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Optimizer hotfix #673

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Optimizer hotfix #673

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7 changes: 7 additions & 0 deletions fastlane_bot/tools/optimizer/margpoptimizer.py
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Original file line number Diff line number Diff line change
Expand Up @@ -373,6 +373,13 @@ def dtknfromp_f(p, *, islog10=True, asdct=False, quiet=False):
p = np.exp(plog10 * np.log(10))
criterium = np.linalg.norm(dplog10)

# this fix could cut down on some of the logging noise by raising a ConvergenceError early
if max(p) > 1e50:
raise self.ConvergenceError(f"price vector component exceeds maximum price [p={p}]")
if min(p) < 1e-50:
raise self.ConvergenceError(f"price vector component below minimum price [p={p}]")
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The 'overflow' warnings are emitted right before you raise this exception, at:

p = np.exp(plog10 * np.log(10))

Consider raising it prior to that line, by applying a similar check on plog10 (since p is not yet available).



# ...print out some info if requested...
if P("verbose"):
print(f"\n[margp_optimizer] ========== cycle {i} =======>>>")
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