File Coverage

blib/lib/Algorithm/Kelly.pm

Criterion	Covered	Total	%
statement	15	15	100.0
branch	2	2	100.0
condition	12	12	100.0
subroutine	5	5	100.0
pod	1	1	100.0
total	35	35	100.0

use strict;
use warnings;
package Algorithm::Kelly;
$Algorithm::Kelly::VERSION = '0.01';
# ABSTRACT: calculates the fraction of of your bankroll to bet using the Kelly formula

BEGIN
{
  require Exporter;
  use base 'Exporter';
  our @EXPORT = 'optimal_f';
}



sub optimal_f
{
  my ($probability, $payoff) = @_;

  unless (defined $probability
          && $probability >= 0
          && $probability <= 1
          && $payoff
          && $payoff > 0)
  {
    die "optimal_f() requires 2 args: probability (0-1) and payoff\n";
  }

  ($probability * $payoff - (1 - $probability)) / $payoff;
}

1;

__END__