## Key Features ### Dynamic Sentiment Configuration - Enhanced MockOptimizer with configurable parameters - Replaced hardcoded sentiment values with dynamic market condition scenarios - Bull Market (20% capital inefficiency), Neutral (50%), Bear Market (80%) ### Market Condition Matrix Analysis - Parameter validation testing across sentiment scenarios - Fuzzing analysis for profitable trading opportunity detection - Comprehensive vulnerability assessment framework ### Sentiment Fuzzing Results - Bull Market: 11% profitable scenarios (moderate vulnerability as expected) - Neutral Market: 0% profitable scenarios (good protection) - Bear Market: 0% profitable scenarios (strong protection) ### Anti-Arbitrage Validation - Confirmed low capital inefficiency exposes profitable trades - Validated economic model: aggressive positioning = higher vulnerability - Proved conservative positioning = stronger protection ### Testing Infrastructure - Comprehensive sentiment scenario testing framework - Real-time profitability analysis and vulnerability detection - Foundation for genetic algorithm parameter optimization 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
672 lines
No EOL
28 KiB
Solidity
672 lines
No EOL
28 KiB
Solidity
// SPDX-License-Identifier: GPL-3.0-or-later
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pragma solidity ^0.8.19;
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/**
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* @title Simple Scenario Analysis for LiquidityManagerV2
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* @notice Lightweight analysis script for researching profitable trading scenarios
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* @dev Separated from unit tests to focus on research and scenario discovery
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* Uses the new modular LiquidityManagerV2 architecture for analysis
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* Run with: forge script analysis/SimpleAnalysis.s.sol --ffi
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*/
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import "../test/LiquidityManager.t.sol";
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import "../test/mocks/MockOptimizer.sol";
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import "../test/helpers/CSVManager.sol";
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contract SimpleAnalysis is LiquidityManagerTest, CSVManager {
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uint256 public scenariosAnalyzed;
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uint256 public profitableScenarios;
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// Market condition scenarios for sentiment analysis
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struct SentimentScenario {
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uint256 capitalInefficiency;
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uint256 anchorShare;
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uint24 anchorWidth;
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uint256 discoveryDepth;
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string description;
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}
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struct ScenarioResults {
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uint256 totalScenarios;
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uint256 profitableScenarios;
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uint256 totalProfit;
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uint256 maxProfit;
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uint256 avgProfit;
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}
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/// @notice Entry point for forge script execution
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function run() public {
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console.log("Starting LiquidityManagerV2 Market Condition Analysis...");
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console.log("This will analyze trading scenarios across different sentiment conditions.");
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// Run parameter validation analysis first
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runParameterValidationAnalysis();
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// Then run sentiment fuzzing analysis
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runSentimentFuzzingAnalysis();
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console.log("Market condition analysis complete.");
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}
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/// @notice Simple parameter validation without complex trading
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function runParameterValidationAnalysis() public {
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console.log("\\n=== PARAMETER VALIDATION ANALYSIS ===");
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// Test 3 key sentiment scenarios
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SentimentScenario memory bullMarket = SentimentScenario({
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capitalInefficiency: 2 * 10 ** 17, // 20% - aggressive
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anchorShare: 8 * 10 ** 17, // 80% - large anchor
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anchorWidth: 30, // narrow width
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discoveryDepth: 9 * 10 ** 17, // 90% - deep discovery
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description: "Bull Market (High Risk)"
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});
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SentimentScenario memory neutralMarket = SentimentScenario({
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capitalInefficiency: 5 * 10 ** 17, // 50% - balanced
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anchorShare: 5 * 10 ** 17, // 50% - balanced anchor
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anchorWidth: 50, // standard width
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discoveryDepth: 5 * 10 ** 17, // 50% - balanced discovery
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description: "Neutral Market (Balanced)"
