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Add relative tolerance to the rtp limit comparison #114

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Add relative tolerance to the rtp limit comparison #114

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11 changes: 9 additions & 2 deletions utils/rgs_verification.py
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Original file line number Diff line number Diff line change
Expand Up @@ -14,6 +14,7 @@
import zstandard as zst
import hashlib
import pickle
from math import isclose
from utils.analysis.distribution_functions import (
make_win_distribution,
get_distribution_moments,
Expand Down Expand Up @@ -177,12 +178,18 @@ def get_num_non_zero_payouts(book_int_payouts) -> None:
def verify_mode_volatility(name: str, MathStats: object) -> dict:
"""Check math betlevel volatility limits. Returns dict of violated attributes."""
mode_limits = {"prob5k": 1e-2, "prob10k": 0.5e-2, "etl40b": 0.9, "etl10k": 0.8, "cvar": 800, "rtp": 0.967}
# The optimizer targets the rtp limit exactly, so its result can land a few ulps above it.
# Treat that float residue as passing; limits without an entry keep the strict comparison.
limit_rel_tol = {"rtp": 1e-9}
violated_attributes = {}

for key, limit in mode_limits.items():
val = getattr(MathStats, key, None)
if val is not None and val > limit:
violated_attributes[key] = val
if val is None or val <= limit:
continue
if isclose(val, limit, rel_tol=limit_rel_tol.get(key, 0.0)):
continue
violated_attributes[key] = val

if violated_attributes:
warnings.warn(f"\nMode [{name}] fails 3-star volatility limits:\n")
Expand Down