Code

Feat/Vol Targeting#25

Code

Merged

kinrezC merged 23 commits intomainprimitivefinance/mythic:mainfrom feat/vol-targetingprimitivefinance/mythic:feat/vol-targetingCopy head branch name to clipboardOct 11, 2023

+1,178-237

Commits

Commits on Oct 11, 2023

• patch g3m swap fee

  kinrezC

  committed
  cbecaaa

• feat(init): initial init function to setup state of contracts

  

  Alexangelj

  authored and

  kinrezC

  committed
  2168706

• refactor(fmt): formats and refactors

  

  Alexangelj

  authored and

  kinrezC

  committed
  20e5a3b

• fix(initial-pool): fixes double parsing of input values

  

  Alexangelj

  authored and

  kinrezC

  committed
  5e050d4

• test(constructor-args): tests the constructor args are set correctly

  

  Alexangelj

  authored and

  kinrezC

  committed
  e382fda

• chore(ci): adds ci to run tests

  

  Alexangelj

  authored and

  kinrezC

  committed
  3330950

• refactor math lib

  kinrezC

  committed
  31de8e7

• calculate 15 day trailing rv on portfolio and asset

  kinrezC

  committed
  83676ba

• minor cleanup

  kinrezC

  committed
  64519d9

• feat(builder): engine builder for buildign the sim loop

  

  Alexangelj

  authored and

  kinrezC

  committed
  60ee166

• add liquidity provider agent

  kinrezC

  committed
  9704f5d

• clean up init

  kinrezC

  committed
  57b8732

• clean up init

  kinrezC

  committed
  e4ac386

• add dumb rebalancing strategy

  kinrezC

  committed
  4adea08

• minor fmting

  kinrezC

  committed
  2d31ec9

• refactor(engine-builder): working action builder

  

  Alexangelj

  authored and

  kinrezC

  committed
  9c06904

• feat(builder-main): adds engine builder to main entrypoint on sim

  

  Alexangelj

  authored and

  kinrezC

  committed
  0468685

• add compute_simple_return and fix sharpe_ratio calculation

  kinrezC

  committed
  94c4a8a

• fix conflicts

  kinrezC

  committed
  cdb62cc

• fix conflicts

  kinrezC

  committed
  04e1d5c

• add contracts feature flag to arbiter-core

  kinrezC

  committed
  0095389

• rename rebalancer -> weight_changer, add constructor to atomic arbitrage contract

  kinrezC

  committed
  74e662c

• rename rebalancer -> weight_changer, add constructor to atomic arbitrage contract

  kinrezC

  committed
  3946b59