tweak: Add error checking to dmr calculation
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@ -272,92 +272,114 @@ module DiminishingReturns = {
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1. O(n): Iterate through value on next n dollars. At each step, only compute the new marginal return of the function which is spent
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2. O(n*m): Iterate through all possible spending combinations. The advantage of this option is that it wouldn't assume that the returns of marginal spending are diminishing.
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*/
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let applyFunctionAtPoint = (lambda, point: float) => {
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// Defined here so that it has access to environment, reducer
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let pointAsInternalExpression = FunctionRegistry_Helpers.Wrappers.evNumber(point)
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let resultAsInternalExpression = Reducer_Expression_Lambda.doLambdaCall(
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lambda,
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list{pointAsInternalExpression},
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environment,
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reducer,
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switch (
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E.A.length(lambdas) > 1,
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funds > 0.0,
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approximateIncrement > 0.0,
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funds > approximateIncrement,
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) {
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| (false, _, _, _) =>
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Error(
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"Error in Danger.optimalAllocationGivenDiminishingMarginalReturnsForManyFunctions, number of functions should be greater than 1.",
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)
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switch resultAsInternalExpression {
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| Ok(IEvNumber(x)) => Ok(x)
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| Error(_) =>
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Error(
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"Error 1 in Danger.optimalAllocationGivenDiminishingMarginalReturnsForManyFunctions. It's possible that your function doesn't return a number, try definining auxiliaryFunction(x) = mean(yourFunction(x)) and integrate auxiliaryFunction instead",
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)
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| _ =>
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Error(
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"Error 2 in Danger.optimalAllocationGivenDiminishingMarginalReturnsForManyFunctions",
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)
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}
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}
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| (_, false, _, _) =>
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Error(
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"Error in Danger.optimalAllocationGivenDiminishingMarginalReturnsForManyFunctions, funds should be greater than 0.",
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)
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| (_, _, false, _) =>
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Error(
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"Error in Danger.optimalAllocationGivenDiminishingMarginalReturnsForManyFunctions, approximateIncrement should be greater than 0.",
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)
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| (_, _, _, false) =>
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Error(
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"Error in Danger.optimalAllocationGivenDiminishingMarginalReturnsForManyFunctions, approximateIncrement should be smaller than funds amount.",
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)
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| (true, true, true, true) => {
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let applyFunctionAtPoint = (lambda, point: float) => {
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// Defined here so that it has access to environment, reducer
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let pointAsInternalExpression = FunctionRegistry_Helpers.Wrappers.evNumber(point)
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let resultAsInternalExpression = Reducer_Expression_Lambda.doLambdaCall(
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lambda,
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list{pointAsInternalExpression},
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environment,
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reducer,
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)
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switch resultAsInternalExpression {
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| Ok(IEvNumber(x)) => Ok(x)
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| Error(_) =>
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Error(
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"Error 1 in Danger.optimalAllocationGivenDiminishingMarginalReturnsForManyFunctions. It's possible that your function doesn't return a number, try definining auxiliaryFunction(x) = mean(yourFunction(x)) and integrate auxiliaryFunction instead",
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)
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| _ =>
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Error(
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"Error 2 in Danger.optimalAllocationGivenDiminishingMarginalReturnsForManyFunctions",
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)
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}
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}
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let numDivisions = Js.Math.round(funds /. approximateIncrement)
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let increment = funds /. numDivisions
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let arrayOfIncrements = Belt.Array.make(Belt.Float.toInt(numDivisions), increment)
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let numDivisions = Js.Math.round(funds /. approximateIncrement)
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let increment = funds /. numDivisions
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let arrayOfIncrements = Belt.Array.make(Belt.Float.toInt(numDivisions), increment)
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let initAccumulator: diminishingReturnsAccumulator = Ok({
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optimalAllocations: Belt.Array.make(E.A.length(lambdas), 0.0),
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currentMarginalReturns: E.A.fmap(
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lambda => applyFunctionAtPoint(lambda, 0.0),
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lambdas,
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)->E.A.R.firstErrorOrOpen,
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})
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let initAccumulator: diminishingReturnsAccumulator = Ok({
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optimalAllocations: Belt.Array.make(E.A.length(lambdas), 0.0),
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currentMarginalReturns: E.A.fmap(
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lambda => applyFunctionAtPoint(lambda, 0.0),
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lambdas,
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)->E.A.R.firstErrorOrOpen,
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})
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let optimalAllocationEndAccumulator = E.A.reduce(arrayOfIncrements, initAccumulator, (
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acc,
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newIncrement,
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) => {
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switch acc {
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| Ok(accInner) => {
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let oldMarginalReturnsWrapped = accInner.currentMarginalReturns
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let newAccWrapped = switch oldMarginalReturnsWrapped {
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| Ok(oldMarginalReturns) => {
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let indexOfBiggestDMR = findBiggestElementIndex(oldMarginalReturns)
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let newOptimalAllocations = Belt.Array.copy(accInner.optimalAllocations)
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let newOptimalAllocationsi =
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newOptimalAllocations[indexOfBiggestDMR] +. newIncrement
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newOptimalAllocations[indexOfBiggestDMR] = newOptimalAllocationsi
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let lambdai = lambdas[indexOfBiggestDMR]
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let newMarginalResultsLambdai = applyFunctionAtPoint(
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lambdai,
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newOptimalAllocationsi,
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)
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let newCurrentMarginalReturns = switch newMarginalResultsLambdai {
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| Ok(value) => {
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let result = Belt.Array.copy(oldMarginalReturns)
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result[indexOfBiggestDMR] = value
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Ok(result)
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let optimalAllocationEndAccumulator = E.A.reduce(arrayOfIncrements, initAccumulator, (
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acc,
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newIncrement,
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) => {
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switch acc {
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| Ok(accInner) => {
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let oldMarginalReturnsWrapped = accInner.currentMarginalReturns
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let newAccWrapped = switch oldMarginalReturnsWrapped {
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| Ok(oldMarginalReturns) => {
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let indexOfBiggestDMR = findBiggestElementIndex(oldMarginalReturns)
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let newOptimalAllocations = Belt.Array.copy(accInner.optimalAllocations)
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let newOptimalAllocationsi =
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newOptimalAllocations[indexOfBiggestDMR] +. newIncrement
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newOptimalAllocations[indexOfBiggestDMR] = newOptimalAllocationsi
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let lambdai = lambdas[indexOfBiggestDMR]
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let newMarginalResultsLambdai = applyFunctionAtPoint(
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lambdai,
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newOptimalAllocationsi,
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)
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let newCurrentMarginalReturns = switch newMarginalResultsLambdai {
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| Ok(value) => {
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let result = Belt.Array.copy(oldMarginalReturns)
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result[indexOfBiggestDMR] = value
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Ok(result)
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}
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| Error(b) => Error(b)
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}
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let newAcc: diminishingReturnsAccumulatorInner = {
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optimalAllocations: newOptimalAllocations,
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currentMarginalReturns: newCurrentMarginalReturns,
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}
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Ok(newAcc)
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}
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| Error(b) => Error(b)
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}
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let newAcc: diminishingReturnsAccumulatorInner = {
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optimalAllocations: newOptimalAllocations,
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currentMarginalReturns: newCurrentMarginalReturns,
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}
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Ok(newAcc)
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newAccWrapped
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}
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| Error(b) => Error(b)
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}
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newAccWrapped
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})
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let optimalAllocationResult = switch optimalAllocationEndAccumulator {
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| Ok(inner) =>
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Ok(FunctionRegistry_Helpers.Wrappers.evArrayOfEvNumber(inner.optimalAllocations))
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| Error(b) => Error(b)
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}
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| Error(b) => Error(b)
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optimalAllocationResult
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}
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})
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let optimalAllocationResult = switch optimalAllocationEndAccumulator {
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| Ok(inner) =>
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Ok(FunctionRegistry_Helpers.Wrappers.evArrayOfEvNumber(inner.optimalAllocations))
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| Error(b) => Error(b)
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}
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optimalAllocationResult
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// let result = [0.0, 0.0]->FunctionRegistry_Helpers.Wrappers.evArrayOfEvNumber->Ok
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// result
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// ^ helper with the same type as what the result should be. Useful for debugging.
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}
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}
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module Lib = {
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