From b04134c9c5f34da5a7050012d0a8c44540e6a777 Mon Sep 17 00:00:00 2001
From: Austin Chen <akrolsmir@gmail.com>
Date: Wed, 1 Dec 2021 02:24:03 -0800
Subject: [PATCH] Switch to a functional implementation

Pros: More extensible
Cons: Slower than the reactive version
---
 market-simulator/src/components/Simulator.vue | 78 ++++---------------
 market-simulator/src/components/entries.ts    | 60 ++++++++++++++
 .../components/{orders.ts => sample-bids.ts}  |  0
 3 files changed, 73 insertions(+), 65 deletions(-)
 create mode 100644 market-simulator/src/components/entries.ts
 rename market-simulator/src/components/{orders.ts => sample-bids.ts} (100%)

diff --git a/market-simulator/src/components/Simulator.vue b/market-simulator/src/components/Simulator.vue
index 63ae8783..20d1e3df 100644
--- a/market-simulator/src/components/Simulator.vue
+++ b/market-simulator/src/components/Simulator.vue
@@ -6,7 +6,7 @@
       type="range"
       v-model.number="steps"
       min="1"
-      :max="allEntries.length"
+      :max="bids.length"
     />
     <!-- Two-column layout (on large screen sizes) -->
     <div class="grid grid-cols-1 lg:grid-cols-2">
@@ -21,9 +21,9 @@
               <th>Type</th>
               <th>Bid</th>
               <th>Weight</th>
-              <th>Implied Probability</th>
+              <th>Probability</th>
               <th>Payout</th>
-              <th>Return on win</th>
+              <th>Return</th>
             </tr>
           </thead>
           <tbody>
@@ -34,16 +34,16 @@
                 <td>{{ entry.yesBid }}</td>
                 <td>{{ entry.yesWeight.toFixed(2) }}</td>
                 <td>{{ entry.prob.toFixed(2) }}</td>
-                <td>{{ entry.yesPayout.value.toFixed(2) }}</td>
-                <td>{{ (entry.yesReturn.value * 100).toFixed(2) }}%</td>
+                <td>{{ entry.yesPayout.toFixed(2) }}</td>
+                <td>{{ (entry.yesReturn * 100).toFixed(2) }}%</td>
               </template>
               <template v-else>
                 <td><div class="badge badge-error">NO</div></td>
                 <td>{{ entry.noBid }}</td>
                 <td>{{ entry.noWeight.toFixed(2) }}</td>
                 <td>{{ entry.prob.toFixed(2) }}</td>
-                <td>{{ entry.noPayout.value.toFixed(2) }}</td>
-                <td>{{ (entry.noReturn.value * 100).toFixed(2) }}%</td>
+                <td>{{ entry.noPayout.toFixed(2) }}</td>
+                <td>{{ (entry.noReturn * 100).toFixed(2) }}%</td>
               </template>
             </tr>
           </tbody>
@@ -55,71 +55,19 @@
 
 <script setup lang="ts">
 import Chart from 'chart.js/auto'
-import { bids } from './orders'
+import { bids } from './sample-bids'
+import { makeEntries } from './entries'
 import { ref, computed } from '@vue/reactivity'
 import { onMounted, watch } from '@vue/runtime-core'
 
-const allEntries = [] as any
-// Constants. TODO: Pull these from the orders instead of hardcoding.
-const YES_SEED = 1
-const NO_SEED = 9
-// Regular variables
-let yesPot = 0
-let noPot = 0
+// Need this import so script setup will export 'bids' lol
+const BIDS_LENGTH = bids.length
+
 // UI parameters
 const steps = ref(10)
 
