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from aureon_baton_link import link_system as _baton_link; _baton_link(__name__)
import sys
import os
# Fix path to allow importing from current directory
sys.path.append(os.getcwd())
from adaptive_prime_profit_gate import AdaptivePrimeProfitGate, ExchangeFeeProfile
def verify_math():
print("=" * 60)
print("🧪 VERIFYING PROFIT GATE MATH")
print("=" * 60)
# 1. Setup Test Case
V = 100.0 # Trade Notional $100
G = 0.0 # Fixed cost (Gas)
P = 1.0 # Target Profit $1
# Fees
maker_fee = 0.001 # 0.1%
slippage = 0.0005 # 0.05%
spread = 0.0005 # 0.05%
# Total cost rate 'c'
c = maker_fee + slippage + spread # 0.002 (0.2%)
print(f"Parameters:")
print(f" Notional (V): ${V}")
print(f" Target Profit (P): ${P}")
print(f" Fixed Cost (G): ${G}")
print(f" Cost Rate (c): {c:.6f} (Fee {maker_fee} + Slip {slippage} + Spread {spread})")
# 2. Manual Calculation
# r = (V + G + P) / [V * (1-c)^2] - 1
numerator = V + G + P
denominator = V * ((1 - c) ** 2)
expected_r = (numerator / denominator) - 1
print("-" * 30)
print(f"MANUAL CALCULATION:")
print(f" Numerator (V+G+P): {numerator}")
print(f" Denominator (V*(1-c)^2): {denominator:.6f}")
print(f" Expected r: {expected_r:.8f}")
print(f" Expected Price Increase: {expected_r*100:.6f}%")
# 3. Code Execution
gate = AdaptivePrimeProfitGate()
# Verify calculated_required_r method
calculated_r = gate.calculate_required_r(
trade_value=V,
target_profit=P,
fee_rate=maker_fee,
slippage=slippage,
spread=spread,
fixed_costs=G
)
print("-" * 30)
print(f"CODE EXECUTION:")
print(f" Calculated r: {calculated_r:.8f}")
# 4. Compare
diff = abs(expected_r - calculated_r)
print("-" * 30)
if diff < 1e-9:
print("✅ MATCH: The code accurately implements the profit formula.")
else:
print(f"❌ MISMATCH: Diff is {diff}")
exit(1)
# 5. Sanity Check - Break Even
# If P=0, G=0
# r_be = V / [V * (1-c)^2] - 1 = 1/(1-c)^2 - 1
P_be = 0
expected_r_be = (1 / ((1-c)**2)) - 1
calc_r_be = gate.calculate_required_r(
trade_value=V,
target_profit=P_be,
fee_rate=maker_fee,
slippage=slippage,
spread=spread,
fixed_costs=G
)
print(f"Break-even check (P=0):")
print(f" Expected r_be: {expected_r_be:.8f}")
print(f" Calculated r_be: {calc_r_be:.8f}")
if abs(expected_r_be - calc_r_be) < 1e-9:
print("✅ BE MATCH")
else:
print("❌ BE MISMATCH")
exit(1)
if __name__ == "__main__":
verify_math()
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