feat: make drift term available #701

Jiajia-Cui · 2024-08-30T12:21:46Z

cdummett

Can we pass this field through into the price process generator in this PR as well please.

At the moment this gives the illusion varying drift will modify the underlying OU price process but actually it will still be defaulting to zero.

vega_sim/scenario/amm/registry.py

vega_query/visualisations/overlay.py

feat: make drift term available

4691e71

Jiajia-Cui requested a review from a team as a code owner August 30, 2024 12:21

cdummett requested changes Aug 30, 2024

View reviewed changes

vega_sim/scenario/amm/registry.py Outdated Show resolved Hide resolved

Jiajia-Cui and others added 3 commits August 30, 2024 15:03

feat: address comments

8229a58

feat: add more asset to risky_trader

6113b41

feat: tweaks for consistent AMM runs

5399890

cdummett force-pushed the drift-term branch from 683f895 to 5399890 Compare September 3, 2024 11:41

Jiajia-Cui added 3 commits September 4, 2024 12:53

feat: add cumulated trade volume plot

6409872

feat: reverse trade order

e59f9cf

chore: tidy up

85643fd

cdummett requested changes Sep 4, 2024

View reviewed changes

Jiajia-Cui and others added 2 commits September 5, 2024 10:52

feat: address comments from Charlie

4c39230

chore: run linter

ac4ade3

Jiajia-Cui requested a review from cdummett September 5, 2024 14:52

cdummett approved these changes Sep 5, 2024

View reviewed changes

Jiajia-Cui merged commit cde315a into develop Sep 5, 2024
7 checks passed

Provide feedback