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simulations variations

This commit is contained in:
Zargham 2019-12-31 18:49:49 -08:00
parent 476dc7be80
commit 314276d432
5 changed files with 3636 additions and 3 deletions
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3004
.ipynb_checkpoints/abc_sim-simpler-checkpoint.ipynb Normal file
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__pycache__/bonding_curve_eq.cpython-36.pyc
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bonding_curve_eq.py
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@ -1,4 +1,4 @@
import numpy as np
default_kappa= 2 default_kappa= 2
default_exit_tax = .02 default_exit_tax = .02
@ -34,7 +34,10 @@ def spot_price(R, V0, kappa=default_kappa):
#with realized price deltaR/deltaS #with realized price deltaR/deltaS
def mint(deltaR, R,S, V0, kappa=default_kappa): def mint(deltaR, R,S, V0, kappa=default_kappa):
deltaS = (V0*(R+deltaR))**(1/kappa)-S deltaS = (V0*(R+deltaR))**(1/kappa)-S
realized_price = deltaR/deltaS if deltaS ==0:
realized_price = spot_price(R+deltaR, V0, kappa)
else:
realized_price = deltaR/deltaS
return deltaS, realized_price return deltaS, realized_price
#for a given state (R,S) #for a given state (R,S)
@ -44,7 +47,10 @@ def mint(deltaR, R,S, V0, kappa=default_kappa):
#with realized price deltaR/deltaS #with realized price deltaR/deltaS
def withdraw(deltaS, R,S, V0, kappa=default_kappa): def withdraw(deltaS, R,S, V0, kappa=default_kappa):
deltaR = R-((S-deltaS)**kappa)/V0 deltaR = R-((S-deltaS)**kappa)/V0
realized_price = deltaR/deltaS if deltaS ==0:
realized_price = spot_price(R+deltaR, V0, kappa)
else:
realized_price = deltaR/deltaS
return deltaR, realized_price return deltaR, realized_price
def withdraw_with_tax(deltaS, R,S, V0, exit_tax = default_exit_tax, kappa=default_kappa): def withdraw_with_tax(deltaS, R,S, V0, exit_tax = default_exit_tax, kappa=default_kappa):