=1)))[:20],
[(2, 2), (2, 3), (2, 2, 2), (2, 4), (3, 3), (2, 2, 3), (2, 5), (3, 4), (2, 2, 2, 2),
(2, 2, 4), (2, 3, 3), (2, 6), (3, 5), (4, 4), (2, 2, 2, 3), (2, 2, 5), (2, 3, 4),
(2, 7), (3, 3, 3), (3, 6)])
check_eq(list(generate_all_hands(Rules.make(num_decks=1)))[-20:],
[(3, 5, 5, 8), (3, 5, 6, 7), (3, 6, 6, 6), (3, 8, 10), (3, 9, 9), (4, 4, 4, 4, 5),
(4, 4, 4, 9), (4, 4, 5, 8), (4, 4, 6, 7), (4, 5, 5, 7), (4, 5, 6, 6), (4, 7, 10),
(4, 8, 9), (5, 5, 5, 6), (5, 6, 10), (5, 7, 9), (5, 8, 8), (6, 6, 9), (6, 7, 8),
(7, 7, 7)])
# %%
# Surprisingly, there are few unique hands in blackjack: 2008 for 1 deck, and 3072 maximum.
check_eq({num_decks: number_of_unique_hands(Rules.make(num_decks=num_decks))
for num_decks in [1, 2, 4, 6, 8, math.inf]},
{1: 2008, 2: 2796, 4: 3060, 6: 3072, 8: 3072, math.inf: 3072})
# The C++ program at https://www.bjstrat.net/playerHands.html reports 3082 possible non-busted
# hands. It includes single-card hands, which we do not. Because there are 10 single-card hands,
# the numbers match exactly!
# %%
def order_cards(card1: Card, card2: Card) -> tuple[Card, Card]:
"""Return the two cards in non-descending order."""
# assert 1 <= card1 <= 10 and 1 <= card2 <= 10
return (card1, card2) if card1 <= card2 else (card2, card1)
# %%
def combine_two_cards(card1: Card, card2: Card) -> tuple[int, bool]:
"""Return `(total, soft)`; the total of the two cards and whether that total is soft."""
# assert 1 <= card1 <= 10 and 1 <= card2 <= 10
if card1 == 1 or card2 == 1:
return card1 + card2 + 10, True
return card1 + card2, False
numba_combine_two_cards = numba_jit('Tuple((int64, boolean))(int64, int64)')(combine_two_cards)
# %%
def combine_cards(cards: Cards) -> tuple[int, bool]:
"""Return `(total, soft)`: the total of `cards` and whether that total is soft."""
# assert len(cards) >= 2 and all(1 <= card <= 10 for card in cards)
total = sum(cards)
if total < 12 and 1 in cards:
return total + 10, True
return total, False
check_eq(combine_cards((2, 5)), (7, False))
check_eq(combine_cards((1, 2)), (13, True))
check_eq(combine_cards((1, 10)), (21, True))
check_eq(combine_cards((2, 1, 6)), (19, True))
check_eq(combine_cards((2, 1, 5, 2)), (20, True))
check_eq(combine_cards((2, 1, 5, 4)), (12, False))
check_eq(combine_cards((1, 1)), (12, True))
check_eq(combine_cards((1, 1, 10)), (12, False))
# %%
def add_card(total: int, soft: bool, card: Card) -> tuple[int, bool]:
"""Return new card total and softness given an additional card."""
# assert 4 <= total <= 21 and 1 <= card <= 10
total += card
if total > 21:
if soft:
total, soft = total - 10, False
elif total < 12 and card == 1:
total, soft = total + 10, True
return total, soft
numba_add_card = numba_jit('Tuple((int64, boolean))(int64, boolean, int64)')(add_card)
# %%
def two_cards_reproducing_total(total: int, soft: bool, dealer1: Card) -> tuple[Card, Card]:
"""Return two cards to satisfy assertions (not used for probabilities)."""
# assert (12 if soft else 4) <= total <= 21 and 1 <= dealer1 <= 10
if total == 21 and not soft:
soft = True
if soft:
card1, card2 = 1, total - 11
elif total >= 12:
# The mode of the distribution has at least one card being a 10.
card1, card2 = total - 10, 10
else:
# The mode of the distribution has both cards being distinct from dealer's,
# so we prefer finding such two cards.
for card1 in range(2, (total + 1) // 2):
card2 = total - card1
if dealer1 not in (card1, card2):
break
else:
card1, card2 = 2, total - 2 # None preferable, so pick any two.
