tweak: get possibly working dmr function
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b13da70c38
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8f8ca02730
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@ -214,7 +214,12 @@ module Internals = {
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let increment = funds /. numDivisions
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let increment = funds /. numDivisions
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let arrayOfIncrements = Belt.Array.makeBy(numDivisionsInt, _ => increment)
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let arrayOfIncrements = Belt.Array.makeBy(numDivisionsInt, _ => increment)
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let findBiggestMarginalReturnsIndex = (_) => 0
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let findBiggestElementIndex = (xs) => E.A.reducei(xs, 0, (acc, newElement, index) => {
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switch(newElement > xs[acc]){
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| true => index
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| false => acc
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}
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})
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let initAccumulator: diminishingReturnsAccumulator = Ok({
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let initAccumulator: diminishingReturnsAccumulator = Ok({
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optimalAllocations: [0.0, 0.0],
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optimalAllocations: [0.0, 0.0],
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currentMarginalReturns: E.A.R.firstErrorOrOpen([
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currentMarginalReturns: E.A.R.firstErrorOrOpen([
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@ -228,20 +233,20 @@ module Internals = {
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) => {
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) => {
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switch(acc){
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switch(acc){
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| Ok(accInner) => {
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| Ok(accInner) => {
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let currentMarginalReturnsWrapped = accInner.currentMarginalReturns
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let oldMarginalReturnsWrapped = accInner.currentMarginalReturns
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let newAccWrapped = switch(currentMarginalReturnsWrapped){
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let newAccWrapped = switch(oldMarginalReturnsWrapped){
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| Ok(currentMarginalReturns) => {
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| Ok(oldMarginalReturns) => {
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let biggestMarginalReturnsIndex = findBiggestMarginalReturnsIndex(currentMarginalReturns)
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let indexOfBiggestDMR = findBiggestElementIndex(oldMarginalReturns)
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let newOptimalAllocations = Belt.Array.copy(accInner.optimalAllocations)
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let newOptimalAllocations = Belt.Array.copy(accInner.optimalAllocations)
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let newOptimalAllocationsi =
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let newOptimalAllocationsi =
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newOptimalAllocations[biggestMarginalReturnsIndex] +. newIncrement
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newOptimalAllocations[indexOfBiggestDMR] +. newIncrement
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newOptimalAllocations[biggestMarginalReturnsIndex] = newOptimalAllocationsi
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newOptimalAllocations[indexOfBiggestDMR] = newOptimalAllocationsi
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let lambdai = biggestMarginalReturnsIndex == 0 ? lambda1: lambda2 // to do: generalize
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let lambdai = indexOfBiggestDMR == 0 ? lambda1: lambda2 // to do: generalize
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let newMarginalResultsLambdai = applyFunctionAtFloatToFloatOption(lambdai, newOptimalAllocationsi)
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let newMarginalResultsLambdai = applyFunctionAtFloatToFloatOption(lambdai, newOptimalAllocationsi)
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let newCurrentMarginalReturns = switch(newMarginalResultsLambdai){
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let newCurrentMarginalReturns = switch(newMarginalResultsLambdai){
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| Ok(value) => {
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| Ok(value) => {
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let result = Belt.Array.copy(currentMarginalReturns)
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let result = Belt.Array.copy(oldMarginalReturns)
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result[biggestMarginalReturnsIndex] = value
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result[indexOfBiggestDMR] = value
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Ok(result)
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Ok(result)
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}
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}
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| Error(b) => Error(b)
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| Error(b) => Error(b)
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