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Add base case HT vs AAVE forked time series simulation
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‎cadence/scripts/flow-yield-vaults/get_auto_balancer_metrics_by_id.cdc‎

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import "FlowYieldVaultsAutoBalancers"
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/// Returns both currentValue and valueOfDeposits for the AutoBalancer in a single script call.
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/// This reduces script call overhead when both values are needed.
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///
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/// Returns: [currentValue, valueOfDeposits] or nil if AutoBalancer doesn't exist
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///
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access(all)
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fun main(id: UInt64): [UFix64]? {
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if let autoBalancer = FlowYieldVaultsAutoBalancers.borrowAutoBalancer(id: id) {
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let currentValue = autoBalancer.currentValue() ?? 0.0
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let valueOfDeposits = autoBalancer.valueOfDeposits()
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return [currentValue, valueOfDeposits]
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}
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return nil
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}

‎cadence/tests/simulation_base_case_stress_helpers.cdc‎

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import Test
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// AUTO-GENERATED — do not edit manually
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// UnitZero sim: comprehensive_ht_vs_aave_analysis.py
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// UnitZero report: High_Tide_vs_AAVE_Executive_Summary_Clean.md
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//
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// BTC: $100K → $76,342.50 (-23.66%) over 60 minutes
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// Exponential decline: price[t] = 100000 * (76342.5/100000)^(t/60)
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access(all) struct SimAgent {
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access(all) let count: Int
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access(all) let initialHF: UFix64
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access(all) let rebalancingHF: UFix64
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access(all) let targetHF: UFix64
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access(all) let debtPerAgent: UFix64
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access(all) let totalSystemDebt: UFix64
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init(
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count: Int,
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initialHF: UFix64,
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rebalancingHF: UFix64,
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targetHF: UFix64,
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debtPerAgent: UFix64,
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totalSystemDebt: UFix64
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) {
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self.count = count
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self.initialHF = initialHF
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self.rebalancingHF = rebalancingHF
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self.targetHF = targetHF
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self.debtPerAgent = debtPerAgent
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self.totalSystemDebt = totalSystemDebt
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}
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}
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access(all) struct SimPool {
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access(all) let size: UFix64
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access(all) let concentration: UFix64
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access(all) let feeTier: UFix64
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init(size: UFix64, concentration: UFix64, feeTier: UFix64) {
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self.size = size
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self.concentration = concentration
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self.feeTier = feeTier
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}
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}
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access(all) struct SimConstants {
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access(all) let btcCollateralFactor: UFix64
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access(all) let btcLiquidationThreshold: UFix64
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access(all) let yieldAPR: UFix64
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access(all) let directMintYT: Bool
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init(
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btcCollateralFactor: UFix64,
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btcLiquidationThreshold: UFix64,
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yieldAPR: UFix64,
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directMintYT: Bool
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) {
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self.btcCollateralFactor = btcCollateralFactor
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self.btcLiquidationThreshold = btcLiquidationThreshold
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self.yieldAPR = yieldAPR
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self.directMintYT = directMintYT
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}
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}
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// ============================================================================
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// SHARED PRICE CURVE — 61 ticks (minute 0..60)
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// ============================================================================
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access(all) let simulation_ht_vs_aave_prices: [UFix64] = [
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100000.00000000,
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99551.10988532,
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99104.23479398,
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98659.36568076,
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98216.49354101,
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97775.60941052,
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97336.70436530,
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96899.76952145,
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96464.79603492,
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96031.77510137,
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95600.69795598,
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95171.55587329,
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94744.34016698,
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94319.04218975,
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93895.65333310,
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93474.16502717,
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93054.56874058,
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92636.85598024,
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92221.01829119,
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91807.04725642,
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91394.93449671,
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90984.67167043,
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90576.25047343,
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90169.66263880,
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89764.89993677,
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89361.95417450,
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88960.81719592,
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88561.48088159,
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88163.93714849,
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87768.17794992,
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87374.19527526,
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86981.98114989,
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86591.52763495,
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86202.82682725,
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85815.87085904,
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85430.65189793,
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85047.16214665,
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84665.39384295,
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84285.33925943,
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83906.99070337,
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83530.34051657,
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83155.38107523,
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82782.10478976,
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82410.50410463,
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82040.57149825,
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81672.29948276,
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81305.68060395,
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80940.70744104,
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80577.37260658,
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80215.66874628,
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79855.58853885,
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79497.12469588,
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79140.26996166,
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78785.01711307,
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78431.35895940,
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78079.28834222,
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77728.79813524,
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77379.88124414,
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77032.53060649,
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76686.73919150,
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76342.50000000
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]
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// ============================================================================
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// SHARED PROTOCOL CONSTANTS
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// ============================================================================
