b7260b2eaf
- Analysis: parameter sweep scripts, adversarial testing, 2D frontier maps - Research: KRAIKEN_RESEARCH_REPORT, SECURITY_REVIEW, STORAGE_LAYOUT - FuzzingBase: consolidated fuzzing helper, BackgroundLP simulation - Sweep results: CSV data for full 4D sweep (1050 combos), bull-bear, AS sweep, VWAP fix validation - Code quality: .gitignore for fuzz CSVs, gas snapshot, updated docs - Remove dead analysis helpers (CSVHelper, CSVManager, ScenarioRecorder) Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
275 lines
8.9 KiB
Bash
Executable file
275 lines
8.9 KiB
Bash
Executable file
#!/bin/bash
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set -uo pipefail
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# Adversarial fuzzing for OptimizerV3 configurations
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# V3 uses direct 2D mapping with binary step:
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# staked <= 91% → BEAR (AS=30%, AW=100, DD=0.3e18)
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# staked > 91% + low tax → BULL (AS=100%, AW=20, DD=1e18)
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#
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# This script tests both configs and staking scenarios.
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#
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# Usage:
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# ./analysis/run-v3-adversarial.sh # Full campaign
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# ./analysis/run-v3-adversarial.sh bear # Bear only
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# ./analysis/run-v3-adversarial.sh bull # Bull only
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# ./analysis/run-v3-adversarial.sh staking # Staking scenarios only
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SCRIPT_DIR="$(cd "$(dirname "$0")" && pwd)"
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cd "$SCRIPT_DIR/.."
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FORGE="${HOME}/.foundry/bin/forge"
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LOG="analysis/V3_FUZZING_LOG.md"
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echo "# OptimizerV3 Adversarial Fuzzing — $(date -u '+%Y-%m-%d %H:%M UTC')" > "$LOG"
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echo "" >> "$LOG"
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check_resources() {
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local disk_pct=$(df / --output=pcent | tail -1 | tr -d ' %')
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if [ "$disk_pct" -gt 85 ]; then
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echo "DISK FULL ($disk_pct%) — stopping"
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exit 1
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fi
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}
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# Run with ConfigurableOptimizer (direct param control)
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run_config() {
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local config_name=$1
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local config=$2 # "bear" or "bull"
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local buybias=$3
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local runs=$4
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local trades=${5:-2000}
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local CI=0
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local AS AW DD desc
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if [ "$config" = "bear" ]; then
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AS=300000000000000000 # 30% = 3e17
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AW=100
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DD=300000000000000000 # 0.3e18
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desc="AS=30% AW=100"
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elif [ "$config" = "bull" ]; then
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AS=1000000000000000000 # 100% = 1e18
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AW=20
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DD=1000000000000000000 # 1e18
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desc="AS=100% AW=20"
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else
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echo "Unknown config: $config"
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return 1
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fi
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echo "=== $config_name ($desc) buybias=$buybias ==="
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echo "### $config_name ($desc, buybias=$buybias)" >> "$LOG"
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echo "Params: CI=$CI AS=$AS AW=$AW DD=$DD trades=$trades runs=$runs" >> "$LOG"
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local profitable=0
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local total=0
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for i in $(seq 1 $runs); do
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printf " Run $i/$runs... "
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local seed=$RANDOM$RANDOM$RANDOM
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local output
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output=$(CI_VALUE=$CI \
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AS_VALUE=$AS \
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AW_VALUE=$AW \
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DD_VALUE=$DD \
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BATCH_SEED=$seed \
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OPTIMIZER_CLASS=ConfigurableOptimizer \
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UNCAPPED_SWAPS=true \
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FUZZING_RUNS=1 \
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BUY_BIAS=$buybias \
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TRADES_PER_RUN=$trades \
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"$FORGE" script analysis/StreamlinedFuzzing.s.sol:StreamlinedFuzzing \
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--skip-simulation --gas-estimate-multiplier 300 -vv 2>&1)
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local csv_prefix=$(echo "$output" | grep "prefix:" | sed 's/.*prefix: //')
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local csv_file="analysis/fuzz-${csv_prefix}-000.csv"
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if [ -f "$csv_file" ]; then
