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update sample
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4 files changed

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-5763
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4 files changed

+5767
-5763
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demeter/__init__.py

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@@ -12,6 +12,7 @@
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ChainType,
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Formats,
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STABLE_COINS,
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USD
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)
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from .broker import (
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Broker,

samples/strategy-example/23_delta_hedging.py

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import pandas as pd
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from scipy.optimize import minimize
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import demeter._typing
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from demeter import ChainType, Strategy, TokenInfo, Actuator, MarketInfo, Snapshot, AtTimeTrigger, MarketTypeEnum
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from demeter.aave import AaveV3Market
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from demeter.uniswap import UniV3Pool, UniLpMarket, V3CoreLib
@@ -169,7 +170,9 @@ def on_bar(self, snapshot: Snapshot):
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broker.set_balance(eth, 0) # set balance
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actuator.strategy = DeltaHedgingStrategy()
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actuator.set_price(market_uni.get_price_from_data())
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price = market_uni.get_price_from_data()
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price[0]["USD"] = 1
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actuator.set_price(price, quote_token=demeter.USD)
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actuator.run()
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df = actuator.account_status_df

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