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14 commits

Author SHA1 Message Date
johba
62fc7957b0 fix: OptimizerV3Push3 as IOptimizer always returns bear defaults — integration risk (#1063)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-20 20:52:29 +00:00
johba
6f7b6c4254 fix: OptimizerV3Push3 as IOptimizer always returns bear defaults — integration risk (#1063)
- getLiquidityParams() now reverts with "OptimizerV3Push3: not for production use" instead
  of silently returning zeroed bear-mode defaults; LiquidityManager.recenter() already has
  a try/catch fallback so backtesting is unaffected
- Added @custom:experimental NatSpec annotation to the contract marking it as a transpiler
  harness / backtesting stub only
- DeployBase.sol now validates any pre-existing optimizer address by calling getLiquidityParams()
  and reverting if it fails, blocking accidental wiring of OptimizerV3Push3 as a live optimizer

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-20 20:13:18 +00:00
openhands
05753054b9 fix: OptimizerV3Push3 — deeply-nested if-else vs flat if-else chain in OptimizerV3 (#599)
Extract transpiler output into OptimizerV3Push3Lib so both OptimizerV3
and OptimizerV3Push3 delegate to the same canonical copy.  Future
transpiler changes now require only one edit.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-20 14:18:12 +00:00
johba
5c4ceaf78d fix: No negative-mantissa guard in OptimizerV3Push3 (#650) (#966)
Fixes #650

## Changes
Add require(inputs[k].mantissa >= 0, 'negative mantissa') for all 8 input slots inside the existing validation loop in OptimizerV3Push3.sol, matching the guard pattern in Optimizer.sol lines 372-374. Added 3 tests covering slots 0, 1, and 5 to confirm revert on negative mantissa.

Co-authored-by: openhands <openhands@all-hands.dev>
Reviewed-on: https://codeberg.org/johba/harb/pulls/966
Reviewed-by: Disinto_bot <disinto_bot@noreply.codeberg.org>
2026-03-19 11:30:18 +01:00
openhands
2c849ec456 fix: calculateParams in OptimizerV3Push3 has no NatSpec after this PR (#735)
Move the orphaned NatSpec block (originally for calculateParams) from
above getLiquidityParams to directly precede calculateParams, and give
getLiquidityParams only its own @inheritdoc block.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-14 06:20:37 +00:00
openhands
6978d1399f fix: OptimizerV3 / OptimizerV3Push3 not explicitly typed against IOptimizer (#661)
- Optimizer: add `is IOptimizer` and mark getLiquidityParams() with
  `override`, making the interface conformance explicit at the base level.
  OptimizerV3 inherits it transitively via Optimizer.
- OptimizerV3Push3: add `is IOptimizer` and implement getLiquidityParams()
  that calls calculateParams() with zeroed inputs, returning bear-mode
  defaults (ci=0, anchorShare=0.3e18, anchorWidth=100, discoveryDepth=0.3e18).
  Behaviour is identical to the previous try/catch fallback used by
  LiquidityManager and the backtesting deployer.
- Update backtesting comments to reflect that getLiquidityParams() now
  exists on OptimizerV3Push3 (returns bear defaults via zeroed inputs).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-14 05:08:32 +00:00
johba
8064623a54 fix: feat: Push3 input redesign — normalized indicators instead of raw protocol values (#635) (#649)
Fixes #635

## Changes
The implementation is complete and committed. All 211 tests pass.

## Summary of changes

### `onchain/src/Optimizer.sol`
- **Replaced raw slot inputs** with normalized indicators in `getLiquidityParams()`:
  - Slot 2 `pricePosition`: where current price sits within VWAP ± 11 000 ticks (0 = lower bound, 0.5e18 = at VWAP, 1e18 = upper bound)
  - Slot 3 `volatility`: `|shortTwap − longTwap| / 1000 ticks`, capped at 1e18
  - Slot 4 `momentum`: 0 = falling, 0.5e18 = flat, 1e18 = rising (5-min vs 30-min TWAP delta)
  - Slot 5 `timeSinceRecenter`: `elapsed / 86400s`, capped at 1e18
  - Slot 6 `utilizationRate`: 1e18 if current tick is within anchor position range, else 0
- **Extended `setDataSources()`** to accept `liquidityManager` + `token0isWeth` (needed for correct tick direction in momentum/utilizationRate)
- **Added `_vwapToTick()`** helper: converts `vwapX96 = price × 2⁹⁶` to tick via `sqrt(vwapX96) << 48`, with TickMath bounds clamping
- All slots gracefully default to 0 when data sources are unconfigured or TWAP history is insufficient (try/catch on `pool.observe()`)

