remove simulator
This commit is contained in:
mantikoros
parent
c0383bcf26
commit
085b9aeb2a
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@ -1,73 +0,0 @@
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type Bid = { yesBid: number; noBid: number }
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// An entry has a yes/no for bid, weight, payout, return. Also a current probability
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export type Entry = {
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yesBid: number
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noBid: number
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yesWeight: number
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noWeight: number
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yesPayout: number
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noPayout: number
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yesReturn: number
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noReturn: number
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prob: number
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}
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function makeWeights(bids: Bid[]) {
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const weights = []
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let yesPot = 0
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let noPot = 0
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// First pass: calculate all the weights
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for (const { yesBid, noBid } of bids) {
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const yesWeight =
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yesBid +
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(yesBid * Math.pow(noPot, 2)) /
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(Math.pow(yesPot, 2) + yesBid * yesPot) || 0
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const noWeight =
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noBid +
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(noBid * Math.pow(yesPot, 2)) / (Math.pow(noPot, 2) + noBid * noPot) ||
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0
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// Note: Need to calculate weights BEFORE updating pot
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yesPot += yesBid
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noPot += noBid
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const prob =
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Math.pow(yesPot, 2) / (Math.pow(yesPot, 2) + Math.pow(noPot, 2))
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weights.push({
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yesBid,
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noBid,
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yesWeight,
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noWeight,
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prob,
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})
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}
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return weights
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}
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export function makeEntries(bids: Bid[]): Entry[] {
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const YES_SEED = bids[0].yesBid
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const NO_SEED = bids[0].noBid
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const weights = makeWeights(bids)
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const yesPot = weights.reduce((sum, { yesBid }) => sum + yesBid, 0)
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const noPot = weights.reduce((sum, { noBid }) => sum + noBid, 0)
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const yesWeightsSum = weights.reduce((sum, entry) => sum + entry.yesWeight, 0)
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const noWeightsSum = weights.reduce((sum, entry) => sum + entry.noWeight, 0)
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const potSize = yesPot + noPot - YES_SEED - NO_SEED
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// Second pass: calculate all the payouts
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const entries: Entry[] = []
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for (const weight of weights) {
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const { yesBid, noBid, yesWeight, noWeight } = weight
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const yesPayout = (yesWeight / yesWeightsSum) * potSize
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const noPayout = (noWeight / noWeightsSum) * potSize
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const yesReturn = (yesPayout - yesBid) / yesBid
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const noReturn = (noPayout - noBid) / noBid
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entries.push({ ...weight, yesPayout, noPayout, yesReturn, noReturn })
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}
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return entries
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}
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@ -1,58 +0,0 @@
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const data = `1,9
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8,
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,1
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1,
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,1
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1,
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,5
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5,
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,5
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5,
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,1
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1,
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100,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,
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,10
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10,`
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// Parse data into Yes/No orders
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// E.g. `8,\n,1\n1,` =>
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// [{yesBid: 8, noBid: 0}, {yesBid: 0, noBid: 1}, {yesBid: 1, noBid: 0}]
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export const bids = data.split('\n').map((line) => {
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const [yesBid, noBid] = line.split(',')
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return {
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yesBid: parseInt(yesBid || '0'),
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noBid: parseInt(noBid || '0'),
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}
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})
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@ -1,332 +0,0 @@
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import React, { useMemo, useState } from 'react'
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import { DatumValue } from '@nivo/core'
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import { ResponsiveLine } from '@nivo/line'
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import { Entry, makeEntries } from 'web/lib/simulator/entries'
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import { Col } from 'web/components/layout/col'
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function TableBody(props: { entries: Entry[] }) {
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return (
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<tbody>
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{props.entries.map((entry, i) => (
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<tr key={i}>
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<th>{props.entries.length - i}</th>
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<TableRowStart entry={entry} />
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<TableRowEnd entry={entry} />
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</tr>
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))}
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</tbody>
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)
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}
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function TableRowStart(props: { entry: Entry }) {
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const { entry } = props
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if (entry.yesBid && entry.noBid) {
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return (
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<>
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<td>
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<div className="badge">ANTE</div>
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</td>
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<td>
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${entry.yesBid} / ${entry.noBid}
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</td>
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</>
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)
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} else if (entry.yesBid) {
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return (
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<>