# assert card1 <= card2 and combine_two_cards(card1, card2) == (total, soft), (card1, card2)
return card1, card2
# %%
@functools.cache
def get_canonical_hand_with_initial_cards_and_total(initial_cards: tuple[Card, Card],
total: int, soft: bool) -> Cards:
"""Return cards with specified initial two cards, total, and softness."""
assert len(initial_cards) == 2
total2, soft2 = combine_cards(initial_cards)
remainder = total - total2
if remainder < 1:
assert soft2
total2, soft2 = total2 - 10, False
remainder += 10
assert remainder >= 1
cards = initial_cards + (
(remainder, 10) if remainder <= 10 and soft2 and not soft else
(remainder,) if remainder <= 10 else
(1,) if remainder == 11 and soft else
(1, remainder - 11) if soft else
(remainder - 10, 10))
if 0:
assert all(1 <= card <= 10 for card in cards), (initial_cards, total, soft)
assert combine_cards(cards) == (total, soft), (initial_cards, total, soft)
return cards
# %%
@functools.cache
def get_canonical_hand_keeping_initial_cards_and_total(cards: Cards) -> Cards:
"""Return new cards with the same initial two cards and the same total and softness."""
assert len(cards) > 3
total, soft = combine_cards(cards)
return get_canonical_hand_with_initial_cards_and_total(cards[:2], total, soft)
check_eq(get_canonical_hand_keeping_initial_cards_and_total((1, 2, 1, 10)), (1, 2, 1, 10))
check_eq(get_canonical_hand_keeping_initial_cards_and_total((2, 3, 2, 4)), (2, 3, 6))
check_eq(get_canonical_hand_keeping_initial_cards_and_total((2, 3, 3, 5, 5)), (2, 3, 3, 10))
check_eq(get_canonical_hand_keeping_initial_cards_and_total((2, 3, 2, 3, 4, 5)), (2, 3, 4, 10))
# %%
def state_hit_card(state: State, card: Card) -> State:
"""Add a new card to the player's hand."""
player_cards, dealer1, split_cards = state
MAX_NUM_PLAYER_CARDS_FOR_EFFORT = [3, 3, 5, 20, 20]
if len(player_cards) >= MAX_NUM_PLAYER_CARDS_FOR_EFFORT[EFFORT]:
player_cards = get_canonical_hand_keeping_initial_cards_and_total(player_cards + (card,))
else:
player_cards = *player_cards[:2], *sorted((*player_cards[2:], card))
return player_cards, dealer1, split_cards
# %% [markdown]
# ### Card probabilities
# %%
MAX_NUM_RECENT_CARDS_FOR_EFFORT = [4, 5, 9, 10, 14]
# No more differences above 14 for SPLIT on ((10, 10), 4) in analyze_hand_action_wrt_attention().
# EFFORT=2: value was 7; 9 is almost as fast; 10 increases memory from 10 GiB to 12 GiB.
"""Upper bound on the number of tracked cards in probabilistic analysis during dealer draw and
during SPLIT draw. If set to a larger value (e.g., 11), there are many distinct calls to
reward_after_dealer_upcard(), resulting in increased run time and memory utilization
(memoization lru_cache); besides, results do not change much."""
RecentCards = Union[Cards, None]
"""Sorted tuple of card values (1-10), or None if not tracked."""
def make_recent(cards: Cards, rules: Rules) -> RecentCards:
"""Activate card tracking if the shoe has a finite number of decks."""
enabled = rules.num_decks != math.inf
max_num_recent_cards = MAX_NUM_RECENT_CARDS_FOR_EFFORT[EFFORT]
return tuple(sorted(cards[:max_num_recent_cards])) if enabled else None
def make_recent_from_state(state: State, rules: Rules) -> RecentCards:
"""Activate card tracking if the shoe has a finite number of decks."""
player_cards, dealer1, split_cards = state
return make_recent((*player_cards, dealer1, *split_cards), rules)
def add_recent(recent_cards: RecentCards, new_card: Card) -> RecentCards:
"""Add a new card to the tuple of recent cards if tracking is active."""
max_num_recent_cards = MAX_NUM_RECENT_CARDS_FOR_EFFORT[EFFORT]
if recent_cards is None or len(recent_cards) >= max_num_recent_cards:
return recent_cards
return tuple(sorted(recent_cards + (new_card,)))
# %%
def card_probabilities(recent_cards: RecentCards, rules: Rules,
postpeek_dealer1: Card | None) -> Mapping[Card, float]:
"""Return a mapping from card values (1-10) to their probabilities given recently seen cards,
e.g., (dealer1, card1, card2, ...). For cards drawn in player action, set postpeek_dealer1;
if in (1, 10) and rules.obo, we bias the probabilities using the knowledge that dealer does
not have bj."""
# Reduce memory usage by recognizing that num_decks and obo are the only fields used.
# Use a dummy card value of 2 (not 1 or 10) if the dealer hole card does not matter.
postpeek_dealer1_int: int = 2 if postpeek_dealer1 is None or not rules.obo else postpeek_dealer1
return card_probabilities_helper(recent_cards, rules.num_decks, postpeek_dealer1_int)