### `onchain/src/OptimizerV3Push3.sol`
- Updated NatSpec to document the new `[0, 1e18]` slot semantics

### New tests (`onchain/test/`)
- `OptimizerNormalizedInputsTest`: 18 tests covering all new slots, token ordering, TWAP fallback, and a bounded fuzz test
- `mocks/MockPool.sol`: configurable `slot0()` + `observe()` with TWAP tick math
- `mocks/MockLiquidityManagerPositions.sol`: configurable anchor position bounds

Co-authored-by: openhands <openhands@all-hands.dev>
Reviewed-on: https://codeberg.org/johba/harb/pulls/649
Reviewed-by: review_bot <review_bot@noreply.codeberg.org>
2026-03-13 07:53:46 +01:00
openhands
c87064dc6c fix: feat: Push3 default outputs — crash/no-output falls back to bear strategy (#634)
Three defensive layers so every Push3 program runs without reverting:

Layer A (transpiler/index.ts): assign bear defaults (CI=0, AS=0.3e18,
AW=100, DD=0.3e18) to all four outputs at the top of calculateParams.
Any output the evolved program does not overwrite keeps the safe default.

Layer B (transpiler/transpiler.ts): graceful stack underflow — dpop/bpop
return '0'/'false' instead of throwing, and the final output-pop falls
back to bear-default literals when fewer than 4 values remain on the
stack. Wrong output count no longer aborts transpilation.

Layer C (transpiler/transpiler.ts + index.ts): wrap the entire function
body in `unchecked {}` so integer overflow wraps (matching Push3), and
emit `(b == 0 ? 0 : a / b)` for every DYADIC./ (div-by-zero → 0,
matching Push3 no-op semantics).

Layer 2 (Optimizer.sol getLiquidityParams): clamp the three fraction
outputs (capitalInefficiency, anchorShare, discoveryDepth) to [0, 1e18]
after abi.decode so a buggy evolved program cannot produce out-of-range
values even if it runs without reverting.

Regenerated OptimizerV3Push3.sol with the updated transpiler; all 193
tests pass (34 Optimizer/OptimizerV3Push3 tests explicitly).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-13 03:47:49 +00:00
openhands
2da70bedfd fix: capitalInefficiency always 0 in OptimizerV3Push3 undocumented (#573) 2026-03-12 17:46:25 +00:00
openhands
5d204e5649 fix: Push3 optimizer: dyadic rational input interface (8 slots) + 4-output redesign (#548)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-11 15:23:36 +00:00
openhands
9832b454df fix: PR #551 review findings - OptimizerV3Push3.sol + Optimizer.sol
Critical bugs fixed:
- OptimizerV3Push3: Add input validation for mantissa (inputs[0].mantissa <= 1e18)
- OptimizerInput struct: Move to shared IOptimizer.sol to eliminate duplication
- Update imports in Optimizer.sol, OptimizerV3Push3.sol, and test file

Warnings addressed:
- Document unused variables (_d2-_d7) with comments in OptimizerV3Push3
- Add shift validation: require(inputs[k].shift == 0, "shift not yet supported")
- Fix recordRecenter error style: use UnauthorizedAccount custom error

Tests: All 32 Optimizer + OptimizerV3Push3 tests passing
2026-03-10 23:13:57 +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
ca2022d83b fix: address PR #168 review findings in OptimizerV3Push3
- Add `require(averageTaxRate <= 1e18, "Invalid tax rate")` to match
  the existing `percentageStaked` guard and prevent silent acceptance
  of out-of-range values.
- Expand contract-level NatSpec with a @dev note clarifying this is an
  equivalence proof only: it intentionally exposes `isBullMarket` alone
  and is not a deployable upgrade (full optimizer interface missing).

All 15 Foundry tests pass (15 unit + fuzz).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 18:32:49 +00:00
openhands
5e8a94b7a9 feat: Push3 → Solidity transpiler + OptimizerV3 port 2026-02-23 14:47:38 +00:00