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Add Base Case Stress Test Forked Time Series Simulation #237

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022e042
Add base case stress simulation tests (v0, PYUSD0 debt)
jribbink Apr 13, 2026
a5e9d5b
Address review: add test summaries and slippage doc comments
jribbink Apr 14, 2026
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3 changes: 3 additions & 0 deletions cadence/contracts/mocks/FlowTransactionScheduler.cdc
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Original file line number Diff line number Diff line change
@@ -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"
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45 changes: 45 additions & 0 deletions cadence/tests/scripts/simulations/simulation_ht_vs_aave.json
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@@ -0,0 +1,45 @@
{
"scenario": "simulation_ht_vs_aave",
"duration_minutes": 60,
"btc_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
],
"agents": [
{"count": 5, "initial_hf": 1.15, "rebalancing_hf": 1.05, "target_hf": 1.08, "debt_per_agent": 133333, "total_system_debt": 666665}
],
"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
},
"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"
}
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