Add economic simulations (#20)

Author: askibin

simulations/README.md

@@ -0,0 +1,10 @@
+Simulation for perpetual trading protocol
+
+Install requirements from requirements.txt
+
+Use python 3.9.16
+
+ft_sim_ema is version with ema pricing
+ft_sim_spot is version with spot pricing
+
+Use python run.py to execute simulation

simulations/cases.md

@@ -0,0 +1,61 @@
+time,price,maxprice,minprice,use_spread,problem_indicator
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simulations/data_CUST/1/BTC-1-0.csv

@@ -0,0 +1,60 @@
+time,price,maxprice,minprice,use_spread,problem_indicator
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simulations/data_CUST/1/BTC-1-1.csv

@@ -0,0 +1,61 @@
+time,price,maxprice,minprice,use_spread,problem_indicator
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simulations/data_CUST/1/BTC-1-10.csv

@@ -0,0 +1,60 @@
+time,price,maxprice,minprice,use_spread,problem_indicator
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simulations/data_CUST/1/BTC-1-11.csv

@@ -0,0 +1,59 @@
+time,price,maxprice,minprice,use_spread,problem_indicator
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+33,30925.63,30925.63,30925.63,False,no problemo
+35,30812.04222899,30812.04222899,30812.04222899,False,no problemo
+35,30629.9,30629.9,30629.9,False,no problemo
+36,30704.95,30704.95,30704.95,False,no problemo
+37,30702.651082,30702.651082,30702.651082,False,no problemo
+38,30574.69108958,30574.69108958,30574.69108958,False,no problemo
+40,30410.49067999,30410.49067999,30410.49067999,False,no problemo
+41,30368.8,30368.8,30368.8,False,no problemo
+42,30277.225,30387.235,30167.215,True,no problemo
+42,30117.8,30338.19317851,29897.40682149,True,no problemo
+44,30047.0,30280.50378174,29813.49621826,True,no problemo
+45,30305.81999999,30335.8,30275.83999998,True,no problemo
+45,30214.155,30259.99999998,30168.31000002,True,no problemo
+46,30168.5,30205.42166666,30131.57833334,True,no problemo
+47,30199.1,30396.60856039,30001.59143961,True,no problemo
+48,29937.98444809,29965.1,29910.86889618,True,no problemo
+50,29816.38698154,29852.0,29780.77396308,True,no problemo
+51,29420.72750931,29468.1,29373.35501862,True,no problemo
+53,29191.56000001,29233.7,29149.42000002,True,no problemo
+53,29585.4395935,29693.0,29477.879187,True,no problemo
+54,29716.19570735,29729.45858529,29702.93282941,True,no problemo
+56,29577.63,29597.33187418,29557.928125820003,True,no problemo
+57,29471.28347875,29648.1244575,29294.4425,True,no problemo
+57,29204.39056463,29234.0,29174.78112926,True,no problemo
+59,29179.64673127,29209.59999999,29149.69346255,True,no problemo