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[Sim] Change 1d profit scatterplots to 2d #684

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trentmc opened this issue Feb 27, 2024 · 0 comments · Fixed by #705
Closed
2 tasks

[Sim] Change 1d profit scatterplots to 2d #684

trentmc opened this issue Feb 27, 2024 · 0 comments · Fixed by #705
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Type: Enhancement New feature or request

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trentmc commented Feb 27, 2024

The issue

When you run pdr sim, you get:

  1. 1d scatterplot representing the distribution of profit for predictoors
  2. "" for traders

(Among other plots.)

These are very useful. See example below

I'm very curious how profitability relates to the model's prob_up (which incorporates up/down and confidence).

TODOs

  • Replace plot (1) above with: 2d scatterplot of (a) model's prob_up vs (b) predictoor profit.
  • Replace plot (2) above with: 2d scatterplot of (a) model's prob_up vs (b) trader profit.

The plots

2 profit-distributions
@trentmc trentmc added the Type: Enhancement New feature or request label Feb 27, 2024
@trentmc trentmc self-assigned this Feb 27, 2024
trentmc added a commit that referenced this issue Mar 1, 2024
@trentmc
Fix #684: [Sim] Change 1d profit scatterplots to 2d
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This was referenced Mar 1, 2024
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trentmc added a commit that referenced this issue Mar 1, 2024
@trentmc
Fix #684: [Sim] Change 1d profit scatterplots to 2d (#705)
c9fc5c3 
Fixes #684. New scatterplots are:
- 2d scatterplot of (a) model's prob_up vs (b) predictoor profit.
- 2d scatterplot of (a) model's prob_up vs (b) trader profit.

Also:
- Fix [#707](#707) [Linter bug] Pylint failures in safe_fetch_ohlcv_dydx. Why here: it was causing my CI to fail, and easy to fix
- For [#547](#547) Eth/Weth currency_types: (a) Move tests from test_mathutil.py to new dedicated test module test_currency_types.py. (b) Add support for unary +/- operators (c) Add tests for math operators +, -, *, /, and unary +/-. Why here: because sim_engine uses it
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Fix #684: [Sim] Change 1d profit scatterplots to 2d oceanprotocol/pdr-backend
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