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4 commits

Author SHA1 Message Date
openhands
cb6d6e2292 fix: LM recenter() return semantics undocumented (#570)
Add NatSpec to recenter() documenting that the function always reverts
on failure (never silently returns false), listing all four revert
conditions, and clarifying that both true/false return values represent
a successfully-executed recenter with the value indicating price
direction (up vs down relative to previous anchor centre).

Also fix StrategyExecutor.maybeRecenter() to capture the isUp return
value from lm.recenter() and include it in the log output, making
price direction visible in backtesting replays.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-12 18:21:27 +00:00
openhands
cf8e7ee6ee fix: address review feedback on PositionTracker and StrategyExecutor
- Fix fee attribution: distribute fees only to positions whose tick range
  contains the active tick at close time (in-range weight), not by raw
  liquidity. FLOOR is priced far below current tick and rarely earns fees;
  the old approach would over-credit it and corrupt capital-efficiency and
  net-P&L numbers. Fallback to raw-liquidity weighting with a WARN log
  when no position is in range.

- Warn on first-close skip: when _closePosition finds no open record
  (first recenter, before any tracking), log [TRACKER][WARN] instead of
  silently returning so the gap is visible in reports.

- Add tick range assertion: require() that the incoming close snapshot
  tick range matches the stored open record — a mismatch would mean IL
  is computed across different ranges (apples vs oranges).

- Fix finalBlock accuracy: logSummary now calls
  tracker.logFinalSummary(tracker.lastNotifiedBlock()) instead of
  lastRecenterBlock, so the summary reflects the actual last replay block
  rather than potentially hundreds of blocks early.

- Initialize lastRecenterBlock = block.number in StrategyExecutor
  constructor to defer the first recenter attempt by recenterInterval
  blocks and document the invariant.

- Extract shared FormatLib: _str(uint256) and _istr(int256) were
  copy-pasted in both PositionTracker and StrategyExecutor. Extracted to
  FormatLib.sol internal library; both contracts now use `using FormatLib`.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-27 12:02:29 +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