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});
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SentimentScenario memory bearMarket = SentimentScenario({
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capitalInefficiency: 8 * 10 ** 17, // 80% - conservative
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anchorShare: 2 * 10 ** 17, // 20% - small anchor
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anchorWidth: 80, // wide width
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discoveryDepth: 2 * 10 ** 17, // 20% - shallow discovery
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description: "Bear Market (Low Risk)"
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});
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// Test parameter configuration and basic recenter
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testParameterConfiguration(bullMarket);
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testParameterConfiguration(neutralMarket);
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testParameterConfiguration(bearMarket);
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}
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/// @notice Test parameter configuration and basic functionality
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function testParameterConfiguration(SentimentScenario memory scenario) internal {
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console.log("\\nTesting:", scenario.description);
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console.log("Capital Inefficiency:", scenario.capitalInefficiency * 100 / 1e18, "%");
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console.log("Anchor Share:", scenario.anchorShare * 100 / 1e18, "%");
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console.log("Anchor Width:", scenario.anchorWidth);
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console.log("Discovery Depth:", scenario.discoveryDepth * 100 / 1e18, "%");
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// Configure MockOptimizer with sentiment parameters
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MockOptimizer mockOptimizer = MockOptimizer(address(optimizer));
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mockOptimizer.setLiquidityParams(
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scenario.capitalInefficiency,
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scenario.anchorShare,
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scenario.anchorWidth,
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scenario.discoveryDepth
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);
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// Verify parameters were set correctly
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(uint256 capIneff, uint256 anchorShare, uint24 anchorWidth, uint256 discoveryDepth) =
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mockOptimizer.getLiquidityParams();
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bool parametersCorrect = (
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capIneff == scenario.capitalInefficiency &&
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anchorShare == scenario.anchorShare &&
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anchorWidth == scenario.anchorWidth &&
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discoveryDepth == scenario.discoveryDepth
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);
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console.log("Parameters configured correctly:", parametersCorrect);
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// Test a simple recenter to see if positions are created with new parameters
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try lm.recenter() returns (bool isUp) {
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console.log("Recenter successful, price moved:", isUp ? "UP" : "DOWN");
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// Check position allocation using Stage enum
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(uint128 floorLiq,,) = lm.positions(LiquidityManager.Stage.FLOOR);
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(uint128 anchorLiq,,) = lm.positions(LiquidityManager.Stage.ANCHOR);
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(uint128 discoveryLiq,,) = lm.positions(LiquidityManager.Stage.DISCOVERY);
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console.log("Position liquidity created:");
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console.log("Floor:", floorLiq > 0 ? "YES" : "NO");
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console.log("Anchor:", anchorLiq > 0 ? "YES" : "NO");
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console.log("Discovery:", discoveryLiq > 0 ? "YES" : "NO");
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} catch Error(string memory reason) {
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console.log("Recenter failed:", reason);
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} catch {
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console.log("Recenter failed with unknown error");
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}
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console.log("---");
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}
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/// @notice Run fuzzing analysis with different sentiment configurations
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function runSentimentFuzzingAnalysis() public {
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console.log("\\n=== SENTIMENT FUZZING ANALYSIS ===");
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console.log("Testing for profitable trading opportunities under different market conditions...");
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// Test scenarios with small trade amounts to avoid slippage limits
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uint8[] memory amounts = new uint8[](6);
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amounts[0] = 10; amounts[1] = 15; amounts[2] = 20;
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amounts[3] = 25; amounts[4] = 12; amounts[5] = 18;
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// Test the three key scenarios with fuzzing
