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Match up calculations to the spreadsheet

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This commit is contained in:
Austin Chen 2021-11-30 18:19:15 -08:00
parent 14402118bf
commit dff7cf39c4
2 changed files with 29 additions and 13 deletions
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39
market-simulator/src/components/Simulator.vue
View File

@ -21,8 +21,8 @@
<td>{{ entry.yesWeight || '' }}</td> <td>{{ entry.yesWeight || '' }}</td>
<td>{{ entry.noWeight || '' }}</td> <td>{{ entry.noWeight || '' }}</td>
<td>{{ entry.prob }}</td> <td>{{ entry.prob }}</td>
<td>{{ entry.yesPayout }}</td> <td>{{ entry.yesPayout.value.toFixed(2) }}</td>
<td>{{ entry.noPayout }}</td> <td>{{ entry.noPayout.value.toFixed(2) }}</td>
</tr> </tr>
</tbody> </tbody>
</table> </table>
@ -31,14 +31,22 @@
<script setup lang="ts"> <script setup lang="ts">
import { bids } from './orders' import { bids } from './orders'
import { ref, computed } from '@vue/reactivity'
const entries = [] as any const entries = [] as any
// Constants
const YES_SEED = 1 const YES_SEED = 1
const NO_SEED = 9 const NO_SEED = 9
// Regular variables
let yesPot = 0 let yesPot = 0
let noPot = 0 let noPot = 0
let yesWeightSum = 0 // Reactive variables
let noWeightSum = 0 const yesPotRef = ref(0)
const noPotRef = ref(0)
const yesWeightsRef = ref(0)
const noWeightsRef = ref(0)
// Calculations:
for (const bid of bids) { for (const bid of bids) {
const { yesBid, noBid } = bid const { yesBid, noBid } = bid
const yesWeight = noPot * (Math.log(yesBid + yesPot) - Math.log(yesPot)) || 0 const yesWeight = noPot * (Math.log(yesBid + yesPot) - Math.log(yesPot)) || 0
@ -51,12 +59,15 @@ for (const bid of bids) {
// Payout: You get your initial bid back, as well as your share of the // Payout: You get your initial bid back, as well as your share of the
// (noPot - seed) according to your yesWeight // (noPot - seed) according to your yesWeight
yesWeightSum += yesWeight yesWeightsRef.value += yesWeight
noWeightSum += noWeight noWeightsRef.value += noWeight
// This only represents the payout if the market were to close immediately. const yesPayout = computed(
// TODO: use refs to reactively update the payout () =>
const yesPayout = yesBid + (yesWeight / yesWeightSum) * (noPot - NO_SEED) yesBid + (yesWeight / yesWeightsRef.value) * (noPotRef.value - NO_SEED)
const noPayout = noBid + (noWeight / noWeightSum) * (yesPot - YES_SEED) )
const noPayout = computed(
() => noBid + (noWeight / noWeightsRef.value) * (yesPotRef.value - YES_SEED)
)
entries.push({ entries.push({
yesBid, yesBid,
@ -65,8 +76,12 @@ for (const bid of bids) {
yesWeight: yesWeight.toFixed(2), yesWeight: yesWeight.toFixed(2),
noWeight: noWeight.toFixed(2), noWeight: noWeight.toFixed(2),
prob: prob.toFixed(2), prob: prob.toFixed(2),
yesPayout: yesPayout.toFixed(2), // These are reactive, so fix decimal places in HTML template
noPayout: noPayout.toFixed(2), yesPayout,
noPayout,
}) })
} }
yesPotRef.value = yesPot
noPotRef.value = noPot
</script> </script>

3
market-simulator/src/components/orders.ts
View File

@ -43,7 +43,8 @@ const data = `1,9
10, 10,
,10 ,10
10, 10,
,10` ,10
10,`
// Parse data into Yes/No orders // Parse data into Yes/No orders
// E.g. `8,\n,1\n1,` => // E.g. `8,\n,1\n1,` =>