Commit graph

7 commits

Author SHA1 Message Date
openhands
77f0fd82fd fix: Backtesting #6: Baseline strategies (HODL, full-range, fixed-width) + reporting (#320)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 13:08:53 +00:00
openhands
cfcf750084 fix: Backtesting #5: Position tracking + P&L metrics (#319)
- Add PositionTracker.sol: tracks position lifecycle (open/close per
  recenter), records tick ranges, liquidity, entry/exit blocks/timestamps,
  token amounts (via LiquidityAmounts math), fees (proportional to
  liquidity share), IL (LP exit value − HODL value at exit price), and
  net P&L per position. Aggregates total fees, cumulative IL, net P&L,
  rebalance count, Anchor time-in-range, and capital efficiency accumulators.
  Logs with [TRACKER][TYPE] prefix; emits cumulative P&L every 500 blocks.

- Modify StrategyExecutor.sol: add IUniswapV3Pool + token0isWeth to
  constructor (creates PositionTracker internally), call
  tracker.notifyBlock() on every block for time-in-range, and call
  tracker.recordRecenter() on each successful recenter. logSummary()
  now delegates to tracker.logFinalSummary().

- Modify BacktestRunner.s.sol: pass sp.pool and token0isWeth to
  StrategyExecutor constructor; log tracker address.

- forge fmt: reformat all backtesting scripts and affected src/test files
  to project style (number_underscore=thousands, multiline_func_header=all).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 11:23:18 +00:00
openhands
84203294af fix: Backtesting #4: Deploy KrAIken contracts + recenter execution loop (#318)
- Add BacktestKraiken.sol: extends MockToken with Kraiken-compatible interface
  (dual mint overloads — public mint(address,uint256) for EventReplayer and
  restricted mint(uint256) for LiquidityManager; peripheryContracts() stubs
  staking pool as address(0))

- Add KrAIkenDeployer.sol: library deploying OptimizerV3Push3 + LiquidityManager
  on the shadow pool, wiring BacktestKraiken permissions, setting fee destination,
  and funding LM with configurable initial mock-WETH capital (default 10 ETH)

- Add StrategyExecutor.sol: time-based recenter trigger (configurable block
  interval, default 100 blocks); logs block, pre/post positions (Floor/Anchor/
  Discovery tick ranges + liquidity), fees collected, and revert reason on skip;
  negligible-impact assumption documented as TODO(#319)

- Modify EventReplayer.sol: add overloaded replay() accepting an optional
  StrategyExecutor hook; maybeRecenter() called after each block advancement
  without halting replay on failure

- Modify BacktestRunner.s.sol: replace tokenA/B with MockWETH + BacktestKraiken,
  integrate KrAIkenDeployer + StrategyExecutor into broadcast block; configurable
  via RECENTER_INTERVAL and INITIAL_CAPITAL_WETH env vars; executor.logSummary()
  printed after replay

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 09:00:22 +00:00
openhands
17b100ef2a fix: address AI review feedback (round 2) for #317 event replay
- Guard final drift sample with `idx % LOG_INTERVAL != 0` to prevent
  double-counting stats when totalReplayed is an exact multiple of
  LOG_INTERVAL (the loop's _logCheckpoint already fired for that state)
- Hoist pool.slot0() before the guard and pass finalSqrtPrice/finalTick
  to _logSummary(), eliminating the redundant slot0 read inside it

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 07:55:53 +00:00
openhands
cd065275be fix: address AI review feedback for #317 event replay
- Cache pool.tickSpacing() as immutable in EventReplayer constructor
  to avoid a repeated external call per _replayMint() invocation
- Rename driftCount → driftCheckpoints for consistency with log label
- Add sqrtDriftBps to the per-checkpoint progress log line, using the
  now-live lastExpectedSqrtPrice field (previously written but never read)
- Guard _replaySwap(): skip and count events where amountSpecified ≤ 0,
  which would silently flip exact-input into exact-output mode
- Add a final drift sample after the while-loop for trailing events not
  covered by the last LOG_INTERVAL checkpoint
- Move EventReplayer construction outside the broadcast block in
  BacktestRunner (it uses vm.* cheat codes incompatible with real RPC)
- Change second vm.closeFile() from try/catch to a direct call so errors
  surface rather than being silently swallowed

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 07:09:29 +00:00
openhands
a3eb406e46 fix: Backtesting #3: Replay historical Swap/Mint/Burn events against shadow pool (#317)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 06:17:54 +00:00
openhands
896fffb2e8 fix: Backtesting #3: Replay historical Swap/Mint/Burn events against shadow pool (#317)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 06:12:03 +00:00