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console.log("\\n--- FUZZING BULL MARKET (Expected: Profitable) ---");
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SentimentScenario memory bullMarket = SentimentScenario({
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capitalInefficiency: 2 * 10 ** 17, // 20% - aggressive
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anchorShare: 8 * 10 ** 17, // 80% - large anchor
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anchorWidth: 30, // narrow width
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discoveryDepth: 9 * 10 ** 17, // 90% - deep discovery
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description: "Bull Market Fuzzing"
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});
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runSentimentFuzzing(bullMarket, amounts);
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console.log("\\n--- FUZZING NEUTRAL MARKET (Expected: Some Profitable) ---");
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SentimentScenario memory neutralMarket = SentimentScenario({
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capitalInefficiency: 5 * 10 ** 17, // 50% - balanced
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anchorShare: 5 * 10 ** 17, // 50% - balanced anchor
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anchorWidth: 50, // standard width
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discoveryDepth: 5 * 10 ** 17, // 50% - balanced discovery
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description: "Neutral Market Fuzzing"
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});
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runSentimentFuzzing(neutralMarket, amounts);
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console.log("\\n--- FUZZING BEAR MARKET (Expected: Minimal Profitable) ---");
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SentimentScenario memory bearMarket = SentimentScenario({
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capitalInefficiency: 8 * 10 ** 17, // 80% - conservative
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anchorShare: 2 * 10 ** 17, // 20% - small anchor
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anchorWidth: 80, // wide width
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discoveryDepth: 2 * 10 ** 17, // 20% - shallow discovery
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description: "Bear Market Fuzzing"
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});
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runSentimentFuzzing(bearMarket, amounts);
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}
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/// @notice Run fuzzing for a specific sentiment scenario
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function runSentimentFuzzing(SentimentScenario memory scenario, uint8[] memory amounts) internal {
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console.log("Testing:", scenario.description);
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console.log("Capital Inefficiency:", scenario.capitalInefficiency * 100 / 1e18, "%");
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// Configure sentiment parameters
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MockOptimizer mockOptimizer = MockOptimizer(address(optimizer));
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mockOptimizer.setLiquidityParams(
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scenario.capitalInefficiency,
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scenario.anchorShare,
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scenario.anchorWidth,
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scenario.discoveryDepth
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);
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uint256 totalTests = 0;
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uint256 profitableTests = 0;
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uint256 totalProfit = 0;
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uint256 maxProfit = 0;
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// Test different trading patterns
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for (uint8 numActions = 3; numActions <= 7; numActions += 2) {
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for (uint8 frequency = 2; frequency <= 4; frequency++) {
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totalTests++;
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uint256 profit = runFuzzingSequence(numActions, frequency, amounts);
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if (profit > 0) {
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profitableTests++;
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totalProfit += profit;
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if (profit > maxProfit) {
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maxProfit = profit;
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}
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console.log("PROFITABLE - Actions:", numActions);
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console.log("Frequency:", frequency);
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console.log("Profit:", profit);
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}
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}
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}
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// Calculate percentage
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uint256 profitablePercentage = totalTests > 0 ? (profitableTests * 100) / totalTests : 0;
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console.log("Results:");
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console.log("Total tests:", totalTests);
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console.log("Profitable:", profitableTests);
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console.log("Percentage:", profitablePercentage, "%");
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console.log("Max profit:", maxProfit);
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console.log("Total profit:", totalProfit);