 // Computed variables: stop the simulation at the appropriate number of steps
-const entries = computed(() => allEntries.slice(0, steps.value))
-const yesPotC = computed(() =>
-  entries.value.reduce((acc, entry) => acc + entry.yesBid, 0)
-)
-const noPotC = computed(() =>
-  entries.value.reduce((acc, entry) => acc + entry.noBid, 0)
-)
-const yesWeightsC = computed(() =>
-  entries.value.reduce((acc, entry) => acc + entry.yesWeight, 0)
-)
-const noWeightsC = computed(() =>
-  entries.value.reduce((acc, entry) => acc + entry.noWeight, 0)
-)
-
-// Calculations:
-for (const bid of bids) {
-  const { yesBid, noBid } = bid
-  const yesWeight = noPot * (Math.log(yesBid + yesPot) - Math.log(yesPot)) || 0
-  const noWeight = yesPot * (Math.log(noBid + noPot) - Math.log(noPot)) || 0
-
-  // Note: Need to calculate weights BEFORE updating pot
-  yesPot += yesBid
-  noPot += noBid
-  const prob = yesPot / (yesPot + noPot)
-
-  // Payout: You get your initial bid back, as well as your share of the
-  // (noPot - seed) according to your yesWeight
-  const yesPayout = computed(
-    () => yesBid + (yesWeight / yesWeightsC.value) * (noPotC.value - NO_SEED)
-  )
-  const noPayout = computed(
-    () => noBid + (noWeight / noWeightsC.value) * (yesPotC.value - YES_SEED)
-  )
-
-  const yesReturn = computed(() => (yesPayout.value - yesBid) / yesBid)
-  const noReturn = computed(() => (noPayout.value - noBid) / noBid)
-
-  allEntries.push({
-    yesBid,
-    noBid,
-    // Show two decimal places
-    yesWeight,
-    noWeight,
-    prob,
-    yesPayout,
-    noPayout,
-    yesReturn,
-    noReturn,
-  })
-}
+const entries = computed(() => makeEntries(bids.slice(0, steps.value)))
 
 // Graph the probabilities over time
 const probs = computed(() => entries.value.map((entry) => entry.prob))
diff --git a/market-simulator/src/components/entries.ts b/market-simulator/src/components/entries.ts
new file mode 100644
index 00000000..dc907fe6
--- /dev/null
+++ b/market-simulator/src/components/entries.ts
@@ -0,0 +1,60 @@
+type Bid = { yesBid: number; noBid: number }
+
+// An entry has a yes/no for bid, weight, payout, return. Also a current probability
+type Entry = {
+  yesBid: number
+  noBid: number
+  yesWeight: number
+  noWeight: number
+  yesPayout: number
+  noPayout: number
+  yesReturn: number
+  noReturn: number
+  prob: number
+}
+
+export function makeEntries(bids: Bid[]): Entry[] {
+  const entries: Entry[] = []
+  let yesPot = 0
+  let noPot = 0
+  // First pass: calculate all the weights
+  for (const { yesBid, noBid } of bids) {
+    const yesWeight =
+      noPot * (Math.log(yesBid + yesPot) - Math.log(yesPot)) || 0
+    const noWeight = yesPot * (Math.log(noBid + noPot) - Math.log(noPot)) || 0
+
+    // Note: Need to calculate weights BEFORE updating pot
+    yesPot += yesBid
+    noPot += noBid
+    const prob = yesPot / (yesPot + noPot)
+
+    entries.push({
+      yesBid,
+      noBid,
+      yesWeight,
+      noWeight,
+      prob,
+      // To be filled in below
+      yesPayout: 0,
+      noPayout: 0,
+      yesReturn: 0,
+      noReturn: 0,
+    })
+  }
+
+  const YES_SEED = bids[0].yesBid
+  const NO_SEED = bids[0].noBid
+  const yesWeightsSum = entries.reduce((sum, entry) => sum + entry.yesWeight, 0)
+  const noWeightsSum = entries.reduce((sum, entry) => sum + entry.noWeight, 0)
+  // Second pass: calculate all the payouts
+  for (const entry of entries) {
+    const { yesBid, noBid, yesWeight, noWeight } = entry
+    // Payout: You get your initial bid back, as well as your share of the
+    // (noPot - seed) according to your yesWeight
+    entry.yesPayout = yesBid + (yesWeight / yesWeightsSum) * (noPot - NO_SEED)
+    entry.noPayout = noBid + (noWeight / noWeightsSum) * (yesPot - YES_SEED)
+    entry.yesReturn = (entry.yesPayout - yesBid) / yesBid
+    entry.noReturn = (entry.noPayout - noBid) / noBid
+  }
+  return entries
+}
diff --git a/market-simulator/src/components/orders.ts b/market-simulator/src/components/sample-bids.ts
similarity index 100%
rename from market-simulator/src/components/orders.ts
rename to market-simulator/src/components/sample-bids.ts