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cobb douglas / simplified / inverse simplified (better results across the board - esp w simplified impls)

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This commit is contained in:
Greg Hysen
2019-05-23 23:00:16 -07:00
parent f15693af1d
commit bcfabf18bc
4 changed files with 174 additions and 115 deletions
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123
contracts/staking/test/core_test.ts
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@@ -145,79 +145,18 @@ describe('Staking Core', () => {
expect(rootAsFloatingPoint).to.be.bignumber.equal(expectedResult);
});
it.skip('cobb douglas - basic computation', async() => {
const totalRewards = new BigNumber(50);
const ownerFees = new BigNumber(5);
const totalFees = new BigNumber(10);
const ownerStake = new BigNumber(5);
const totalStake = new BigNumber(10);
const alphaNumerator = new BigNumber(1);
const alphaDenominator = new BigNumber(2);
const expectedOwnerReward = totalRewards
.times(
(ownerFees.div(totalFees)).squareRoot()
).times(
(ownerStake.div(totalStake)).squareRoot()
).dividedToIntegerBy(1); // 25
const ownerReward = await stakingWrapper.cobbDouglas(
totalRewards,
ownerFees,
totalFees,
ownerStake,
totalStake,
alphaNumerator,
alphaDenominator
);
expect(ownerReward).to.be.bignumber.equal(expectedOwnerReward);
});
it.skip('cobb douglas - token computation', async() => {
const totalRewards = stakingWrapper.toBaseUnitAmount(50);
const ownerFees = stakingWrapper.toBaseUnitAmount(5);
const totalFees = stakingWrapper.toBaseUnitAmount(10);
const ownerStake = stakingWrapper.toBaseUnitAmount(5);
const totalStake = stakingWrapper.toBaseUnitAmount(10);
const alphaNumerator = new BigNumber(1);
const alphaDenominator = new BigNumber(2);
const expectedOwnerReward = totalRewards
.times(
(ownerFees.div(totalFees)).squareRoot()
).times(
(ownerStake.div(totalStake)).squareRoot()
).dividedToIntegerBy(1); // 25000000000000000000
const ownerReward = await stakingWrapper.cobbDouglas(
totalRewards,
ownerFees,
totalFees,
ownerStake,
totalStake,
alphaNumerator,
alphaDenominator
);
expect(ownerReward).to.be.bignumber.equal(expectedOwnerReward);
});
it.only('cobb douglas - complex token computation', async() => {
it('cobb douglas - approximate', async() => {
const totalRewards = stakingWrapper.toBaseUnitAmount(57.154398);
const ownerFees = stakingWrapper.toBaseUnitAmount(5.64375);
const totalFees = stakingWrapper.toBaseUnitAmount(29.00679);
const ownerStake = stakingWrapper.toBaseUnitAmount(56);
const totalStake = stakingWrapper.toBaseUnitAmount(10906);
const alphaNumerator = new BigNumber(1);
const alphaDenominator = new BigNumber(2);
const expectedOwnerReward = totalRewards
.times(
(ownerFees.div(totalFees)).squareRoot()
).times(
(ownerStake.div(totalStake)).squareRoot()
).dividedToIntegerBy(1); // 25000000000000000000*/
console.log(`EXPECTED - `, stakingWrapper.toFloatingPoint(expectedOwnerReward, 18));
const alphaNumerator = new BigNumber(3);
const alphaDenominator = new BigNumber(7);
// create expected output
// https://www.wolframalpha.com/input/?i=57.154398+*+(5.64375%2F29.00679)+%5E+(3%2F7)+*+(56+%2F+10906)+%5E+(1+-+3%2F7)
const expectedOwnerReward = new BigNumber(1.3934);
// run computation
const ownerReward = await stakingWrapper.cobbDouglas(
totalRewards,
ownerFees,
@@ -227,34 +166,58 @@ describe('Staking Core', () => {
alphaNumerator,
alphaDenominator
);
console.log(`ACTUAL - `, stakingWrapper.toFloatingPoint(ownerReward, 18));
//expect(ownerReward).to.be.bignumber.equal(expectedOwnerReward);
const ownerRewardFloatingPoint = stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(ownerReward, 18), 4);
// validation
expect(ownerRewardFloatingPoint).to.be.bignumber.equal(expectedOwnerReward);
});
it.only('cobb douglas - complex token computation #2', async() => {
it('cobb douglas - simplified (alpha = 1/x)', async() => {
// setup test parameters
const totalRewards = stakingWrapper.toBaseUnitAmount(57.154398);
const ownerFees = stakingWrapper.toBaseUnitAmount(5.64375);
const totalFees = stakingWrapper.toBaseUnitAmount(29.00679);
const ownerStake = stakingWrapper.toBaseUnitAmount(56);
const totalStake = stakingWrapper.toBaseUnitAmount(10906);
const alphaNumerator = new BigNumber(1);
const alphaDenominator = new BigNumber(3);
// create expected output
// https://www.wolframalpha.com/input/?i=57.154398+*+(5.64375%2F29.00679)+%5E+(1%2F3)+*+(56+%2F+10906)+%5E+(1+-+1%2F3)
console.log(`EXPECTED - 0.9857...`);
const ownerReward = await stakingWrapper.cobbDouglas(
const expectedOwnerReward = new BigNumber(0.98572107681878);
// run computation
const ownerReward = await stakingWrapper.cobbDouglasSimplified(
totalRewards,
ownerFees,
totalFees,
ownerStake,
totalStake,
alphaNumerator,
alphaDenominator
);
//console.log(ownerReward);
console.log(`ACTUAL - `, stakingWrapper.toFloatingPoint(ownerReward, 18));
//expect(ownerReward).to.be.bignumber.equal(expectedOwnerReward);
const ownerRewardFloatingPoint = stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(ownerReward, 18), 14);
// validation
expect(ownerRewardFloatingPoint).to.be.bignumber.equal(expectedOwnerReward);
});
it('cobb douglas - simplified inverse (1 - alpha = 1/x)', async() => {
const totalRewards = stakingWrapper.toBaseUnitAmount(57.154398);
const ownerFees = stakingWrapper.toBaseUnitAmount(5.64375);
const totalFees = stakingWrapper.toBaseUnitAmount(29.00679);
const ownerStake = stakingWrapper.toBaseUnitAmount(56);
const totalStake = stakingWrapper.toBaseUnitAmount(10906);
const inverseAlphaDenominator = new BigNumber(3);
// create expected output
// https://www.wolframalpha.com/input/?i=57.154398+*+(5.64375%2F29.00679)+%5E+(2%2F3)+*+(56+%2F+10906)+%5E+(1+-+2%2F3)
const expectedOwnerReward = new BigNumber(3.310822494188);
// run computation
const ownerReward = await stakingWrapper.cobbDouglasSimplifiedInverse(
totalRewards,
ownerFees,
totalFees,
ownerStake,
totalStake,
inverseAlphaDenominator
);
const ownerRewardFloatingPoint = stakingWrapper.trimFloat(stakingWrapper.toFloatingPoint(ownerReward, 18), 12);
// validation
expect(ownerRewardFloatingPoint).to.be.bignumber.equal(expectedOwnerReward);
});
});
});