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Colin/simulation sweeps #315

Merged
merged 6 commits into from
May 21, 2023
Merged

Colin/simulation sweeps #315

merged 6 commits into from
May 21, 2023

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Autoparallel
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@Autoparallel Autoparallel commented May 19, 2023

Now we can set more simulation parameters from a config. We can provide a number of price_paths and number_of_volatility_steps that we can parallelize over with a worker_limit enforcing a maximal number of initial workers (threads) to spawn.

Closes #303

Able to spawn multiple workers and use a deterministic random seed from a starting seed in a config.
Removed all the print statements and added a parallelization over volatility. Also the ability to set a maximum number of workers to spawn.
Get the lint out.
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codecov bot commented May 19, 2023

Codecov Report

Merging #315 (e3e5af6) into main (bfd0ead) will decrease coverage by 0.28%.
The diff coverage is 22.58%.

@@           Coverage Diff            @@
##            main    #315      +/-   ##
========================================
- Coverage   7.96%   7.68%   -0.28%     
========================================
  Files        125     125              
  Lines      33628   33645      +17     
========================================
- Hits        2678    2587      -91     
- Misses     30950   31058     +108     
Impacted Files Coverage Δ
crates/arbiter/src/main.rs 0.97% <0.00%> (-1.60%) ⬇️
crates/arbiter/src/simulate/mod.rs 0.00% <0.00%> (ø)
crates/arbiter/src/simulate/uniswap/mod.rs 0.00% <0.00%> (ø)
crates/simulate/src/stochastic/price_process.rs 65.00% <0.00%> (ø)
crates/arbiter/src/simulate/portfolio/arbitrage.rs 67.91% <100.00%> (ø)
crates/arbiter/src/simulate/uniswap/arbitrage.rs 76.42% <100.00%> (+0.93%) ⬆️
crates/arbiter/src/simulate/uniswap/startup.rs 100.00% <100.00%> (ø)
crates/simulate/src/agent/mod.rs 85.65% <100.00%> (-0.07%) ⬇️
crates/simulate/src/agent/simple_arbitrageur.rs 93.90% <100.00%> (-0.02%) ⬇️
crates/simulate/src/lib.rs 98.89% <100.00%> (ø)

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@0xJepsen 0xJepsen left a comment

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What is the .empty file?

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@FiberedSkies FiberedSkies left a comment

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lookin clean

@FiberedSkies FiberedSkies merged commit 29357a5 into main May 21, 2023
@0xJepsen 0xJepsen deleted the colin/simulation-sweeps branch June 20, 2023 19:42
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Parallelize over parameter sweeps
3 participants