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<td>
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<div className="badge badge-success">YES</div>
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</td>
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<td>${entry.yesBid}</td>
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</>
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)
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} else {
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return (
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<>
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<td>
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<div className="badge badge-error">NO</div>
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</td>
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<td>${entry.noBid}</td>
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</>
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)
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}
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}
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function TableRowEnd(props: { entry: Entry | null; isNew?: boolean }) {
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const { entry } = props
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if (!entry) {
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return (
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<>
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<td>0</td>
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<td>0</td>
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{!props.isNew && (
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<>
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<td>N/A</td>
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<td>N/A</td>
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</>
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)}
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</>
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)
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} else if (entry.yesBid && entry.noBid) {
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return (
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<>
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<td>{(entry.prob * 100).toFixed(1)}%</td>
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<td>N/A</td>
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{!props.isNew && (
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<>
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<td>N/A</td>
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<td>N/A</td>
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</>
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)}
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</>
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)
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} else if (entry.yesBid) {
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return (
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<>
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<td>{(entry.prob * 100).toFixed(1)}%</td>
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<td>${entry.yesWeight.toFixed(0)}</td>
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{!props.isNew && (
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<>
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<td>${entry.yesPayout.toFixed(0)}</td>
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<td>{(entry.yesReturn * 100).toFixed(0)}%</td>
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</>
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)}
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</>
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)
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} else {
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return (
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<>
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<td>{(entry.prob * 100).toFixed(1)}%</td>
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<td>${entry.noWeight.toFixed(0)}</td>
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{!props.isNew && (
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<>
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<td>${entry.noPayout.toFixed(0)}</td>
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<td>{(entry.noReturn * 100).toFixed(0)}%</td>
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</>
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)}
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</>
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)
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}
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}
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type Bid = { yesBid: number; noBid: number }
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function NewBidTable(props: {
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steps: number
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bids: Array<Bid>
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setSteps: (steps: number) => void
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setBids: (bids: Array<Bid>) => void
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}) {
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const { steps, bids, setSteps, setBids } = props
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// Prepare for new bids
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const [newBid, setNewBid] = useState(0)
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const [newBidType, setNewBidType] = useState('YES')
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function makeBid(type: string, bid: number) {
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return {
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yesBid: type == 'YES' ? bid : 0,
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noBid: type == 'YES' ? 0 : bid,
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}
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}
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function submitBid() {
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if (newBid <= 0) return
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const bid = makeBid(newBidType, newBid)
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bids.splice(steps, 0, bid)
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setBids(bids)
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setSteps(steps + 1)
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setNewBid(0)
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}
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function toggleBidType() {
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setNewBidType(newBidType === 'YES' ? 'NO' : 'YES')
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}
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const nextBid = makeBid(newBidType, newBid)
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const fakeBids = [...bids.slice(0, steps), nextBid]
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const entries = makeEntries(fakeBids)
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const nextEntry = entries[entries.length - 1]
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function randomBid() {
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const bidType = Math.random() < 0.5 ? 'YES' : 'NO'
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// const p = bidType === 'YES' ? nextEntry.prob : 1 - nextEntry.prob
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const amount = Math.floor(Math.random() * 300) + 1
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const bid = makeBid(bidType, amount)
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bids.splice(steps, 0, bid)
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setBids(bids)
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setSteps(steps + 1)
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setNewBid(0)
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}
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return (
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<>
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<table className="table-compact my-8 table w-full text-center">
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<thead>
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<tr>
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<th>Order #</th>
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<th>Type</th>
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<th>Bet</th>
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<th>Prob</th>
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<th>Est Payout</th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<th>{steps + 1}</th>
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<td>
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<div
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className={
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`badge hover:cursor-pointer ` +
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(newBidType == 'YES' ? 'badge-success' : 'badge-ghost')
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}
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onClick={toggleBidType}
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>
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YES
