harb/onchain/analysis/SimpleAnalysis.s.sol

// SPDX-License-Identifier: GPL-3.0-or-later
pragma solidity ^0.8.19;

import "forge-std/Test.sol";
import {TestEnvironment} from "../test/helpers/TestBase.sol";
import {IUniswapV3Pool} from "@uniswap/v3-core/contracts/interfaces/IUniswapV3Pool.sol";
import {IUniswapV3Factory} from "@uniswap/v3-core/contracts/interfaces/IUniswapV3Factory.sol";
import {IWETH9} from "../src/interfaces/IWETH9.sol";
import {Kraiken} from "../src/Kraiken.sol";
import {Stake} from "../src/Stake.sol";
import {LiquidityManager} from "../src/LiquidityManager.sol";
import "../test/mocks/BullMarketOptimizer.sol";
import "../test/mocks/NeutralMarketOptimizer.sol";
import "../test/mocks/BearMarketOptimizer.sol";
import "./CSVManager.sol";

contract SimpleAnalysis is Test, CSVManager {
    TestEnvironment testEnv;
    IUniswapV3Factory factory;
    IUniswapV3Pool pool;
    IWETH9 weth;
    Kraiken harberg;
    Stake stake;
    LiquidityManager lm;
    bool token0isWeth;
    
    address account = makeAddr("trader");
    address feeDestination = makeAddr("fees");
    
    uint256 public scenariosAnalyzed;
    uint256 public profitableScenarios;
    
    // Test environment
    BullMarketOptimizer bullOptimizer;
    NeutralMarketOptimizer neutralOptimizer;
    BearMarketOptimizer bearOptimizer;
    
    // CSV tracking for profitable scenarios
    string[] profitableScenarioNames;
    string[] profitableScenarioData;
    
    function run() public {
        console.log("Starting LiquidityManager Analysis...");
        console.log("Testing 30 trades across 3 market conditions\n");
        
        // Initialize test environment
        testEnv = new TestEnvironment(feeDestination);
        
        // Test 3 different market sentiment optimizers
        string[3] memory scenarioNames = ["Bull Market", "Neutral Market", "Bear Market"];
        
        for (uint256 i = 0; i < 3; i++) {
            console.log(string.concat("=== TESTING ", scenarioNames[i], " ==="));
            
            // Setup optimizer for this scenario
            address optimizerAddress = _getOrCreateOptimizer(i);
            
            // Create fresh environment
            (factory, pool, weth, harberg, stake, lm,, token0isWeth) = 
                testEnv.setupEnvironmentWithOptimizer(false, feeDestination, optimizerAddress);
            
            // Fund account
            vm.deal(account, 500 ether);
            vm.prank(account);
            weth.deposit{value: 200 ether}();
            
            // Initial recenter
            vm.warp(block.timestamp + 5 hours);
            vm.prank(feeDestination);
            try lm.recenter() {
                console.log("Initial recenter successful");
            } catch {
                console.log("Initial recenter failed");
            }
            
            // Run trading scenario
            bool foundProfit = _runTradingScenario(scenarioNames[i]);
            
            if (foundProfit) {
                console.log("PROFITABLE scenario found!");
            } else {
                console.log("No profitable trades found");
            }
            console.log("");
        }
        
        console.log("=== ANALYSIS COMPLETE ===");
        console.log(string.concat("Scenarios analyzed: ", vm.toString(scenariosAnalyzed)));
        console.log(string.concat("Profitable scenarios: ", vm.toString(profitableScenarios)));
        
