dodoxandClaude Sonnet 5
58db08b921
- puga/network.py + tools/network.py: model a multi-base chain (e.g. mine LST at one base, ship it, consume it at another). Simulates each base independently, nets a transferred material's producer-surplus against consumer-need, charges real freight only on what's moved, cm_free for a founding covered by a Core Module Kit. Worked example in plans/chains/. - puga/saturation.py: real price-band filtering. FIO's order_book NarrowPriceBandLow/High and WidePriceBandLow/High match APEX's own displayed Price Band exactly (verified live) - an order outside it is a stale artifact, not just uncompetitive. Added in_band() and effective_demand(); effective_supply() gained the same hard band filter alongside its existing soft vwap-proximity filter (renamed that param mult to free up `band`). Wired into tools/scan.py stage 2 in place of the raw, unfiltered demand figure. Was flagged as an unimplemented refinement in saturation-design.md since the original design review. - tools/sell.py: self-contained tranche split (aggressive tranche capped at a volume quantile, median normally or 80th pct with --tight when a payment is imminent and stockout risk outweighs margin; patient tranche priced under the next competitor tier). Instant-bid comparison moved behind --show-bid (off by default). - Docs and roadmap updated accordingly. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
60 lines
2.5 KiB
Python
60 lines
2.5 KiB
Python
import math
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from puga import saturation as s, market, fio
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def test_tref_uses_min_and_poisson_floor():
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assert s.tref(60, 40) == 40
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assert s.tref(15, 13) < 13 # low volume gets a lower bound
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assert s.tref(0, 0) == 0
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def test_n_out_penalises_queue_and_thin_demand():
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free = s.n_out(100, 0, 10_000, 5) # no queue, ample demand
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assert math.isclose(free, 0.25 * 100 / 5)
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assert s.n_out(100, 7000, 10_000, 5) < free # 70 days of queue cuts it
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assert s.n_out(100, 0, 100, 5) < free # demand only 1 day of flow cuts it
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assert s.n_out(0, 0, 100, 5) == 0
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def test_thin_flag():
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assert s.is_thin(1.3, 100, 5) and not s.is_thin(60, 500, 5)
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def test_p_patient_clamps_and_falls_to_bid_when_oversupplied():
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asks = [(100, 50), (110, 50), (120, 50)]
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assert s.p_patient(asks, 10, 20, bid=90, vwap7=105, vwap30=105, ask=100) == 90 # we out-produce flow: sell at bid
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p = s.p_patient(asks, 30, 1, 90, 200, 200, 100) # ample flow: capped by ask level 100
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assert p == 100
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def test_walk_treats_mm_null_count_as_unlimited(monkeypatch):
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monkeypatch.setattr(fio, "order_book", lambda m, c, r=False: {
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"SellingOrders": [], "BuyingOrders": [{"ItemCount": 4, "ItemCost": 90}, {"ItemCount": None, "ItemCost": 80}]})
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r = market.walk("X", "AI1", 1000, "sell")
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assert r["filled"] == 1000 and not r["short"] and r["worst"] == 80
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def test_effective_supply_ignores_stale_far_asks():
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asks = [(100, 10), (110, 20), (150, 1500)]
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assert s.effective_supply(asks, 100) == 30 # 1500 units at 1.5x are not competition
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assert s.effective_supply(asks, None) == 1530
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def test_effective_supply_hard_filters_out_of_band_asks():
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asks = [(100, 10), (110, 20), (150, 1500)]
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# band excludes the 150 tier outright, even though ref_price=None would otherwise count it
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assert s.effective_supply(asks, None, band=(50, 120)) == 30
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def test_in_band():
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assert s.in_band(700, (663, 16575)) is True
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assert s.in_band(334, (663, 16575)) is False
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assert s.in_band(20000, (663, 16575)) is False
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assert s.in_band(1, None) is True # no band given: nothing excluded
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def test_effective_demand_excludes_stale_bids_below_the_band():
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bids = [(4550, 8), (4200, 250), (2810, 8), (334, 19)]
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assert s.effective_demand(bids, band=(663, 16575)) == 8 + 250 + 8 # the 334 bid is stale, excluded
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assert s.effective_demand(bids, band=None) == 8 + 250 + 8 + 19
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