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Data logging, transforming, and analyzing #5

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Alexangelj opened this issue Sep 18, 2023 · 0 comments · Fixed by #42

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data / analysis

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Alexangelj commented Sep 18, 2023

What data we want to end up with:

Track performance of spot assets vs. LP portfolio value performance
Total balances & weights of the pool over time
Realized volatility of the pool vs. assets volatilities
Net arbitrage profits (lp portfolio value changes, if arbirtageur profits its positive, if LP profits its negative, can be graphed on bar chart).

Notes:

Pipeline will be rust -> csv -> python
Make a new directory for "box-analysis", holds the python code for processing the data
All data generated in sim is exported to csv in ./output

Alexangelj added the data / analysis label

Alexangelj assigned kinrezC

Autoparallel mentioned this issue

testing out analysis #42

Merged

Alexangelj closed this as completed in #42

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