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("๐Ÿงช 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("โœ… MATCH: The code accurately implements the profit formula.") else: print(f"โŒ 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("โœ… BE MATCH") else: print("โŒ BE MISMATCH") exit(1) if __name__ == "__main__": verify_math()