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</div>
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<br />
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<div
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className={
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`badge hover:cursor-pointer ` +
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(newBidType == 'NO' ? 'badge-error' : 'badge-ghost')
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}
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onClick={toggleBidType}
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>
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NO
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</div>
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</td>
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<td>
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{/* Note: Would love to make this input smaller... */}
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<input
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type="number"
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placeholder="0"
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className="input input-bordered max-w-[100px]"
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value={newBid.toString()}
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onChange={(e) => setNewBid(parseInt(e.target.value) || 0)}
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onKeyUp={(e) => {
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if (e.key === 'Enter') {
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submitBid()
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}
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}}
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onFocus={(e) => e.target.select()}
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/>
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</td>
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<TableRowEnd entry={nextEntry} isNew />
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<button
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className="btn btn-primary mt-2"
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onClick={() => submitBid()}
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disabled={newBid <= 0}
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>
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Submit
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</button>
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</tr>
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</tbody>
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</table>
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<button className="btn btn-secondary mb-4" onClick={randomBid}>
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Random bet!
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</button>
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</>
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)
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}
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// Show a hello world React page
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export default function Simulator() {
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const [steps, setSteps] = useState(1)
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const [bids, setBids] = useState([{ yesBid: 100, noBid: 100 }])
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const entries = useMemo(
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() => makeEntries(bids.slice(0, steps)),
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[bids, steps]
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)
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const reversedEntries = [...entries].reverse()
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const probs = entries.map((entry) => entry.prob)
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const points = probs.map((prob, i) => ({ x: i + 1, y: prob * 100 }))
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const data = [{ id: 'Yes', data: points, color: '#11b981' }]
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const tickValues = [0, 25, 50, 75, 100]
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return (
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<Col>
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<div className="mx-auto mt-8 grid w-full grid-cols-1 gap-4 p-2 text-center xl:grid-cols-2">
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{/* Left column */}
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<div>
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<h1 className="mb-8 text-2xl font-bold">
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Dynamic Parimutuel Market Simulator
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</h1>
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<NewBidTable {...{ steps, bids, setSteps, setBids }} />
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{/* History of bids */}
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<div className="overflow-x-auto">
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<table className="table w-full text-center">
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<thead>
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<tr>
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<th>Order #</th>
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<th>Type</th>
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<th>Bet</th>
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<th>Prob</th>
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<th>Est Payout</th>
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<th>Payout</th>
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<th>Return</th>
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</tr>
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</thead>
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<TableBody entries={reversedEntries} />
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</table>
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</div>
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</div>
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{/* Right column */}
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<Col>
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<h1 className="mb-8 text-2xl font-bold">
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Probability of
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<div className="badge badge-success w-18 ml-3 h-8 text-2xl">
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YES
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</div>
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</h1>
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<div className="mb-10 h-[500px] w-full">
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<ResponsiveLine
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data={data}
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yScale={{ min: 0, max: 100, type: 'linear' }}
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yFormat={formatPercent}
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gridYValues={tickValues}
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axisLeft={{
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tickValues,
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format: formatPercent,
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}}
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enableGridX={false}
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colors={{ datum: 'color' }}
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pointSize={8}
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pointBorderWidth={1}
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pointBorderColor="#fff"
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enableSlices="x"
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enableArea
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margin={{ top: 20, right: 10, bottom: 20, left: 40 }}
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/>
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</div>
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{/* Range slider that sets the current step */}
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<label>Orders # 1 - {steps}</label>
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<input
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type="range"
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className="range"
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min="1"
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max={bids.length}
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value={steps}
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onChange={(e) => setSteps(parseInt(e.target.value))}
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/>
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</Col>
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</div>
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</Col>
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)
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}
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function formatPercent(y: DatumValue) {
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return `${Math.round(+y.toString())}%`
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}
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