fix: unify weight handling, relative arb tolerance, arb fee modeling#57
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MatthewWilletts wants to merge 2 commits into
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fix: unify weight handling, relative arb tolerance, arb fee modeling#57MatthewWilletts wants to merge 2 commits into
MatthewWilletts wants to merge 2 commits into
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MatthewWilletts
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Feb 9, 2026
- fine_weights: unify weight handling between weight-outputting and weight-change-outputting rules — both now prepend initial weights
- optimal_n_pool_arb: switch invariant validation from absolute to relative tolerance ((post - initial) / initial >= slack), making it scale-invariant with pool TVL
- optimal_n_pool_arb: fix slack passthrough — parallelised_optimal_trade_sifter and wrapped variant were hardcoding slack=0 instead of forwarding the arg
- optimal_n_pool_arb: add arb fee adjustment functions that fold external costs into effective market prices before trade sizing, unifying the fee-aware and fee-free paths
- plot_utils: fix deprecated df.pivot(*cols) to keyword form
- price_data_fingerprint_utils: switch from CSV to parquet loading
- amalgamated_data_utils: add docstring to forward_fill_ohlcv_data
- fine_weights: unify weight handling between weight-outputting and weight-change-outputting rules — both now prepend initial weights - optimal_n_pool_arb: switch invariant validation from absolute to relative tolerance ((post - initial) / initial >= slack), making it scale-invariant with pool TVL - optimal_n_pool_arb: fix slack passthrough — parallelised_optimal_trade_sifter and wrapped variant were hardcoding slack=0 instead of forwarding the arg - optimal_n_pool_arb: add arb fee adjustment functions that fold external costs into effective market prices before trade sizing, unifying the fee-aware and fee-free paths - plot_utils: fix deprecated df.pivot(*cols) to keyword form - price_data_fingerprint_utils: switch from CSV to parquet loading - amalgamated_data_utils: add docstring to forward_fill_ohlcv_data
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