Noise modelling#77
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…ly forwarding - base_pool: add calculate_volatility_array and _handle_numeraire_ordering - optimal_n_pool_arb: use relative invariant check instead of absolute slack - balancer/balancer_reserves: forward lp_supply through scan functions - balancer: use materialized_inputs.lp_supply in dynamic_inputs path - TFMM_base_pool: use materialized_inputs.lp_supply, fix trade_array ref - core_simulator/__init__: enable JAX compilation cache
Three noise trade volume models for reCLAMM pools, each predicting non-arbitrage trading volume from pool TVL, fee tier, volatility, and arb volume. Used by the noise model dispatch in scan steps.
… steps Scan step carry now includes prev_lp_supply (pos 3) and price-ratio schedule state (pos 4-9). Scan inputs include price_ratio_update (7), lp_supply (8), and optional volatility (9). - reclamm_reserves: LP supply scaling, noise model dispatch (ratio, tsoukalas_sqrt, tsoukalas_log, loglinear, arb_only) in scan steps - reclamm: _prepare_dynamic_array for volatility, noise/LP kwargs threading through all pool method variants - tests: LP supply and noise volume coverage
Hierarchical Bayesian noise model calibration using numpyro: data pipeline, covariate encoding, model definitions, inference, BLUP postprocessing, diagnostic plotting, and CLI. Adds [calibration] optional deps (numpyro, arviz) to pyproject.toml and updates CI to install them.
…olation General-purpose pool parameter calibration with loss functions, per-pool and joint optimisation, learned parameter mappings, and grid-based interpolation. Independent of noise calibration.
- tune_reclamm_params: wire noise_trader_ratio, date ranges, bout_offset, val_fraction, overfitting_penalty from CLI args - compare_exposures: pool exposure comparison experiment - scripts: noise calibration runners, reclamm benchmarks, plotting utilities, demo simulation, token mcap fetcher - historic_data_utils: minor cleanup
These singleton defaults are always recast to the caller's dtype by materialize_dynamic_inputs. Hardcoding float64 caused 200+ warnings when running in float32 mode (e.g. BFGS with compute_dtype=float32).
…ates - test_lp_supply_through_pool_class: use DynamicInputArrays bundle instead of old positional-args signature - test_lp_supply_e2e_do_run_on_historic_data: use TEST_DATA_DIR and date range within test data coverage (2023-01-01 to 2023-01-15) - test_noise_trade_does_not_affect_virtual_balances: carry/input_list already fixed in previous commit
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Resolve 9 merge conflicts from noise-modelling (PR #77) merge to dev: - noise_calibration (model, output, postprocessing, tests, script): take dev's hierarchical parameterization (MoE was superseded) - reclamm_reserves.py: keep STE gates + ste_temperature from this branch, take dev's quadratic apply_target_price_ratio formula (centeredness-preserving, from ReClammMath.sol) - reclamm.py: keep _resolve_noise_inputs() DRY helper and ste_temperature threading, remove duplicated inline noise logic
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