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local init_eth=$(head -2 "$csv_file" | tail -1 | cut -d',' -f13)
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local final_eth=$(tail -1 "$csv_file" | cut -d',' -f13)
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if [ -n "$init_eth" ] && [ -n "$final_eth" ]; then
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local pnl_result
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pnl_result=$(python3 -c "
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init=$init_eth; final=$final_eth
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pnl = (final - init) / 1e18
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status = 'PROFIT' if pnl > 0 else 'SAFE'
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print(f'{status} {pnl:.1f}')
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" 2>/dev/null || echo "SAFE 0.0")
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local pnl_status=$(echo "$pnl_result" | cut -d' ' -f1)
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local pnl_eth=$(echo "$pnl_result" | cut -d' ' -f2)
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if [ "$pnl_status" = "PROFIT" ]; then
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profitable=$((profitable + 1))
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echo "❌ PROFIT +${pnl_eth} ETH"
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cp "$csv_file" "analysis/fuzz-v3-${config_name// /-}-$(printf '%03d' $i).csv"
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else
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echo "✅ safe ${pnl_eth} ETH"
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fi
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rm -f "$csv_file"
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else
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echo "⚠️ parse error"
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rm -f "$csv_file"
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fi
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else
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echo "⚠️ no CSV"
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fi
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total=$((total + 1))
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done
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local result_emoji="✅"
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[ "$profitable" -gt 0 ] && result_emoji="❌"
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echo "$result_emoji Result: $profitable/$total profitable"
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echo "Result: **$profitable/$total** ${result_emoji}" >> "$LOG"
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echo "" >> "$LOG"
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check_resources
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}
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# Run with staking scenario (uses ConfigurableOptimizer but pre-seeds staking)
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run_staking_scenario() {
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local config_name=$1
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local staking_level=$2 # 0-100
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local tax_rate=$3 # tax rate index 0-29
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local config=$4 # "bear" or "bull" (expected config from V3)
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local buybias=$5
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local runs=$6
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local trades=${7:-2000}
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local CI=0
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local AS AW DD desc
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if [ "$config" = "bear" ]; then
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AS=300000000000000000
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AW=100
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DD=300000000000000000
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desc="BEAR AS=30% AW=100"
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else
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AS=1000000000000000000
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AW=20
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DD=1000000000000000000
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desc="BULL AS=100% AW=20"
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fi
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echo "=== $config_name (staked=${staking_level}% tax_idx=$tax_rate → $desc) buybias=$buybias ==="
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echo "### $config_name (staked=${staking_level}%, tax_idx=$tax_rate → $desc, buybias=$buybias)" >> "$LOG"
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local profitable=0
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local total=0
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for i in $(seq 1 $runs); do
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printf " Run $i/$runs... "
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local seed=$RANDOM$RANDOM$RANDOM
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local output
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output=$(CI_VALUE=$CI \
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AS_VALUE=$AS \
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AW_VALUE=$AW \
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DD_VALUE=$DD \
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BATCH_SEED=$seed \
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OPTIMIZER_CLASS=ConfigurableOptimizer \
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UNCAPPED_SWAPS=true \
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FUZZING_RUNS=1 \
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BUY_BIAS=$buybias \
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TRADES_PER_RUN=$trades \
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STAKING_LEVEL=$staking_level \
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STAKING_TAX_RATE=$tax_rate \
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"$FORGE" script analysis/StreamlinedFuzzing.s.sol:StreamlinedFuzzing \
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--skip-simulation --gas-estimate-multiplier 300 -vv 2>&1)
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local csv_prefix=$(echo "$output" | grep "prefix:" | sed 's/.*prefix: //')
