Add base case stress simulation tests (v0, PYUSD0 debt)

Author: jribbink

cadence/contracts/mocks/FlowTransactionScheduler.cdc

@@ -1,3 +1,6 @@
+// This contract extends the original contract by adding a reset method,
+// which is useful in tests for clearing any pre-existing scheduled transactions.
+// https://github.com/onflow/flow-core-contracts/blob/master/contracts/FlowTransactionScheduler.cdc
 import "FungibleToken"
 import "FlowToken"
 import "FlowFees"

cadence/tests/scripts/simulations/generate_fixture.py

@@ -221,6 +221,7 @@ def cmd_fetch(args: argparse.Namespace) -> None:
 def generate_cdc(data: dict) -> str:
     scenario = data["scenario"]
     is_daily = "duration_days" in data
+    prices = data.get("prices") or data["btc_prices"]
 
     lines: list[str] = []
     lines.append("import Test")
@@ -293,8 +294,8 @@ def generate_cdc(data: dict) -> str:
 
     # --- Price array ---
     lines.append(f"access(all) let {scenario}_prices: [UFix64] = [")
-    for i, price in enumerate(data["btc_prices"]):
-        comma = "," if i < len(data["btc_prices"]) - 1 else ""
+    for i, price in enumerate(prices):
+        comma = "," if i < len(prices) - 1 else ""
         lines.append(f"    {to_ufix64(price)}{comma}")
     lines.append("]")
     lines.append("")
@@ -308,28 +309,7 @@ def generate_cdc(data: dict) -> str:
         lines.append("]")
         lines.append("")
 
-    # --- Agent array ---
-    lines.append(f"access(all) let {scenario}_agents: [SimAgent] = [")
-    for i, agent in enumerate(data["agents"]):
-        comma = "," if i < len(data["agents"]) - 1 else ""
-        debt = (
-            agent["debt_per_agent"]
-            if isinstance(agent["debt_per_agent"], (int, float))
-            else 0
-        )
-        total_debt = agent.get("total_system_debt", 0)
-        lines.append("    SimAgent(")
-        lines.append(f"        count: {agent['count']},")
-        lines.append(f"        initialHF: {to_ufix64(agent['initial_hf'])},")
-        lines.append(f"        rebalancingHF: {to_ufix64(agent['rebalancing_hf'])},")
-        lines.append(f"        targetHF: {to_ufix64(agent['target_hf'])},")
-        lines.append(f"        debtPerAgent: {to_ufix64(float(debt))},")
-        lines.append(f"        totalSystemDebt: {to_ufix64(float(total_debt))}")
-        lines.append(f"    ){comma}")
-    lines.append("]")
-    lines.append("")
-
-    # --- Pool dict ---
+    # --- Pool dict (before agents so scenarios read nicely) ---
     lines.append(f"access(all) let {scenario}_pools: {{String: SimPool}} = {{")
     pool_items = list(data["pools"].items())
     for i, (name, pool) in enumerate(pool_items):
@@ -354,28 +334,42 @@ def generate_cdc(data: dict) -> str:
     lines.append(")")
     lines.append("")
 
-    # --- Expected outcomes ---
-    e = data["expected"]
-    lines.append(
-        f"access(all) let {scenario}_expectedLiquidationCount: Int = {e['liquidation_count']}"
-    )
-    lines.append(
-        f"access(all) let {scenario}_expectedAllAgentsSurvive: Bool = {'true' if e['all_agents_survive'] else 'false'}"
-    )
-    lines.append("")
-
     # --- Duration & notes ---
     if is_daily:
-        lines.append(
-            f"access(all) let {scenario}_durationDays: Int = {data['duration_days']}"
-        )
-    else:
-        lines.append(
-            f"access(all) let {scenario}_durationMinutes: Int = {data['duration_minutes']}"
-        )
-    lines.append(f'access(all) let {scenario}_notes: String = "{data["notes"]}"')
+        lines.append(f"access(all) let {scenario}_durationDays: Int = {data['duration_days']}")
+    elif "duration_minutes" in data:
+        lines.append(f"access(all) let {scenario}_durationMinutes: Int = {data['duration_minutes']}")
+    if "notes" in data:
+        lines.append(f'access(all) let {scenario}_notes: String = "{data["notes"]}"')
     lines.append("")
 
+    # --- Agents & expected outcomes (supports multi-scenario via "scenarios" key) ---
+    def _emit_agents_and_expected(prefix, agents, expected):
+        lines.append(f"access(all) let {prefix}_agents: [SimAgent] = [")
+        for i, agent in enumerate(agents):
+            comma = "," if i < len(agents) - 1 else ""
+            debt = agent["debt_per_agent"] if isinstance(agent["debt_per_agent"], (int, float)) else 0
+            total_debt = agent.get("total_system_debt", 0)
+            lines.append("    SimAgent(")
+            lines.append(f"        count: {agent['count']},")
+            lines.append(f"        initialHF: {to_ufix64(agent['initial_hf'])},")
+            lines.append(f"        rebalancingHF: {to_ufix64(agent['rebalancing_hf'])},")
+            lines.append(f"        targetHF: {to_ufix64(agent['target_hf'])},")
+            lines.append(f"        debtPerAgent: {to_ufix64(float(debt))},")
+            lines.append(f"        totalSystemDebt: {to_ufix64(float(total_debt))}")
+            lines.append(f"    ){comma}")
+        lines.append("]")
+        lines.append("")
+        lines.append(f"access(all) let {prefix}_expectedLiquidationCount: Int = {expected['liquidation_count']}")
+        lines.append(f"access(all) let {prefix}_expectedAllAgentsSurvive: Bool = {'true' if expected['all_agents_survive'] else 'false'}")
+        lines.append("")
+
+    if "scenarios" in data:
+        for sub in data["scenarios"]:
+            _emit_agents_and_expected(f"{scenario}_{sub['name']}", sub["agents"], sub["expected"])
+    else:
+        _emit_agents_and_expected(scenario, data["agents"], data["expected"])
+
     return "\n".join(lines)
 
