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>
146 lines
5 KiB
Bash
Executable file
146 lines
5 KiB
Bash
Executable file
#!/bin/bash
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set -uo pipefail
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# Sweep anchorShare at AW=100 (fixed safe clamp)
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# Measure both safety AND fee revenue at each level
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#
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# Usage:
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# ./analysis/run-as-sweep.sh # Default: AS 10-100%, 5 runs, buybias=10
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# ./analysis/run-as-sweep.sh 40 100 10 5 10 # AS 40-100% step 10, 5 runs, buybias=10
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SCRIPT_DIR="$(cd "$(dirname "$0")" && pwd)"
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cd "$SCRIPT_DIR/.."
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FORGE="${HOME}/.foundry/bin/forge"
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AS_START=${1:-10}
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AS_END=${2:-100}
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AS_STEP=${3:-10}
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RUNS=${4:-5}
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BUYBIAS=${5:-10}
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LOG="analysis/AS_SWEEP_LOG.md"
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echo "# AnchorShare Sweep at AW=100 — $(date -u '+%Y-%m-%d %H:%M UTC')" > "$LOG"
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echo "" >> "$LOG"
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echo "CI=0, AW=100, DD=0.3e18. Only AS varies." >> "$LOG"
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echo "AS range: ${AS_START}% to ${AS_END}% step ${AS_STEP}%, buybias=$BUYBIAS, runs=$RUNS" >> "$LOG"
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echo "" >> "$LOG"
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run_as_test() {
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local as_pct=$1
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local runs=$2
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local buybias=$3
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# Convert AS percentage to 1e18 scale
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local AS_VALUE=$(python3 -c "print(int($as_pct * 1e18 / 100))")
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echo "=== AS=${as_pct}% AW=100 buybias=$buybias ==="
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echo "### AS=${as_pct}% (buybias=$buybias)" >> "$LOG"
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local profitable=0
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local total=0
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local pnl_list=""
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local fee_weth_list=""
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local fee_krk_list=""
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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=0 AS_VALUE=$AS_VALUE AW_VALUE=100 DD_VALUE=300000000000000000 \
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BATCH_SEED=$seed OPTIMIZER_CLASS=ConfigurableOptimizer \
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UNCAPPED_SWAPS=true FUZZING_RUNS=1 BUY_BIAS=$buybias \
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TRADES_PER_RUN=2000 BG_LP_ETH_PER_LAYER=0 \
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"$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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# Extract PnL + fee data from CSV
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local result
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result=$(python3 -c "
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import csv
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rows = list(csv.reader(open('$csv_file')))
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header = rows[0]
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first = rows[1]
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last = rows[-1]
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cols = {h: i for i, h in enumerate(header)}
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# eth_balance = trader WETH (column index 12)
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eth_col = cols.get('eth_balance', 12)
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init_eth = float(first[eth_col])
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final_eth = float(last[eth_col])
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pnl = (final_eth - init_eth) / 1e18
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fee_weth = float(last[cols['fee_dest_weth']]) / 1e18 if 'fee_dest_weth' in cols else 0
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fee_krk = float(last[cols['fee_dest_krk']]) / 1e18 if 'fee_dest_krk' in cols else 0
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status = 'PROFIT' if pnl > 0 else 'SAFE'
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print(f'{status} {pnl:.1f} {fee_weth:.1f} {fee_krk:.0f}')
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" 2>/dev/null || echo "ERR 0 0 0")
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local status=$(echo "$result" | cut -d' ' -f1)
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local pnl=$(echo "$result" | cut -d' ' -f2)
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local fee_w=$(echo "$result" | cut -d' ' -f3)
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local fee_k=$(echo "$result" | cut -d' ' -f4)
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if [ "$status" = "ERR" ]; then
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echo "⚠️ parse error"
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elif [ "$status" = "PROFIT" ]; then
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profitable=$((profitable + 1))
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echo "❌ +${pnl} ETH | fees: ${fee_w} WETH, ${fee_k} KRK"
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else
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echo "✅ ${pnl} ETH | fees: ${fee_w} WETH, ${fee_k} KRK"
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fi
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pnl_list="$pnl_list $pnl"
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fee_weth_list="$fee_weth_list $fee_w"
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fee_krk_list="$fee_krk_list $fee_k"
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rm -f "$csv_file"
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else
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echo "⚠️ no CSV"
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fi
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total=$((total + 1))
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done
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# Compute averages
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local avg
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avg=$(python3 -c "
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vals = [float(x) for x in '$pnl_list'.split() if x and x != '0']
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fw = [float(x) for x in '$fee_weth_list'.split() if x and x != '0']
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fk = [float(x) for x in '$fee_krk_list'.split() if x and x != '0']
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if vals:
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print(f'{sum(vals)/len(vals):.1f} {sum(fw)/len(fw) if fw else 0:.1f} {sum(fk)/len(fk) if fk else 0:.0f}')
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else:
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print('N/A N/A N/A')
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" 2>/dev/null || echo "N/A N/A N/A")
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local avg_pnl=$(echo $avg | cut -d' ' -f1)
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local avg_fw=$(echo $avg | cut -d' ' -f2)
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local avg_fk=$(echo $avg | cut -d' ' -f3)
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local emoji="✅"; [ "$profitable" -gt 0 ] && emoji="❌"
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echo "$emoji AS=${as_pct}%: $profitable/$total profitable, avg PnL=${avg_pnl} ETH, fees: ${avg_fw} WETH + ${avg_fk} KRK"
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echo "| AS=${as_pct}% | **$profitable/$total** $emoji | avg PnL: ${avg_pnl} ETH | fees: ${avg_fw} WETH + ${avg_fk} KRK |" >> "$LOG"
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echo "" >> "$LOG"
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# Disk check
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local disk_pct=$(df / --output=pcent | tail -1 | tr -d ' %')
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[ "$disk_pct" -gt 85 ] && { echo "DISK FULL"; exit 1; }
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}
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echo "## Sell-Heavy Attack (buybias=$BUYBIAS)" >> "$LOG"
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echo "" >> "$LOG"
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echo "| Config | Safety | Avg PnL | Fees |" >> "$LOG"
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echo "|--------|--------|---------|------|" >> "$LOG"
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for as_val in $(seq $AS_START $AS_STEP $AS_END); do
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run_as_test $as_val $RUNS $BUYBIAS
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done
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echo "" >> "$LOG"
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echo "### Complete: $(date -u '+%Y-%m-%d %H:%M UTC')" >> "$LOG"
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echo ""
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echo "=== SWEEP COMPLETE ==="
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echo "Results: analysis/AS_SWEEP_LOG.md"
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