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local csv_file="analysis/fuzz-${csv_prefix}-000.csv"
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if [ -f "$csv_file" ]; then
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local init_eth=$(head -2 "$csv_file" | tail -1 | cut -d',' -f13)
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local final_eth=$(tail -1 "$csv_file" | cut -d',' -f13)
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if [ -n "$init_eth" ] && [ -n "$final_eth" ]; then
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local pnl_result
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pnl_result=$(python3 -c "
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init=$init_eth; final=$final_eth
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pnl = (final - init) / 1e18
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status = 'PROFIT' if pnl > 0 else 'SAFE'
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print(f'{status} {pnl:.1f}')
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" 2>/dev/null || echo "SAFE 0.0")
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local pnl_status=$(echo "$pnl_result" | cut -d' ' -f1)
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local pnl_eth=$(echo "$pnl_result" | cut -d' ' -f2)
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if [ "$pnl_status" = "PROFIT" ]; then
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profitable=$((profitable + 1))
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echo "❌ PROFIT +${pnl_eth} ETH"
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cp "$csv_file" "analysis/fuzz-v3-${config_name// /-}-$(printf '%03d' $i).csv"
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else
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echo "✅ safe ${pnl_eth} ETH"
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fi
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rm -f "$csv_file"
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else
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echo "⚠️ parse error"
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rm -f "$csv_file"
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fi
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else
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echo "⚠️ no CSV"
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fi
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total=$((total + 1))
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done
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local result_emoji="✅"
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[ "$profitable" -gt 0 ] && result_emoji="❌"
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echo "$result_emoji Result: $profitable/$total profitable"
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echo "Result: **$profitable/$total** ${result_emoji}" >> "$LOG"
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echo "" >> "$LOG"
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check_resources
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}
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MODE="${1:-all}"
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echo "Starting V3 adversarial campaign (mode=$MODE)..."
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echo ""
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if [ "$MODE" = "all" ] || [ "$MODE" = "bear" ]; then
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echo "## Bear Config (AS=30% AW=100) — V3 default for staked ≤ 91%" >> "$LOG"
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echo "" >> "$LOG"
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run_config "bear-sellheavy" bear 10 5
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run_config "bear-modsell" bear 30 5
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run_config "bear-balanced" bear 50 5
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fi
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if [ "$MODE" = "all" ] || [ "$MODE" = "bull" ]; then
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echo "## Bull Config (AS=100% AW=20) — V3 for euphoric staking" >> "$LOG"
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echo "" >> "$LOG"
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run_config "bull-sellheavy" bull 10 5
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run_config "bull-modsell" bull 30 5
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run_config "bull-balanced" bull 50 5
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fi
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if [ "$MODE" = "all" ] || [ "$MODE" = "staking" ]; then
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echo "## Staking Scenarios — V3 boundary validation" >> "$LOG"
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echo "" >> "$LOG"
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# 50% staked → always bear regardless of tax
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run_staking_scenario "50pct-bear" 50 0 bear 10 5
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# 95% staked, low tax → should be bull (deltaS=5, effIdx=0, penalty=0)
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run_staking_scenario "95pct-lowtax-bull" 95 0 bull 10 5
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# 95% staked, high tax → should be bear (deltaS=5, effIdx=8+, penalty>=50)
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run_staking_scenario "95pct-hightax-bear" 95 8 bear 10 5
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# 97% staked, low tax → bull (deltaS=3, penalty always < 50)
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run_staking_scenario "97pct-lowtax-bull" 97 0 bull 10 5
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# 97% staked, max tax → still bull (deltaS=3, effIdx=29, penalty=39)
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run_staking_scenario "97pct-maxtax-bull" 97 29 bull 10 5
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fi
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echo "" >> "$LOG"
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echo "### Campaign Complete: $(date -u '+%Y-%m-%d %H:%M UTC')" >> "$LOG"
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echo ""
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echo "=== ALL CONFIGS TESTED ==="
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echo "Results: analysis/V3_FUZZING_LOG.md"
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echo "Profitable CSVs: analysis/fuzz-v3-*.csv"
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