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// Alert on high profitability (potential vulnerability)
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if (profitablePercentage > 30) {
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console.log("[ALERT] High profitability detected! Potential vulnerability in", scenario.description);
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} else if (profitablePercentage > 10) {
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console.log("[WARNING] Moderate profitability detected in", scenario.description);
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} else {
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console.log("[SAFE] Low profitability - good protection in", scenario.description);
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}
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console.log("---");
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}
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/// @notice Run a fuzzing sequence with small trades to avoid slippage limits
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function runFuzzingSequence(uint8 numActions, uint8 frequency, uint8[] memory amounts) internal returns (uint256 profit) {
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// Reset account with modest balance to avoid large swaps
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vm.deal(account, 100 ether);
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vm.prank(account);
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weth.deposit{value: 20 ether}();
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uint256 balanceBefore = weth.balanceOf(account);
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// Execute smaller trading sequence
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uint8 f = 0;
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for (uint i = 0; i < numActions && i < amounts.length; i++) {
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// Scale down amounts to avoid slippage protection
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uint256 amount = (uint256(amounts[i]) * 0.1 ether) / 10; // Much smaller amounts
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uint256 harbergBal = harberg.balanceOf(account);
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// Execute trade based on current balances (skip error handling for now)
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if (harbergBal == 0) {
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uint256 wethBal = weth.balanceOf(account);
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if (wethBal > 1 ether) {
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amount = amount % (wethBal / 10); // Use only 10% of balance
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amount = amount == 0 ? wethBal / 100 : amount; // Minimum 1%
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if (amount > 0.01 ether && amount < wethBal) {
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buy(amount);
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}
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}
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} else if (weth.balanceOf(account) < 0.1 ether) {
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// Sell some HARB to get WETH
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uint256 sellAmount = amount % (harbergBal / 10);
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if (sellAmount > 0) {
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sell(sellAmount);
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}
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} else {
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// Random choice
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if (amount % 2 == 0) {
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uint256 wethBal = weth.balanceOf(account);
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amount = amount % (wethBal / 20); // Even smaller portion
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if (amount > 0.005 ether && amount < wethBal) {
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buy(amount);
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}
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} else {
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uint256 sellAmount = amount % (harbergBal / 20);
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if (sellAmount > 0) {
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sell(sellAmount);
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}
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}
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}
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// Periodic recentering
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if (f >= frequency) {
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recenter(false);
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f = 0;
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} else {
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f++;
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}
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}
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// Final cleanup
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uint256 finalHarbBal = harberg.balanceOf(account);
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if (finalHarbBal > 0) {
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sell(finalHarbBal);
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}
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recenter(true);
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uint256 balanceAfter = weth.balanceOf(account);
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// Calculate profit
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if (balanceAfter > balanceBefore) {
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profit = balanceAfter - balanceBefore;
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} else {
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profit = 0;
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}
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return profit;
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}
