feat: optimizer moved to a separate repo #628
Open
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
NOTE: #610 AND #611 HAS BEEN MERGED
This branch is freezing the Optimizer API in anticipation of the move into the new repo and the more arms length relationship between the optimizer code and the bot code
The major API changes effectuated are the following
CPCContainer
object has been renamed toCurveContainer
; whilst the old name is still legal it will be removed very soon and should be changed everywhere nowCPC.from_xxx
has slightly changed;from_univ2
we changed the names of the liquidity arguments toliq_tknb
andliq_tknq
MargPOptimizer.optimize()
function has changed:pstart
is now an argument, not part of the paramter dict (for the time being you are still allowed to supply it in the parameter dict but this will be removed soon)mode
argument that can beMO_MODE_ABS
orMO_MODE_REL
that replacesparams["crit"]
(the latter is already illegal)MOXXX
->MO_XXX
; alsoeps
->epsr
andepsjac
->jach
)