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model-mul.py
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model-mul.py
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from libsimulate import get_loss_rate
if __name__ == '__main__':
import numpy as np
range_size = 0.039999
T = 600
measure = 'xtopmax2'
fee = 0.002
muls = np.linspace(0, 1.99, 20)
losses = []
for mul in muls:
mul = float(mul)
losses.append(get_loss_rate(range_size, fee, Texp=T, measure=measure, min_loan_duration=1, max_loan_duration=1,
samples=20_000, n_top_samples=20,
other={'dynamic_fee_multiplier': mul, 'use_po_fee': 1, 'po_fee_delay': 1}))
print(mul, losses[-1])
try:
import sys
if 'PyPy' not in sys.version:
import matplotlib
matplotlib.use('Qt5Agg')
import pylab
pylab.semilogy(muls, losses)
pylab.xlabel('Mul')
pylab.ylabel('Loss')
pylab.show()
except ImportError:
pass