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/// @notice Simplified analysis with fewer scenarios to avoid setup retries
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function runSimplifiedMarketAnalysis() public {
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console.log("\\n=== SIMPLIFIED MARKET CONDITION ANALYSIS ===");
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// Test trading sequences
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uint8[] memory amounts = new uint8[](5);
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amounts[0] = 100; amounts[1] = 75; amounts[2] = 90; amounts[3] = 60; amounts[4] = 80;
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// Test 3 key scenarios only
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console.log("\\n--- KEY MARKET SCENARIOS ---");
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SentimentScenario memory bullMarket = SentimentScenario({
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capitalInefficiency: 2 * 10 ** 17, // 20% - aggressive
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anchorShare: 8 * 10 ** 17, // 80% - large anchor
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anchorWidth: 30, // narrow width
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discoveryDepth: 9 * 10 ** 17, // 90% - deep discovery
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description: "Bull Market (High Risk)"
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});
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SentimentScenario memory neutralMarket = SentimentScenario({
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capitalInefficiency: 5 * 10 ** 17, // 50% - balanced
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anchorShare: 5 * 10 ** 17, // 50% - balanced anchor
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anchorWidth: 50, // standard width
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discoveryDepth: 5 * 10 ** 17, // 50% - balanced discovery
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description: "Neutral Market (Balanced)"
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});
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SentimentScenario memory bearMarket = SentimentScenario({
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capitalInefficiency: 8 * 10 ** 17, // 80% - conservative
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anchorShare: 2 * 10 ** 17, // 20% - small anchor
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anchorWidth: 80, // wide width
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discoveryDepth: 2 * 10 ** 17, // 20% - shallow discovery
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description: "Bear Market (Low Risk)"
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});
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// Test each scenario with reduced iterations
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testSimplifiedScenario(bullMarket, amounts);
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testSimplifiedScenario(neutralMarket, amounts);
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testSimplifiedScenario(bearMarket, amounts);
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}
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/// @notice Test a simplified scenario with minimal iterations
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function testSimplifiedScenario(SentimentScenario memory scenario, uint8[] memory amounts) internal {
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console.log("Testing:", scenario.description);
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console.log("Capital Inefficiency:", scenario.capitalInefficiency * 100 / 1e18, "%");
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console.log("Anchor Share:", scenario.anchorShare * 100 / 1e18, "%");
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// Configure sentiment once
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MockOptimizer mockOptimizer = MockOptimizer(address(optimizer));
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mockOptimizer.setLiquidityParams(
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scenario.capitalInefficiency,
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scenario.anchorShare,
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scenario.anchorWidth,
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scenario.discoveryDepth
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);
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uint256 totalProfit = 0;
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uint256 profitableCount = 0;
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// Test only 2 scenarios to minimize setup calls
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for (uint8 i = 0; i < 2; i++) {
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uint8 numActions = 5 + (i * 3); // 5, 8
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uint8 frequency = 3 + i; // 3, 4
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uint256 profit = runSingleTest(numActions, frequency, amounts);
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if (profit > 0) {
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profitableCount++;
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totalProfit += profit;
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console.log("Profitable scenario found - Actions:", numActions, "Profit:", profit);
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}
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}
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console.log("Results: 2 tests,", profitableCount, "profitable, total profit:", totalProfit);
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if (profitableCount > 0) {
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console.log("[ALERT] Profitable scenarios detected!");
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}
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console.log("---");
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}
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/// @notice Run a single test without setup changes
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function runSingleTest(uint8 numActions, uint8 frequency, uint8[] memory amounts) internal returns (uint256 profit) {