 
@@ -390,8 +384,8 @@ def cmd_generate(args: argparse.Namespace) -> None:
         f.write(cdc)
 
     scenario = data["scenario"]
-    n_prices = len(data["btc_prices"])
-    print(f"Generated {args.output} ({n_prices} prices, scenario: {scenario})")
+    prices = data.get("prices") or data["btc_prices"]
+    print(f"Generated {args.output} ({len(prices)} prices, scenario: {scenario})")
 
 
 # ---------------------------------------------------------------------------

cadence/tests/scripts/simulations/simulation_ht_vs_aave.json

@@ -0,0 +1,80 @@
+{
+  "scenario": "simulation_ht_vs_aave",
+  "duration_minutes": 60,
+  "prices": [
+    100000.00, 99551.11, 99104.23, 98659.37, 98216.49,
+    97775.61, 97336.70, 96899.77, 96464.80, 96031.78,
+    95600.70, 95171.56, 94744.34, 94319.04, 93895.65,
+    93474.17, 93054.57, 92636.86, 92221.02, 91807.05,
+    91394.93, 90984.67, 90576.25, 90169.66, 89764.90,
+    89361.95, 88960.82, 88561.48, 88163.94, 87768.18,
+    87374.20, 86981.98, 86591.53, 86202.83, 85815.87,
+    85430.65, 85047.16, 84665.39, 84285.34, 83906.99,
+    83530.34, 83155.38, 82782.10, 82410.50, 82040.57,
+    81672.30, 81305.68, 80940.71, 80577.37, 80215.67,
+    79855.59, 79497.12, 79140.27, 78785.02, 78431.36,
+    78079.29, 77728.80, 77379.88, 77032.53, 76686.74,
+    76342.50
+  ],
+  "pools": {
+    "pyusd0_yt": {
+      "size": 500000,
+      "concentration": 0.95,
+      "fee_tier": 0.0005
+    },
+    "pyusd0_flow": {
+      "size": 500000,
+      "concentration": 0.80,
+      "fee_tier": 0.003
+    }
+  },
+  "constants": {
+    "btc_collateral_factor": 0.75,
+    "btc_liquidation_threshold": 0.80,
+    "yield_apr": 0.10,
+    "direct_mint_yt": true
+  },
+  "scenarios": [
+    {
+      "name": "aggressive_1_01",
+      "agents": [
+        {"count": 5, "initial_hf": 1.10, "rebalancing_hf": 1.05, "target_hf": 1.01, "debt_per_agent": 133333, "total_system_debt": 666665},
+        {"count": 5, "initial_hf": 1.20, "rebalancing_hf": 1.05, "target_hf": 1.01, "debt_per_agent": 133333, "total_system_debt": 666665}
+      ],
+      "expected": {"liquidation_count": 0, "all_agents_survive": true}
+    },
+    {
+      "name": "moderate_1_025",
+      "agents": [
+        {"count": 5, "initial_hf": 1.20, "rebalancing_hf": 1.05, "target_hf": 1.025, "debt_per_agent": 133333, "total_system_debt": 666665},
+        {"count": 5, "initial_hf": 1.40, "rebalancing_hf": 1.05, "target_hf": 1.025, "debt_per_agent": 133333, "total_system_debt": 666665}
+      ],
+      "expected": {"liquidation_count": 0, "all_agents_survive": true}
+    },
+    {
+      "name": "conservative_1_05",
+      "agents": [
+        {"count": 5, "initial_hf": 1.30, "rebalancing_hf": 1.10, "target_hf": 1.05, "debt_per_agent": 133333, "total_system_debt": 666665},
+        {"count": 5, "initial_hf": 1.50, "rebalancing_hf": 1.10, "target_hf": 1.05, "debt_per_agent": 133333, "total_system_debt": 666665}
+      ],
+      "expected": {"liquidation_count": 0, "all_agents_survive": true}
+    },
+    {
+      "name": "mixed_1_075",
+      "agents": [
+        {"count": 5, "initial_hf": 1.10, "rebalancing_hf": 1.05, "target_hf": 1.075, "debt_per_agent": 133333, "total_system_debt": 666665},
+        {"count": 5, "initial_hf": 1.50, "rebalancing_hf": 1.05, "target_hf": 1.075, "debt_per_agent": 133333, "total_system_debt": 666665}
+      ],
+      "expected": {"liquidation_count": 0, "all_agents_survive": true}
+    },
+    {
+      "name": "balanced_1_1",
+      "agents": [
+        {"count": 5, "initial_hf": 1.25, "rebalancing_hf": 1.10, "target_hf": 1.10, "debt_per_agent": 133333, "total_system_debt": 666665},
+        {"count": 5, "initial_hf": 1.45, "rebalancing_hf": 1.10, "target_hf": 1.10, "debt_per_agent": 133333, "total_system_debt": 666665}
+      ],
+      "expected": {"liquidation_count": 0, "all_agents_survive": true}
+    }
+  ],
+  "notes": "BTC $100K to $76,342.50 (-23.66%) exponential decline over 60 minutes. Source: comprehensive_ht_vs_aave_analysis.py"
+}