cfcf750084
- 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>
42 lines
1.5 KiB
Solidity
42 lines
1.5 KiB
Solidity
// SPDX-License-Identifier: GPL-3.0-or-later
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pragma solidity ^0.8.19;
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import { UniswapHelpers } from "../../src/helpers/UniswapHelpers.sol";
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import { IUniswapV3Factory } from "@uniswap-v3-core/interfaces/IUniswapV3Factory.sol";
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import { IUniswapV3Pool } from "@uniswap-v3-core/interfaces/IUniswapV3Pool.sol";
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struct ShadowPool {
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IUniswapV3Factory factory;
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IUniswapV3Pool pool;
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address token0;
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address token1;
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}
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/**
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* @title ShadowPoolDeployer
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* @notice Deploys a fresh UniswapV3Factory and pool for backtesting.
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* SHADOW_FEE = 10 000 (1%) matches the AERO/WETH pool on Base.
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*/
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library ShadowPoolDeployer {
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uint24 internal constant SHADOW_FEE = 10_000;
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/**
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* @notice Deploy a new UniswapV3 factory + pool and initialize it.
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* @param tokenA One of the two mock tokens (any order).
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* @param tokenB The other mock token.
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* @param sqrtPriceX96 Initial sqrt price (Q64.96).
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* @return sp ShadowPool struct with factory, pool, token0, token1 addresses.
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*/
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function deploy(address tokenA, address tokenB, uint160 sqrtPriceX96) internal returns (ShadowPool memory sp) {
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sp.factory = UniswapHelpers.deployUniswapFactory();
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address poolAddr = sp.factory.createPool(tokenA, tokenB, SHADOW_FEE);
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sp.pool = IUniswapV3Pool(poolAddr);
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sp.pool.initialize(sqrtPriceX96);
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// Resolve canonical token ordering from the pool.
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sp.token0 = sp.pool.token0();
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sp.token1 = sp.pool.token1();
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}
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}
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