feat: make drift term available

vegaprotocol · Aug 30, 2024 · 4691e71 · 4691e71
1 parent 682044b
commit 4691e71
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diff --git a/vega_sim/scenario/amm/registry.py b/vega_sim/scenario/amm/registry.py
@@ -14,6 +14,7 @@
                 annualised_volatility=0.5,
                 notional_trade_volume=100,
                 process_theta=0.02,
+                drift=0.02,
             ),
         ],
         amm_liquidity_fee=0.001,

diff --git a/vega_sim/scenario/benchmark/configs.py b/vega_sim/scenario/benchmark/configs.py
@@ -11,10 +11,12 @@ def __init__(
         notional_trade_volume: int,
         risky_trader_funds: int = 1_000,
         process_theta: float = 0,
+        drift: float = 0,
     ):
         self.market_config = market_config
         self.initial_price = initial_price
         self.process_theta = process_theta
+        self.drift = drift
         self.annualised_volatility = annualised_volatility
         self.notional_trade_volume = notional_trade_volume
         self.risky_trader_funds = risky_trader_funds