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In a pred_down scenario, it bought back the same # usdcoins, that it had initially sold the tokens for. So its tokcoin balance was improving (if predicting well) but not its usdcoin balance.
This is incorrect, assuming we want to improve the usdcoin balance.
To be correct: It needed to buy the same # tokcoins.
In the PR, the key fix is when the trader exits the trading position in the case of not pred_up.
# we'd sold, so buy back the same # tokcoins as we sold# (do *not* buy back the same # usdcoins! Not the same thing!)target_tokcoin_amt_recd=tokcoin_amt_sendp=self.ppss.trader_ss.fee_percentusdcoin_amt_send=target_tokcoin_amt_recd* (1-p) *truepricetokcoin_amt_recd=self._buy(trueprice, usdcoin_amt_send)
Fixes#708. The key fix is when the trader exits the trading position in the case of `not pred_up`.
Related change made: removed Eth stuff from sim_engine. Why: this is _sim_ and doesn't deal with blockchain; the Eth stuff was hurting understandability, including my work to solve this ticket
The issue
Via #684, I just created a new plot:
2d scatterplot of (a) model's prob_up vs (b) trader profit.
An example plot is below. It's from running:
pdr sim ppss.yaml
The values with prob(up) > 0.5 make sense.
But for prob(up) < 0.5, they're all zero. Something's up.
Example plot
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