from argparse import ArgumentParser from core.lottery import DarkfiTable from core.utils import * from core.darkie import Darkie from tqdm import tqdm import os from core.strategy import random_strategy AVG_LEN = 10 KP_STEP=0.0001 KP_SEARCH=-0.047919999999999366 KI_STEP=0.0001 KI_SEARCH=-0.00055 RUNNING_TIME=1000 NODES = 1000 SHIFTING = 0.05 highest_apr = 0.05 highest_acc = 0.2 highest_cc_acc = 0.01 highest_staked = 0.3 lowest_apr2target_diff = 1 KP='kp' KI='ki' KP_RANGE_MULTIPLIER = 1.1 KI_RANGE_MULTIPLIER = 1.1 highest_gain = (KP_SEARCH, KI_SEARCH) parser = ArgumentParser() parser.add_argument('-p', '--high-precision', action='store_false', default=False) parser.add_argument('-r', '--randomizenodes', action='store_true', default=True) parser.add_argument('-t', '--rand-running-time', action='store_true', default=True) parser.add_argument('-d', '--debug', action='store_false') args = parser.parse_args() high_precision = args.high_precision randomize_nodes = args.randomizenodes rand_running_time = args.rand_running_time debug = args.debug def experiment(controller_type=CONTROLLER_TYPE_DISCRETE, fkp=0, fki=0, distribution=[], hp=True): dt = DarkfiTable(ERC20DRK, RUNNING_TIME, controller_type, kp=-0.010399999999938556, ki=-0.0365999996461878, kd=0.03840000000000491, r_kp=-0.719, r_ki=1.6, r_kd=0.1, fee_kp=fkp, fee_ki=fki) RND_NODES = random.randint(5, NODES) if randomize_nodes else NODES for idx in range(0,RND_NODES): darkie = Darkie(distribution[idx], strategy=random_strategy(EPOCH_LENGTH)) dt.add_darkie(darkie) acc, cc_acc, apy, reward, stake_ratio, apr = dt.background(rand_running_time, hp) return acc, cc_acc, apy, reward, stake_ratio, apr def multi_trial_exp(kp, ki, distribution = [], hp=True): global highest_apr global highest_cc_acc global highest_acc global highest_staked global highest_gain global lowest_apr2target_diff new_record=False accs = [] aprs = [] rewards = [] stakes_ratios = [] aprs = [] cc_accs = [] for i in range(0, AVG_LEN): acc, cc_acc, apy, reward, stake_ratio, apr = experiment(CONTROLLER_TYPE_DISCRETE, fkp=kp, fki=ki, distribution=distribution, hp=hp) accs += [acc] cc_accs += [cc_acc] rewards += [reward] aprs += [apr] stakes_ratios += [stake_ratio] avg_acc = float(sum(accs))/AVG_LEN avg_cc_acc = float(sum(cc_accs))/AVG_LEN if len(cc_accs) else 0 avg_reward = float(sum(rewards))/AVG_LEN avg_staked = float(sum(stakes_ratios))/AVG_LEN avg_apr = float(sum(aprs))/AVG_LEN buff = 'avg(acc): {}, avg(cc_acc): {}, avg(apr): {},avg(reward): {}, avg(stake ratio): {}, kp: {}, ki:{}, '.format(avg_acc, avg_cc_acc, avg_apr, avg_reward, avg_staked, kp, ki) print('avg_cc_acc: {}'.format(avg_cc_acc)) if avg_cc_acc > highest_cc_acc: #if avg_apr > 0: gain = (kp, ki) acc_gain = (avg_apr, gain) apr2target_diff = math.fabs(avg_apr - float(TARGET_APR)) #if avg_acc > highest_acc and apr2target_diff < 0.08: #if avg_cc_acc > highest_cc_acc: new_record = True highest_apr = avg_apr highest_acc = avg_acc highest_cc_acc = avg_cc_acc highest_staked = avg_staked highest_gain = (kp, ki) lowest_apr2target_diff = apr2target_diff with open('log'+os.sep+"highest_gain.txt", 'w') as f: f.write(buff) return buff, new_record def crawler(crawl, range_multiplier, step=0.1): start = None if crawl==KP: start = highest_gain[0] elif crawl==KI: start = highest_gain[1] range_start = (start*range_multiplier if start <=0 else -1*start) range_end = (-1*start if start<=0 else range_multiplier*start) # if number of steps under 10 step resize the step to 50 while (range_end-range_start)/step < 10: range_start -= SHIFTING range_end += SHIFTING step /= 10 while True: try: crawl_range = np.arange(range_start, range_end, step) break except Exception as e: print('start: {}, end: {}, step: {}, exp: {}'.format(range_start, rang_end, step, e)) step*=10 np.random.shuffle(crawl_range) crawl_range = tqdm(crawl_range) mu = ERC20DRK/NODES distribution = [random.gauss(mu, mu/10) for i in range(NODES)] for i in crawl_range: kp = i if crawl==KP else highest_gain[0] ki = i if crawl==KI else highest_gain[1] buff, new_record = multi_trial_exp(kp, ki, distribution, hp=high_precision) crawl_range.set_description('highest:{} / {}'.format(highest_cc_acc, buff)) if new_record: break while True: prev_highest_gain = highest_gain # kp crawl crawler(KP, KP_RANGE_MULTIPLIER, KP_STEP) if highest_gain[0] == prev_highest_gain[0]: KP_RANGE_MULTIPLIER+=1 KP_STEP/=10 else: start = highest_gain[0] range_start = (start*KP_RANGE_MULTIPLIER if start <=0 else -1*start) - SHIFTING range_end = (-1*start if start<=0 else KP_RANGE_MULTIPLIER*start) + SHIFTING while (range_end - range_start)/KP_STEP >500: #if KP_STEP < 0.1: KP_STEP*=2 KP_RANGE_MULTIPLIER-=1 #TODO (res) shouldn't the range also shrink? # not always true. # how to distinguish between thrinking range, and large step? # good strategy is step shoudn't > 0.1 # range also should be > 0.8 # what about range multiplier? # ki crawl crawler(KI, KI_RANGE_MULTIPLIER, KI_STEP) if highest_gain[1] == prev_highest_gain[1]: KI_RANGE_MULTIPLIER+=1 KI_STEP/=10 else: start = highest_gain[1] range_start = (start*KI_RANGE_MULTIPLIER if start <=0 else -1*start) - SHIFTING range_end = (-1*start if start<=0 else KI_RANGE_MULTIPLIER*start) + SHIFTING while (range_end - range_start)/KI_STEP >500: #print('range_end: {}, range_start: {}, ki_step: {}'.format(range_end, range_start, KI_STEP)) #if KP_STEP < 1: KI_STEP*=2 KI_RANGE_MULTIPLIER-=1