revert: optimizer tests

bancorprotocol · May 9, 2024 · cd41774 · cd41774
1 parent 24e6f0e
commit cd41774
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Showing 4 changed files with 60 additions and 141 deletions.
diff --git a/resources/NBTest/NBTest_002_CPCandOptimizer.ipynb b/resources/NBTest/NBTest_002_CPCandOptimizer.ipynb
@@ -2732,8 +2732,6 @@
     "r = O.margp_optimizer(\"WETH\", result=O.MO_DEBUG)\n",
     "assert isinstance(r, dict)\n",
     "prices0 = r[\"price_estimates_t\"]\n",
-    "dtknfromp_f = r[\"dtknfromp_f\"]\n",
-    "assert np.linalg.norm(dtknfromp_f(np.log10(prices0))) < 1e-6\n",
     "assert not prices0 is None, f\"prices0 must not be None [{prices0}]\"\n",
     "r1 = O.arb(\"WETH\")\n",
     "r2 = O.SelfFinancingConstraints.arb(\"WETH\")\n",
@@ -2794,16 +2792,6 @@
     "prices0"
    ]
   },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "id": "30424c63",
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "dtknfromp_f(np.log10(prices0))"
-   ]
-  },
   {
    "cell_type": "code",
    "execution_count": 115,

diff --git a/resources/NBTest/NBTest_002_CPCandOptimizer.py b/resources/NBTest/NBTest_002_CPCandOptimizer.py
@@ -1278,8 +1278,6 @@
 r = O.margp_optimizer("WETH", result=O.MO_DEBUG)
 assert isinstance(r, dict)
 prices0 = r["price_estimates_t"]
-dtknfromp_f = r["dtknfromp_f"]
-assert np.linalg.norm(dtknfromp_f(np.log10(prices0))) < 1e-6
 assert not prices0 is None, f"prices0 must not be None [{prices0}]"
 r1 = O.arb("WETH")
 r2 = O.SelfFinancingConstraints.arb("WETH")
@@ -1293,8 +1291,6 @@
 
 prices0
 
-dtknfromp_f(np.log10(prices0))
-
 f = O.optimize("WETH", result=O.MO_DTKNFROMPF, params=dict(verbose=True, debug=False))
 r3 = f(prices0, islog10=False)
 assert np.all(r3 == (0,0))