        // Write CSV files for profitable scenarios
        if (profitableScenarios > 0) {
            console.log("\nWriting CSV files for profitable scenarios...");
            for (uint256 i = 0; i < profitableScenarioNames.length; i++) {
                string memory filename = string.concat("analysis/profitable_", profitableScenarioNames[i], ".csv");
                csv = profitableScenarioData[i];
                writeCSVToFile(filename);
                console.log(string.concat("Wrote: ", filename));
            }
        }
    }
    
    function _getOrCreateOptimizer(uint256 scenarioIndex) internal returns (address) {
        if (scenarioIndex == 0) {
            if (address(bullOptimizer) == address(0)) {
                bullOptimizer = new BullMarketOptimizer();
            }
            return address(bullOptimizer);
        } else if (scenarioIndex == 1) {
            if (address(neutralOptimizer) == address(0)) {
                neutralOptimizer = new NeutralMarketOptimizer();
            }
            return address(neutralOptimizer);
        } else {
            if (address(bearOptimizer) == address(0)) {
                bearOptimizer = new BearMarketOptimizer();
            }
            return address(bearOptimizer);
        }
    }
    
    function _runTradingScenario(string memory scenarioName) internal returns (bool foundProfit) {
        uint256 initialBalance = weth.balanceOf(account);
        console.log(string.concat("Starting balance: ", vm.toString(initialBalance / 1e18), " ETH"));
        
        // Initialize CSV for this scenario
        initializeTimeSeriesCSV();
        
        // Force initial buy to get some HARB
        _executeBuy(10 ether);
        _recordTradeToCSV(block.timestamp, "BUY", 10 ether, 0);
        
        // Execute 30 trades
        for (uint256 i = 1; i < 30; i++) {
            uint256 seed = uint256(keccak256(abi.encodePacked(scenarioName, i)));
            bool isBuy = (seed % 2) == 0;
            
            if (isBuy) {
                uint256 amount = 1 ether + (seed % 10 ether);
                if (weth.balanceOf(account) >= amount) {
                    _executeBuy(amount);
                    _recordTradeToCSV(block.timestamp + i * 60, "BUY", amount, 0);
                }
            } else {
                uint256 harbBalance = harberg.balanceOf(account);
                if (harbBalance > 0) {
                    uint256 sellAmount = harbBalance / 4;
                    if (sellAmount > 0) {
                        _executeSell(sellAmount);
                        _recordTradeToCSV(block.timestamp + i * 60, "SELL", 0, sellAmount);
                    }
                }
            }
            
            // Try recenter occasionally
            if (i % 3 == 0) {
                vm.prank(feeDestination);
                try lm.recenter() {
                    console.log("  Recenter successful");
                } catch Error(string memory reason) {
                    console.log(string.concat("  Recenter failed: ", reason));
                } catch {
                    console.log("  Recenter failed: cooldown or other error");
                }
            }
        }
        
        // Sell all remaining HARB
        uint256 finalHarb = harberg.balanceOf(account);
        if (finalHarb > 0) {
            _executeSell(finalHarb);
            _recordTradeToCSV(block.timestamp + 31 * 60, "SELL", 0, finalHarb);
        }
        
        // Final recenter after all trades
        vm.warp(block.timestamp + 5 hours);
        vm.prank(feeDestination);
        try lm.recenter() {
            console.log("Final recenter successful");
        } catch Error(string memory reason) {
            console.log(string.concat("Final recenter failed: ", reason));
        } catch {
            console.log("Final recenter failed: unknown error");
        }
        
        uint256 finalBalance = weth.balanceOf(account);
        console.log(string.concat("Final balance: ", vm.toString(finalBalance / 1e18), " ETH"));
        
        scenariosAnalyzed++;
        if (finalBalance > initialBalance) {
            console.log(string.concat("PROFIT: ", vm.toString((finalBalance - initialBalance) / 1e18), " ETH"));
            profitableScenarios++;
            
            // Store profitable scenario data
            profitableScenarioNames.push(scenarioName);
            profitableScenarioData.push(csv);
            
            return true;
        } else {
            console.log(string.concat("Loss: ", vm.toString((initialBalance - finalBalance) / 1e18), " ETH"));
            return false;
        }
    }
    
    function _executeBuy(uint256 amount) internal {
        console.log(string.concat("  Buy ", vm.toString(amount / 1e18), " ETH worth"));
        
        // Create a separate contract to handle the swap
        SwapExecutor executor = new SwapExecutor(pool, weth, harberg, token0isWeth);
        
        // Transfer WETH to executor
        vm.prank(account);
        weth.transfer(address(executor), amount);
        
