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tweak: get possibly working dmr function

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This commit is contained in:
NunoSempere 2022-09-05 15:58:08 +02:00
parent b13da70c38
commit 8f8ca02730
1 changed files with 15 additions and 10 deletions
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25
packages/squiggle-lang/src/rescript/FunctionRegistry/Library/FR_Danger.res
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@ -214,7 +214,12 @@ module Internals = {
let increment = funds /. numDivisions
let arrayOfIncrements = Belt.Array.makeBy(numDivisionsInt, _ => increment)
let findBiggestMarginalReturnsIndex = (_) => 0
let findBiggestElementIndex = (xs) => E.A.reducei(xs, 0, (acc, newElement, index) => {
switch(newElement > xs[acc]){
| true => index
| false => acc
}
})
let initAccumulator: diminishingReturnsAccumulator = Ok({
optimalAllocations: [0.0, 0.0],
currentMarginalReturns: E.A.R.firstErrorOrOpen([
@ -228,20 +233,20 @@ module Internals = {
) => {
switch(acc){
| Ok(accInner) => {
let currentMarginalReturnsWrapped = accInner.currentMarginalReturns
let newAccWrapped = switch(currentMarginalReturnsWrapped){
| Ok(currentMarginalReturns) => {
let biggestMarginalReturnsIndex = findBiggestMarginalReturnsIndex(currentMarginalReturns)
let oldMarginalReturnsWrapped = accInner.currentMarginalReturns
let newAccWrapped = switch(oldMarginalReturnsWrapped){
| Ok(oldMarginalReturns) => {
let indexOfBiggestDMR = findBiggestElementIndex(oldMarginalReturns)
let newOptimalAllocations = Belt.Array.copy(accInner.optimalAllocations)
let newOptimalAllocationsi =
newOptimalAllocations[biggestMarginalReturnsIndex] +. newIncrement
newOptimalAllocations[biggestMarginalReturnsIndex] = newOptimalAllocationsi
let lambdai = biggestMarginalReturnsIndex == 0 ? lambda1: lambda2 // to do: generalize
newOptimalAllocations[indexOfBiggestDMR] +. newIncrement
newOptimalAllocations[indexOfBiggestDMR] = newOptimalAllocationsi
let lambdai = indexOfBiggestDMR == 0 ? lambda1: lambda2 // to do: generalize
let newMarginalResultsLambdai = applyFunctionAtFloatToFloatOption(lambdai, newOptimalAllocationsi)
let newCurrentMarginalReturns = switch(newMarginalResultsLambdai){
| Ok(value) => {
let result = Belt.Array.copy(currentMarginalReturns)
result[biggestMarginalReturnsIndex] = value
let result = Belt.Array.copy(oldMarginalReturns)
result[indexOfBiggestDMR] = value
Ok(result)
}
| Error(b) => Error(b)