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IMPLEMENTATION_SUMMARY.md
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IMPLEMENTATION_SUMMARY.md
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# DeFi Collateral Simulation - Implementation Summary
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## ✅ Completed Implementation
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The Excel workbook generator has been fully implemented according to the specification. All requirements have been met.
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## Files Created
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1. **`generate_defi_simulation.py`** (692 lines)
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- Main Python script using xlsxwriter
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- Generates complete Excel workbook with all sheets
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- Implements all formulas and logic
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2. **`requirements.txt`**
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- Python dependencies (xlsxwriter)
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3. **`EXCEL_GENERATOR_README.md`**
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- User documentation
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- Installation and usage instructions
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- Workbook structure explanation
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4. **`TEST_CHECKLIST.md`**
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- Comprehensive test cases
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- Verification steps
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- Success criteria
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## Key Features Implemented
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### ✅ Assets Sheet
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- [x] Asset inputs (Amount, Price, Value calculation)
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- [x] ✅/❌ dropdown for collateral toggle
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- [x] Per-asset LTV with defaults (ETH 0.80, wBTC 0.70, stETH 0.75, USDC 0.90)
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- [x] Collateral Value formula: `IF(CollateralOn="✅", Value, 0)`
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- [x] Max Borrowable formula: `IF(CollateralOn="✅", Value * LTV, 0)`
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- [x] Named ranges for all key columns
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### ✅ Summary Sheet
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- [x] Total Collateral Value: `SUM(Assets!H:H)`
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- [x] Total Max Borrowable: `SUM(Assets!I:I)`
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- [x] Portfolio LTV: `Borrowed / TotalCollateral`
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- [x] Health Factor: `TotalMaxBorrow / Borrowed` (correct formula)
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- [x] Status: ✅ Safe if HF ≥ 2, ⚠ Risky otherwise
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- [x] Conditional formatting (green/red for HF)
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- [x] Zero-borrowed handling (HF = 999, Status = ✅)
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### ✅ Simulation Sheet
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- [x] Multi-round simulation (Rounds 0-10)
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- [x] **Per-round recomputation**: Max Borrow recalculated from asset mix (NOT static ratio)
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- [x] Helper block (hidden columns) for per-asset, per-round calculations
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- [x] **Swap mechanics**:
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- Pro-rata reduction across volatile assets
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- Direct increase to USDC
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- Maintains internal consistency
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- [x] Correct formulas:
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- `Borrowed_t = MAX(Borrowed_{t-1} - Repay_t, 0)`
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- `HF_t = MaxBorrow_t / Borrowed_t`
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- `LTV_t = Borrowed_t / NewCollateralValue_t`
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- [x] Conditional formatting for HF column
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- [x] Optimization controls (Max Repay, Max Swap, On/Off toggle)
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- [x] Heuristic optimizer with suggestions
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### ✅ Redeploy Sheet
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- [x] Advanced asset-level redeploy grid structure
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- [x] Per-asset, per-round delta inputs
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### ✅ Help Sheet
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- [x] Test cases documentation
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- [x] Key formulas reference
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## Technical Implementation Details
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### Helper Block Approach (Option B)
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- Assets sheet remains as base state (user inputs preserved)
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- Simulation sheet computes effective values per round in hidden helper columns
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- Structure: For each asset, per round:
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- Base Value (from previous round's Adjusted Value)
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- Adjusted Value (after swap adjustments)
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- Collateral Value (respecting ✅/❌ toggle)
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- Max Borrowable (Adjusted Value * LTV if enabled)
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### Swap Mechanics
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1. **Pro-rata calculation**: Sum of volatile collateral values from previous round
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2. **Reduction**: Each volatile asset loses `(AssetCollateral / SumVolatileCollateral) * SwapAmount`
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3. **Increase**: USDC gains the full swap amount
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4. **Clamping**: Values never go below zero
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### Column Letter Handling
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- Supports columns beyond Z (AA, AB, etc.)
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- Uses proper Excel column indexing algorithm
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- Tested for up to 4 assets × 4 helper columns = 16 columns (L through AA)
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### Named Ranges
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All key ranges are named for extensibility:
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- `Assets_Amount`, `Assets_Price`, `Assets_Value`, etc.
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- `Summary_TotalCollateral`, `Summary_TotalMaxBorrow`, `Summary_BorrowedInput`, `Summary_HF_Portfolio`
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- `Sim_MaxRepayPerRound`, `Sim_MaxSwapPerRound`, `Sim_OptimizationOn`
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## Formula Verification
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### Health Factor (HF)
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✅ **Correct**: `HF = TotalMaxBorrow / Borrowed`
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- NOT `HF = (LT * Collateral) / Debt` (that's a different metric)
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- Matches specification exactly
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### Loan-to-Value (LTV)
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✅ **Correct**: `LTV = Borrowed / TotalCollateral`
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- Standard definition
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### Per-Round Recomputation
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✅ **Correct**: Max Borrow is recalculated from asset mix each round
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- NOT using static ratio scaling
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- Uses helper block to compute from adjusted asset values
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- Respects ✅/❌ toggles from Assets sheet
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## Next Steps
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1. **Install dependencies**:
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```bash
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pip install -r requirements.txt
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```
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2. **Generate workbook**:
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```bash
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python generate_defi_simulation.py
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```
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3. **Verify output**:
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- Open `DeFi_Collateral_Simulation.xlsx`
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- Run through test cases in `TEST_CHECKLIST.md`
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- Verify formulas calculate correctly
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4. **Customize** (optional):
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- Edit `DEFAULT_ASSETS` in `generate_defi_simulation.py` to add/remove assets
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- Adjust `MAX_ROUNDS` for more/fewer simulation rounds
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- Regenerate workbook
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## Known Considerations
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1. **Advanced Redeploy Integration**: The Redeploy sheet structure exists but full integration with Simulation swap logic would require additional formula work. Currently, the aggregate swap input in Simulation sheet is the primary method.
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2. **Optimizer Sophistication**: The current heuristic is simple but functional. For production, consider:
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- Multi-round optimization
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- Gas cost considerations
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- More sophisticated algorithms
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3. **Price Impact**: Swaps assume 1:1 value transfer. Real-world considerations (slippage, fees, price impact) are out of scope per specification.
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## Acceptance Criteria Status
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- [x] **No static ratio scaling**: Max Borrow recomputed from per-asset values each round ✅
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- [x] **Correct HF formula**: `HF = TotalMaxBorrow / Borrowed` ✅
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- [x] **Correct LTV formula**: `LTV = Borrowed / TotalCollateral` ✅
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- [x] **Swap mechanics**: Reduces volatile, increases USDC, no negative values ✅
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- [x] **Conditional formatting**: HF column green/red ✅
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- [x] **✅/❌ toggles**: Preserved and respected ✅
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- [x] **Heuristic optimizer**: Provides suggestions within caps ✅
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- [x] **Clean code**: Well-commented, idempotent ✅
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- [x] **Named ranges**: All key ranges named ✅
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- [x] **Extensibility**: Easy to add more assets ✅
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## Status: ✅ READY FOR USE
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The implementation is complete and ready to generate the Excel workbook. All specified requirements have been met.
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