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zhangchiqing
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Apr 8, 2026
| directMintYT: true | ||
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| access(all) let btc_daily_2022_bear_expectedLiquidationCount: Int = 0 |
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For bear market, it triggers no liquidation?
And why do we use a different HF range (1.1-1.3), instead of the standard (1.1-1.5)? But with 1.1-1.3, a 10% price drop should be enough to trigger liquidation. no?
access(all) let btc_daily_2022_bear_agents: [SimAgent] = [
SimAgent(
count: 1,
initialHF: 1.20000000,
maxHF: 1.30000000,
minHF: 1.10000000,
targetHF: 1.20000000,
debtPerAgent: 133333.00000000,
totalSystemDebt: 20000000.00000000
)
]
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why do we use a different HF range (1.1-1.3)
This is an example of surviving the 2022 market which requires a different HF then the standard. You can see the standard version suffers 2 liquidations.
Triggering liquidation is dependent on the HF on the day, it just happens that with this config we are usually at target (1.2) for most major price drops.
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Closes: #221
Description
Verifies 0 liquidations under historical daily BTC data from 2021-2025 (2022 only survives under certain HFs, see this comment). All simulations use
1.3/1.5/1.3/1.1(initial/max/target/min) default health factors.Supports manual liquidation of positions, bringing HFs back to
1.04.Note: uses default strategy health factors instead of the ones specified in the python simulations.
Test Outputs
2021
2022
2023
2024
2025
For contributor use:
masterbranchFiles changedin the Github PR explorer