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access(all) let simulation_ht_vs_aave_constants: SimConstants = SimConstants(
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btcCollateralFactor: 0.75000000,
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btcLiquidationThreshold: 0.80000000,
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yieldAPR: 0.10000000,
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directMintYT: true
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)
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access(all) let simulation_ht_vs_aave_pools: {String: SimPool} = {
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"moet_yt": SimPool(
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size: 500000.00000000,
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concentration: 0.95000000,
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feeTier: 0.00050000
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),
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"moet_btc": SimPool(
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size: 500000.00000000,
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concentration: 0.80000000,
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feeTier: 0.00300000
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)
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}
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access(all) let simulation_ht_vs_aave_durationMinutes: Int = 60
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// ============================================================================
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// SCENARIO 1: Aggressive (Target HF 1.01)
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// ============================================================================
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access(all) let simulation_aggressive_1_01_agents: [SimAgent] = [
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SimAgent(
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count: 5,
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initialHF: 1.10000000,
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rebalancingHF: 1.05000000,
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targetHF: 1.01000000,
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debtPerAgent: 133333.00000000,
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totalSystemDebt: 666665.00000000
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),
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SimAgent(
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count: 5,
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initialHF: 1.20000000,
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rebalancingHF: 1.05000000,
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targetHF: 1.01000000,
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debtPerAgent: 133333.00000000,
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totalSystemDebt: 666665.00000000
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)
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]
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access(all) let simulation_aggressive_1_01_expectedLiquidationCount: Int = 0
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access(all) let simulation_aggressive_1_01_expectedAllAgentsSurvive: Bool = true
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// ============================================================================
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// SCENARIO 2: Moderate (Target HF 1.025)
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// ============================================================================
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access(all) let simulation_moderate_1_025_agents: [SimAgent] = [
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SimAgent(
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count: 5,
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initialHF: 1.20000000,
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rebalancingHF: 1.05000000,
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targetHF: 1.02500000,
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debtPerAgent: 133333.00000000,
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totalSystemDebt: 666665.00000000
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),
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SimAgent(
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count: 5,
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initialHF: 1.40000000,
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rebalancingHF: 1.05000000,
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targetHF: 1.02500000,
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debtPerAgent: 133333.00000000,
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totalSystemDebt: 666665.00000000
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)
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]
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access(all) let simulation_moderate_1_025_expectedLiquidationCount: Int = 0
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access(all) let simulation_moderate_1_025_expectedAllAgentsSurvive: Bool = true
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// ============================================================================
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// SCENARIO 3: Conservative (Target HF 1.05)
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// ============================================================================
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access(all) let simulation_conservative_1_05_agents: [SimAgent] = [
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SimAgent(
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count: 5,
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initialHF: 1.30000000,
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rebalancingHF: 1.10000000,
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targetHF: 1.05000000,
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debtPerAgent: 133333.00000000,
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totalSystemDebt: 666665.00000000
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),
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SimAgent(
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count: 5,
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initialHF: 1.50000000,
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rebalancingHF: 1.10000000,
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targetHF: 1.05000000,
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debtPerAgent: 133333.00000000,
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totalSystemDebt: 666665.00000000
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)
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]
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access(all) let simulation_conservative_1_05_expectedLiquidationCount: Int = 0
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access(all) let simulation_conservative_1_05_expectedAllAgentsSurvive: Bool = true
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// ============================================================================
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// SCENARIO 4: Mixed (Target HF 1.075)
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// ============================================================================
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access(all) let simulation_mixed_1_075_agents: [SimAgent] = [
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SimAgent(
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count: 5,
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initialHF: 1.10000000,
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rebalancingHF: 1.05000000,
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targetHF: 1.07500000,
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debtPerAgent: 133333.00000000,
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totalSystemDebt: 666665.00000000
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),
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SimAgent(
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count: 5,
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initialHF: 1.50000000,
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rebalancingHF: 1.05000000,
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targetHF: 1.07500000,
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debtPerAgent: 133333.00000000,
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totalSystemDebt: 666665.00000000
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)
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]
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access(all) let simulation_mixed_1_075_expectedLiquidationCount: Int = 0
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access(all) let simulation_mixed_1_075_expectedAllAgentsSurvive: Bool = true
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// ============================================================================
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// SCENARIO 5: Balanced (Target HF 1.1)
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// ============================================================================
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access(all) let simulation_balanced_1_1_agents: [SimAgent] = [
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SimAgent(
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count: 5,
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initialHF: 1.25000000,
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rebalancingHF: 1.10000000,
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targetHF: 1.10000000,
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debtPerAgent: 133333.00000000,
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totalSystemDebt: 666665.00000000
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),
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SimAgent(
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count: 5,
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initialHF: 1.45000000,
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rebalancingHF: 1.10000000,
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targetHF: 1.10000000,
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debtPerAgent: 133333.00000000,
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totalSystemDebt: 666665.00000000
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)
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]
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access(all) let simulation_balanced_1_1_expectedLiquidationCount: Int = 0
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access(all) let simulation_balanced_1_1_expectedAllAgentsSurvive: Bool = true

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