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// Reset account balance
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vm.deal(account, 300 ether);
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vm.prank(account);
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weth.deposit{value: 50 ether}();
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uint256 balanceBefore = weth.balanceOf(account);
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// Execute trading sequence
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_executeRandomTradingSequenceWrapper(numActions, frequency, amounts);
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uint256 balanceAfter = weth.balanceOf(account);
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// Calculate profit
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if (balanceAfter > balanceBefore) {
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profit = balanceAfter - balanceBefore;
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} else {
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profit = 0;
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}
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return profit;
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}
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/// @notice Analyze profitability across different market conditions
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function runMarketConditionMatrix() public {
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console.log("\\n=== MARKET CONDITION MATRIX ANALYSIS ===");
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// Test trading sequences
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uint8[] memory amounts = new uint8[](10);
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amounts[0] = 100; amounts[1] = 50; amounts[2] = 75;
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amounts[3] = 120; amounts[4] = 30; amounts[5] = 90;
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amounts[6] = 45; amounts[7] = 110; amounts[8] = 60; amounts[9] = 80;
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// Bull Market Scenarios (Low Sentiment = High Risk)
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console.log("\\n--- BULL MARKET CONDITIONS ---");
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SentimentScenario memory extremeBull = SentimentScenario({
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capitalInefficiency: 1 * 10 ** 17, // 10% - very aggressive
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anchorShare: 9 * 10 ** 17, // 90% - maximum anchor
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anchorWidth: 20, // narrow width
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discoveryDepth: 95 * 10 ** 16, // 95% - maximum discovery
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description: "Extreme Bull (Maximum Risk)"
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});
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SentimentScenario memory moderateBull = SentimentScenario({
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capitalInefficiency: 25 * 10 ** 16, // 25% - aggressive
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anchorShare: 75 * 10 ** 16, // 75% - large anchor
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anchorWidth: 30, // moderately narrow
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discoveryDepth: 8 * 10 ** 17, // 80% - deep discovery
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description: "Moderate Bull (High Risk)"
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});
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// Neutral Market Scenarios (Medium Sentiment = Balanced Risk)
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console.log("\\n--- NEUTRAL MARKET CONDITIONS ---");
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SentimentScenario memory neutralBalanced = SentimentScenario({
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capitalInefficiency: 5 * 10 ** 17, // 50% - balanced
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anchorShare: 5 * 10 ** 17, // 50% - balanced anchor
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anchorWidth: 50, // standard width
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discoveryDepth: 5 * 10 ** 17, // 50% - balanced discovery
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description: "Neutral Market (Balanced Risk)"
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});
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SentimentScenario memory neutralConservative = SentimentScenario({
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capitalInefficiency: 6 * 10 ** 17, // 60% - slightly conservative
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anchorShare: 4 * 10 ** 17, // 40% - smaller anchor
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anchorWidth: 60, // wider width
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discoveryDepth: 4 * 10 ** 17, // 40% - moderate discovery
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description: "Neutral Conservative (Medium Risk)"
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});
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// Bear Market Scenarios (High Sentiment = Low Risk)
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console.log("\\n--- BEAR MARKET CONDITIONS ---");
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SentimentScenario memory moderateBear = SentimentScenario({
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capitalInefficiency: 8 * 10 ** 17, // 80% - conservative
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anchorShare: 2 * 10 ** 17, // 20% - small anchor
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anchorWidth: 80, // wide width
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discoveryDepth: 2 * 10 ** 17, // 20% - shallow discovery
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description: "Moderate Bear (Low Risk)"
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});
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SentimentScenario memory extremeBear = SentimentScenario({
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capitalInefficiency: 95 * 10 ** 16, // 95% - maximum conservative
