Update BTC HFs.

Author: RZhang05

cadence/tests/scripts/simulations/btc_daily_2021_mixed.json

@@ -20,7 +20,7 @@
     # Combine all BTC daily fixtures into one helper
     python3 generate_fixture.py generate-all \\
         btc_daily_2021_mixed.json btc_daily_2022_bear.json \\
-        btc_daily_2024_bull.json btc_daily_2024_capeff.json btc_daily_2025.json \\
+        btc_daily_2024_bull.json btc_daily_2025.json \\
         --output ../../btc_daily_helpers.cdc
 """
 

cadence/tests/scripts/simulations/btc_daily_2022_bear.json

@@ -5,7 +5,7 @@ import BlockchainHelpers
 
 import "test_helpers.cdc"
 import "evm_state_helpers.cdc"
-import "btc_daily_helpers.cdc"
+import "simulation_btc_daily_historical_helpers.cdc"
 
 import "FlowYieldVaults"
 import "FlowToken"
@@ -14,7 +14,6 @@ import "FlowYieldVaultsStrategiesV2"
 import "FlowALPv0"
 import "DeFiActions"
 
-
 // ============================================================================
 // CADENCE ACCOUNTS
 // ============================================================================
@@ -372,6 +371,14 @@ fun runDailySimulation(
     log("  HF (Position): triggers when HF < \(agents[0].minHF) or HF > \(agents[0].maxHF), rebalances to HF = \(agents[0].targetHF)") 
     log("  VR (Vault):    triggers when VR < \(vaultLowerThreshold) or VR > \(vaultUpperThreshold), rebalances to VR ~ 1.0")
 
+    // Liquidator account: pre-funded with MOET so it can attempt manual liquidations
+    let liquidator = Test.createAccount()
+    transferFlow(signer: whaleFlowAccount, recipient: liquidator.address, amount: 10.0)
+    setupMoetVault(liquidator, beFailed: false)
+    setupGenericVault(signer: liquidator, vaultIdentifier: WBTC_TOKEN_ID)
+    let liquidatorMOETReserve = 100_000.0
+    mintMoet(signer: flowALPAccount, to: liquidator.address, amount: liquidatorMOETReserve, beFailed: false)
+
     var liquidationCount = 0
     var previousBTCPrice = initialPrice
     var lowestPrice = initialPrice
@@ -425,6 +432,30 @@ fun runDailySimulation(
             }
             preVaultRatios.append(preVaultRatio)
 
+            // Liquidation occurs when effectiveHF < 1.0 (check pre-rebalance)
+            if preRebalanceHF < 1.0 && preRebalanceHF > 0.0 {
+                liquidationCount = liquidationCount + 1
+                log("  *** LIQUIDATION agent=\(a) on day \(day) (\(dates[day]))! HF=\(preRebalanceHF) price=\(absolutePrice) previousPrice=\(previousBTCPrice)***")
+                // Attempt a liquidation before rebalancing (worst case)
+
+                // TODO: Mainnet DEX does not support swapping these pairs, yet.
+                let debt = getMOETDebtFromPosition(pid: pids[a])
+                let repayAmount = debt * 0.1
+                let fairBTC = repayAmount / absolutePrice
+                let seizeAmount = fairBTC * 0.95
+
+                let liqRes = _executeTransaction(
+                    "../../lib/FlowALP/cadence/transactions/flow-alp/pool-management/manual_liquidation.cdc",
+                    [pids[a], Type<@MOET.Vault>().identifier, WBTC_TOKEN_ID, seizeAmount, repayAmount],
+                    liquidator
+                )
+                if liqRes.error == nil {
+                    log("    Liquidation succeeded: repaid \(repayAmount) MOET, seized \(seizeAmount) BTC")
+                } else {
+                    log("    Liquidation failed: \(liqRes.error!.message)")
+                }
+            }
+
             a = a + 1
         }
 
@@ -468,12 +499,6 @@ fun runDailySimulation(
             if a == 0 && (day % 7 == 0 || absolutePrice == lowestPrice || absolutePrice == highestPrice) {
                 log("  [day \(day)] \(dates[day]) price=$\(absolutePrice) yt=\(ytPrice) HF=\(preRebalanceHF)->\(postRebalanceHF) VR=\(preVaultRatio)->\(postVaultRatio) vaultRebalances=\(dayVaultRebalances) positionRebalances=\(dayPositionRebalances)")
             }
-
-            // Liquidation occurs when effectiveHF < 1.0 (check pre-rebalance)
-            if preRebalanceHF < 1.0 && preRebalanceHF > 0.0 {
-                liquidationCount = liquidationCount + 1
-                log("  *** LIQUIDATION agent=\(a) on day \(day) (\(dates[day]))! HF=\(preRebalanceHF) price=\(absolutePrice) previousPrice=\(previousBTCPrice)***")
-            }
             a = a + 1
         }
 
@@ -555,6 +580,8 @@ fun runDailySimulation(
 
 // ============================================================================
 // TEST CASES
+// Edit the json files to change the simulation parameters. These are in the scripts/simulations folder.
+// Then run the generate_fixture.py script to generate the helpers.cdc file.
 // ============================================================================
 
 access(all)
@@ -617,21 +644,6 @@ fun test_BtcDaily2024Bull_DailyRebalancing() {
     )
 }
 
-access(all)
-fun test_BtcDaily2024CapEff_DailyRebalancing() {
-    runDailySimulation(
-        scenarioName: "BTC Daily 2024 Capital Efficiency",
-        prices: btc_daily_2024_capeff_prices,
-        dates: btc_daily_2024_capeff_dates,
-        agents: btc_daily_2024_capeff_agents,
-        pools: btc_daily_2024_capeff_pools,
-        constants: btc_daily_2024_capeff_constants,
-        expectedLiquidationCount: btc_daily_2024_capeff_expectedLiquidationCount,
-        durationDays: btc_daily_2024_capeff_durationDays,
-        notes: btc_daily_2024_capeff_notes
-    )
-}
-
 access(all)
 fun test_BtcDaily2025_DailyRebalancing() {
     runDailySimulation(