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Status quo: ppss enables the user to set a single average accuracy (of other traders) overall. This is the setting predictoor_ss.sim_only.others_accuracy. Same for stake; setting is others_stake.
Datapoint: average accuracy makes a huge difference to profitability of predictoor. Eg value of 50% makes it easier to be profitable, value of 53% makes it much harder, 56% harder yet
Datapoint: in practice, average accuracy is quite different per feed. On some feeds it might be 51.8%, on others 53%, on others 56%. These accuracies tend to be fairly stable over the weeks, and slowly increasing due to an arms race among predictoors.
The datapoints above lead to a problem: when we simulate, if we change the feed, we have to update the single average accuracy to be reflective of the given feed we're predicting. It's a pain.
Towards a solution
We need to enable users to define average stake amount and accuracy, per feed. This will help sim give more realistic profitabilities for prediction bots.
TODO
ppss.yaml enables user to define average accuracy and stake amount, per feed. Add unit tests accordingly
reflect this upwards in the code to the level of the simulator
The text was updated successfully, but these errors were encountered:
trentmc
changed the title
[simengine] Feature to define average stake amount and accuracy per feed
[Simengine] Feature to define average stake amount and accuracy per feed
Jun 13, 2024
trentmc
changed the title
[Simengine] Feature to define average stake amount and accuracy per feed
[Simengine, ppss] Feature to define average stake amount and accuracy per feed
Jun 13, 2024
trentmc
changed the title
[Simengine, ppss] Feature to define average stake amount and accuracy per feed
[Sim, ppss] Define average stake amount and accuracy per feed
Jun 22, 2024
trentmc
changed the title
[Sim, ppss] Define average stake amount and accuracy per feed
[Sim, ppss] Define average stake amount and accuracy, *per feed*
Jun 22, 2024
Background / motivation
Status quo: ppss enables the user to set a single average accuracy (of other traders) overall. This is the setting
predictoor_ss.sim_only.others_accuracy
. Same for stake; setting isothers_stake
.Datapoint: average accuracy makes a huge difference to profitability of predictoor. Eg value of 50% makes it easier to be profitable, value of 53% makes it much harder, 56% harder yet
Datapoint: in practice, average accuracy is quite different per feed. On some feeds it might be 51.8%, on others 53%, on others 56%. These accuracies tend to be fairly stable over the weeks, and slowly increasing due to an arms race among predictoors.
The datapoints above lead to a problem: when we simulate, if we change the feed, we have to update the single average accuracy to be reflective of the given feed we're predicting. It's a pain.
Towards a solution
We need to enable users to define average stake amount and accuracy, per feed. This will help sim give more realistic profitabilities for prediction bots.
TODO
The text was updated successfully, but these errors were encountered: