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>
126 lines
5.3 KiB
Bash
Executable file
126 lines
5.3 KiB
Bash
Executable file
#!/usr/bin/env bash
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set -euo pipefail
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# Bull->Bear Parameter Sweep
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# Usage: ./analysis/run-bullbear-sweep.sh [--help] [mode]
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show_help() {
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cat <<'EOF'
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Usage: ./analysis/run-bullbear-sweep.sh [--help] [mode]
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Run a deterministic bull->bear parameter sweep using BullBearSweep.s.sol.
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Each parameter combo runs: 10 buys (bull) -> sell all (bear) -> measure trader PnL.
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Modes:
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quick 27 combos (~2 min) — 3 CI x 3 AS x 3 AW x 1 DD
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standard 225 combos (~15 min) — 5 CI x 5 AS x 3 AW x 3 DD (default)
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fine 375 combos (~25 min) — 5 CI x 5 AS x 5 AW x 3 DD
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full 1050 combos (~70 min) — 10 CI x 7 AS x 5 AW x 3 DD (comprehensive 4D)
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focused 42 combos (~3 min) — 1 CI x 7 AS x 6 AW x 1 DD (best region)
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Output: analysis/sweep-BULLBEAR-summary.csv
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Environment variable overrides (applied after mode defaults):
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BULL_BUYS, BUY_SIZE_ETH, LM_FUNDING_ETH, SWEEP_TAG,
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CI_VALUES, AS_VALUES, AW_VALUES, DD_VALUES
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Examples:
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./analysis/run-bullbear-sweep.sh quick
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./analysis/run-bullbear-sweep.sh standard
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BULL_BUYS=20 ./analysis/run-bullbear-sweep.sh standard
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EOF
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exit 0
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}
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if [[ "${1:-}" == "--help" ]] || [[ "${1:-}" == "-h" ]]; then
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show_help
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fi
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cd "$(dirname "$0")/.."
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MODE="${1:-standard}"
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case "$MODE" in
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quick)
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echo "=== QUICK MODE: 27 combos ==="
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export CI_VALUES="${CI_VALUES:-0,500000000000000000,1000000000000000000}"
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export AS_VALUES="${AS_VALUES:-100000000000000000,500000000000000000,1000000000000000000}"
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export AW_VALUES="${AW_VALUES:-20,50,80}"
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export DD_VALUES="${DD_VALUES:-500000000000000000}"
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export BULL_BUYS="${BULL_BUYS:-10}"
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export BUY_SIZE_ETH="${BUY_SIZE_ETH:-15}"
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;;
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standard)
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echo "=== STANDARD MODE: 225 combos ==="
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export CI_VALUES="${CI_VALUES:-0,300000000000000000,500000000000000000,800000000000000000,1000000000000000000}"
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export AS_VALUES="${AS_VALUES:-100000000000000000,300000000000000000,500000000000000000,700000000000000000,1000000000000000000}"
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export AW_VALUES="${AW_VALUES:-20,50,80}"
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export DD_VALUES="${DD_VALUES:-200000000000000000,500000000000000000,1000000000000000000}"
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export BULL_BUYS="${BULL_BUYS:-10}"
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export BUY_SIZE_ETH="${BUY_SIZE_ETH:-15}"
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;;
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fine)
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echo "=== FINE MODE: 375 combos ==="
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export CI_VALUES="${CI_VALUES:-0,200000000000000000,400000000000000000,600000000000000000,800000000000000000}"
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export AS_VALUES="${AS_VALUES:-100000000000000000,200000000000000000,300000000000000000,500000000000000000,1000000000000000000}"
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export AW_VALUES="${AW_VALUES:-20,40,60,80,100}"
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export DD_VALUES="${DD_VALUES:-200000000000000000,500000000000000000,1000000000000000000}"
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export BULL_BUYS="${BULL_BUYS:-10}"
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export BUY_SIZE_ETH="${BUY_SIZE_ETH:-15}"
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;;
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full)
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echo "=== FULL MODE: 1050 combos (comprehensive 4D sweep) ==="
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# 10 CI values (0-100% in ~10% steps) x 7 AS x 5 AW x 3 DD
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# Fine CI resolution to precisely map safe/unsafe boundary
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export CI_VALUES="${CI_VALUES:-0,100000000000000000,200000000000000000,300000000000000000,400000000000000000,500000000000000000,600000000000000000,700000000000000000,800000000000000000,1000000000000000000}"
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export AS_VALUES="${AS_VALUES:-100000000000000000,200000000000000000,300000000000000000,400000000000000000,500000000000000000,700000000000000000,1000000000000000000}"
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export AW_VALUES="${AW_VALUES:-20,40,60,80,100}"
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export DD_VALUES="${DD_VALUES:-200000000000000000,500000000000000000,1000000000000000000}"
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export BULL_BUYS="${BULL_BUYS:-10}"
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export BUY_SIZE_ETH="${BUY_SIZE_ETH:-15}"
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;;
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focused)
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echo "=== FOCUSED MODE: 42 combos (best region) ==="
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# Fine-grained sweep around the optimal AS=5-35%, AW=50-100 region
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# CI fixed at 50% (confirmed zero effect with ratchet), DD fixed at 50%
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export CI_VALUES="${CI_VALUES:-500000000000000000}"
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export AS_VALUES="${AS_VALUES:-50000000000000000,100000000000000000,150000000000000000,200000000000000000,250000000000000000,300000000000000000,350000000000000000}"
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export AW_VALUES="${AW_VALUES:-50,60,70,80,90,100}"
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export DD_VALUES="${DD_VALUES:-500000000000000000}"
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export BULL_BUYS="${BULL_BUYS:-10}"
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export BUY_SIZE_ETH="${BUY_SIZE_ETH:-15}"
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;;
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*)
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echo "Unknown mode: $MODE"
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echo "Use: quick, standard, fine, full, focused (or --help)"
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exit 1
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;;
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esac
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export SWEEP_TAG="${SWEEP_TAG:-BULLBEAR}"
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export LM_FUNDING_ETH="${LM_FUNDING_ETH:-200}"
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echo "Running sweep..."
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forge script analysis/BullBearSweep.s.sol --skip-simulation --gas-limit 18446744073709551615 2>&1 | tee /tmp/bullbear-sweep.log
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echo ""
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echo "=== Results ==="
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RESULTS="analysis/sweep-${SWEEP_TAG}-summary.csv"
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if [ -f "$RESULTS" ]; then
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TOTAL=$(tail -n +2 "$RESULTS" | wc -l)
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UNSAFE=$(tail -n +2 "$RESULTS" | awk -F',' '{if ($5+0 > 0) print}' | wc -l || true)
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echo "Total combos: $TOTAL"
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echo "Unsafe (trader profit): $UNSAFE"
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echo ""
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echo "Top 10 safest (most trader loss = most LM gain):"
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tail -n +2 "$RESULTS" | sort -t',' -k5 -n | head -10
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echo ""
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echo "Bottom 10 (least trader loss):"
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tail -n +2 "$RESULTS" | sort -t',' -k5 -n -r | head -10
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echo ""
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echo "Lowest drawdown (most stable during bear):"
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tail -n +2 "$RESULTS" | sort -t',' -k13 -n | head -10
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echo ""
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echo "Top 10 by fee revenue (WETH fees total, descending):"
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tail -n +2 "$RESULTS" | sort -t',' -k18 -n -r | head -10
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fi
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