Optimizer API

[sklbancor]

SUPERSEDED BY #628

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

• the CPCContainer object has been renamed to CurveContainer; whilst the old name is still legal it will be removed very soon and should be changed everywhere now
• the signature of the alternative constructors CPC.from_xxx has slightly changed;
  • for most of them the only change was to enforce keyword rather than positional arguments for most of the arguments to avoid mistakes
  • for from_univ2 we changed the names of the liquidity arguments to liq_tknb and liq_tknq
• the signature of the 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)
  • there is a mode argument that can be MO_MODE_ABS or MO_MODE_REL that replaces params["crit"] (the latter is already illegal)
  • some of the constants and parameters have been renamed (MOXXX -> MO_XXX; also eps -> epsr and epsjac -> jach)

[sklbancor]

superseded