        // Execute the swap
        try executor.executeBuy(amount, account) {
            console.log("  Buy successful");
        } catch Error(string memory reason) {
            console.log(string.concat("  Buy failed: ", reason));
        } catch {
            console.log("  Buy failed: unknown error");
        }
    }
    
    function _executeSell(uint256 amount) internal {
        console.log(string.concat("  Sell ", vm.toString(amount / 1e18), " HARB"));
        
        // Create a separate contract to handle the swap
        SwapExecutor executor = new SwapExecutor(pool, weth, harberg, token0isWeth);
        
        // Transfer HARB to executor
        vm.prank(account);
        harberg.transfer(address(executor), amount);
        
        // Execute the swap
        try executor.executeSell(amount, account) {
            console.log("  Sell successful");
        } catch Error(string memory reason) {
            console.log(string.concat("  Sell failed: ", reason));
        } catch {
            console.log("  Sell failed: unknown error");
        }
    }
    
    function _recordTradeToCSV(uint256 timestamp, string memory action, uint256 ethAmount, uint256 harbAmount) internal {
        // Get current price
        (uint160 sqrtPriceX96,,,,,, ) = pool.slot0();
        uint256 price = _sqrtPriceToPrice(sqrtPriceX96);
        
        // Get supply data
        uint256 totalSupply = harberg.totalSupply();
        uint256 stakeShares = stake.outstandingStake();
        uint256 avgTaxRate = stake.getAverageTaxRate();
        
        // Create CSV row
        string memory row = string.concat(
            vm.toString(timestamp), ",",
            vm.toString(price), ",",
            vm.toString(totalSupply), ",",
            action, ",",
            vm.toString(ethAmount), ",",
            vm.toString(harbAmount), ",",
            vm.toString(stakeShares), ",",
            vm.toString(avgTaxRate)
        );
        
        appendCSVRow(row);
    }
    
    function _sqrtPriceToPrice(uint160 sqrtPriceX96) internal view returns (uint256) {
        if (token0isWeth) {
            // price = (sqrtPrice / 2^96)^2 * 10^18
            return (uint256(sqrtPriceX96) * uint256(sqrtPriceX96) * 1e18) >> 192;
        } else {
            // price = 1 / ((sqrtPrice / 2^96)^2) * 10^18
            return (1e18 << 192) / (uint256(sqrtPriceX96) * uint256(sqrtPriceX96));
        }
    }
}

// Helper contract to execute swaps without address(this) issues
contract SwapExecutor {
    IUniswapV3Pool public pool;
    IWETH9 public weth;
    Kraiken public harberg;
    bool public token0isWeth;
    
    constructor(IUniswapV3Pool _pool, IWETH9 _weth, Kraiken _harberg, bool _token0isWeth) {
        pool = _pool;
        weth = _weth;
        harberg = _harberg;
        token0isWeth = _token0isWeth;
    }
    
    function executeBuy(uint256 amount, address recipient) external {
        pool.swap(
            recipient,
            token0isWeth,
            int256(amount),
            token0isWeth ? 4295128740 : 1461446703485210103287273052203988822378723970341,
            ""
        );
    }
    
    function executeSell(uint256 amount, address recipient) external {
        pool.swap(
            recipient,
            !token0isWeth,
            int256(amount),
            !token0isWeth ? 4295128740 : 1461446703485210103287273052203988822378723970341,
            ""
        );
    }
    
    function uniswapV3SwapCallback(int256 amount0Delta, int256 amount1Delta, bytes calldata) external {
        require(msg.sender == address(pool), "Invalid caller");
        
        if (amount0Delta > 0) {
            if (token0isWeth) {
                weth.transfer(msg.sender, uint256(amount0Delta));
            } else {
                harberg.transfer(msg.sender, uint256(amount0Delta));
            }
        }
        if (amount1Delta > 0) {
            if (token0isWeth) {
                harberg.transfer(msg.sender, uint256(amount1Delta));
            } else {
                weth.transfer(msg.sender, uint256(amount1Delta));
            }
        }
    }
}