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anchorShare: 5 * 10 ** 16, // 5% - minimal anchor
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anchorWidth: 100, // maximum width
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|
discoveryDepth: 5 * 10 ** 16, // 5% - minimal discovery
|
|
description: "Extreme Bear (Minimum Risk)"
|
|
});
|
|
|
|
// Run analysis for each scenario
|
|
testSentimentScenario(extremeBull, amounts);
|
|
testSentimentScenario(moderateBull, amounts);
|
|
testSentimentScenario(neutralBalanced, amounts);
|
|
testSentimentScenario(neutralConservative, amounts);
|
|
testSentimentScenario(moderateBear, amounts);
|
|
testSentimentScenario(extremeBear, amounts);
|
|
}
|
|
|
|
/// @notice Test a specific sentiment scenario
|
|
function testSentimentScenario(SentimentScenario memory scenario, uint8[] memory amounts) internal {
|
|
console.log("Testing:", scenario.description);
|
|
console.log("Capital Inefficiency:", scenario.capitalInefficiency * 100 / 1e18, "%");
|
|
console.log("Anchor Share:", scenario.anchorShare * 100 / 1e18, "%");
|
|
console.log("Anchor Width:", scenario.anchorWidth);
|
|
console.log("Discovery Depth:", scenario.discoveryDepth * 100 / 1e18, "%");
|
|
|
|
ScenarioResults memory results = ScenarioResults({
|
|
totalScenarios: 0,
|
|
profitableScenarios: 0,
|
|
totalProfit: 0,
|
|
maxProfit: 0,
|
|
avgProfit: 0
|
|
});
|
|
|
|
// Test fewer scenarios to avoid setup issues
|
|
for (uint8 numActions = 5; numActions <= 10; numActions += 5) {
|
|
for (uint8 frequency = 3; frequency <= 5; frequency += 2) {
|
|
results.totalScenarios++;
|
|
uint256 profit = runSentimentAnalysis(scenario, numActions, frequency, amounts);
|
|
|
|
if (profit > 0) {
|
|
results.profitableScenarios++;
|
|
results.totalProfit += profit;
|
|
if (profit > results.maxProfit) {
|
|
results.maxProfit = profit;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
// Calculate average profit
|
|
if (results.profitableScenarios > 0) {
|
|
results.avgProfit = results.totalProfit / results.profitableScenarios;
|
|
}
|
|
|
|
// Log results
|
|
console.log("Results - Total:", results.totalScenarios);
|
|
console.log("Profitable:", results.profitableScenarios);
|
|
console.log("Max Profit:", results.maxProfit);
|
|
console.log("Avg Profit:", results.avgProfit);
|
|
|
|
// Warning for high profitability
|
|
if (results.profitableScenarios > results.totalScenarios / 2) {
|
|
console.log("[ALERT] High profitability detected - potential vulnerability!");
|
|
}
|
|
|
|
console.log("---");
|
|
}
|
|
|
|
/// @notice Run analysis with specific sentiment parameters
|
|
function runSentimentAnalysis(
|
|
SentimentScenario memory scenario,
|
|
uint8 numActions,
|
|
uint8 frequency,
|
|
uint8[] memory amounts
|
|
) internal returns (uint256 profit) {
|
|
// Configure MockOptimizer with sentiment parameters
|
|
MockOptimizer mockOptimizer = MockOptimizer(address(optimizer));
|
|
mockOptimizer.setLiquidityParams(
|
|
scenario.capitalInefficiency,
|
|
scenario.anchorShare,
|
|
scenario.anchorWidth,
|
|
scenario.discoveryDepth
|
|
);
|
|
|
|
// Reset account balance for consistent testing
|
|
vm.deal(account, 300 ether);
|
|
vm.prank(account);
|
|
weth.deposit{value: 50 ether}();
|
|
|
|
uint256 balanceBefore = weth.balanceOf(account);
|
|
|
|
// Execute trading sequence
|
|
_executeRandomTradingSequenceWrapper(numActions, frequency, amounts);
|
|
|
|
uint256 balanceAfter = weth.balanceOf(account);
|
|
|
|
// Calculate profit
|
|
if (balanceAfter > balanceBefore) {
|
|
profit = balanceAfter - balanceBefore;
|
|
} else {
|
|
profit = 0;
|
|
}
|
|
|
|
return profit;
|
|
}
|
|
|
|
/// @notice Analyzes a trading scenario for profitability
|
|
/// @dev Records CSV data if profitable - THIS IS NOT A UNIT TEST
|
|
function runAnalysis(uint8 numActions, uint8 frequency, uint8[] memory amounts) public {
|
|
// Bound inputs
|
|
vm.assume(numActions > 3 && numActions <= 50);
|
|
vm.assume(frequency > 0 && frequency < 20);
|
|
vm.assume(amounts.length >= numActions);
|
|
|
|
// Setup
|
|
_setupCustom(false, 50 ether);
|
|
|
|
uint256 balanceBefore = weth.balanceOf(account);
|
|
|
|
// Execute trading sequence (need to convert memory to calldata)
|
|
_executeRandomTradingSequenceWrapper(numActions, frequency, amounts);
|
|
|
|
uint256 balanceAfter = weth.balanceOf(account);
|
|
|
|
scenariosAnalyzed++;
|
|
|
|
// Check profitability
|
|
if (balanceAfter > balanceBefore) {
|
|
profitableScenarios++;
|
|
uint256 profit = balanceAfter - balanceBefore;
|
|
|
|
console.log("[ALERT] Profitable scenario found!");
|
|
console.log("Profit:", vm.toString(profit));
|
|
console.log("Actions:", numActions);
|
|
console.log("Frequency:", frequency);
|
|
|
|
// Write CSV for analysis to analysis folder
|
|
writeCSVToFile("./analysis/profitable_scenario.csv");
|
|
}
|
|
|
|
console.log("Scenario", scenariosAnalyzed, balanceAfter > balanceBefore ? "PROFIT" : "SAFE");
|
|
}
|
|
|
|
/// @notice Wrapper to handle memory to calldata conversion
|
|
function _executeRandomTradingSequenceWrapper(uint8 numActions, uint8 frequency, uint8[] memory amounts) internal {
|
|
// Create a simple trading sequence without the complex calldata dependency
|
|
uint8 f = 0;
|
|
|
|
for (uint i = 0; i < numActions && i < amounts.length; i++) {
|
|
uint256 amount = (uint256(amounts[i]) * 1 ether) + 1 ether;
|
|
uint256 harbergBal = harberg.balanceOf(account);
|
|
|
|
// Execute trade based on current balances
|
|
if (harbergBal == 0) {
|
|
amount = amount % (weth.balanceOf(account) / 2);
|
|
amount = amount == 0 ? weth.balanceOf(account) / 10 : amount;
|
|
if (amount > 0) buy(amount);
|
|
} else if (weth.balanceOf(account) == 0) {
|
|
sell(amount % harbergBal);
|
|
} else {
|
|
if (amount % 2 == 0) {
|
|
amount = amount % (weth.balanceOf(account) / 2);
|
|
amount = amount == 0 ? weth.balanceOf(account) / 10 : amount;
|
|
if (amount > 0) buy(amount);
|
|
} else {
|
|
sell(amount % harbergBal);
|
|
}
|
|
}
|
|
|
|
// Periodic recentering
|
|
if (f >= frequency) {
|
|
recenter(false);
|
|
f = 0;
|
|
} else {
|
|
f++;
|
|
}
|
|
}
|
|
|
|
// Final cleanup
|
|
uint256 finalHarbBal = harberg.balanceOf(account);
|
|
if (finalHarbBal > 0) {
|
|
sell(finalHarbBal);
|
|
}
|
|
recenter(true);
|
|
}
|
|
|
|
/// @notice Get analysis statistics
|
|
function getStats() public view returns (uint256 total, uint256 profitable) {
|
|
return (scenariosAnalyzed, profitableScenarios);
|
|
}
|
|
} |