Uniswap v3 reset tau strategy #17
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This pull request includes significant changes to the
tau_strategyexamples, theDefaultHedgeEntityin the core entities, and various loaders for Uniswap V3 data. The most important changes include the addition of new files and methods to support the TauResetStrategy, updates to the Default Hedge entity, and enhancements to the Uniswap V3 loaders.Tau Strategy Enhancements:
examples/tau_strategy/tau_pipeline.py: Added a new file to define the pipeline for the TauResetStrategy, including MLFlow and Experiment configurations.examples/tau_strategy/tau_strategy.py: Added a new file to define the TauResetStrategy, including methods to build observations and run the strategy.Default Hedge Entity:
fractal/core/entities/default_hedge.py: Added a new file to define the Default Hedge entity, including initialization, state management, and action methods for opening/closing positions and calculating funding fees.Uniswap V3 Loader Enhancements:
fractal/loaders/thegraph/uniswap_v3/uniswap_loader.py: Added a new base loader class for Uniswap V3, including a method to get pool token decimals.fractal/loaders/thegraph/uniswap_v3/uniswap_v3_arbitrum.py: Updated to inherit from the newUniswapV3Loaderbase class and modified theget_pool_decimalsmethod. [1] [2]fractal/loaders/thegraph/uniswap_v3/uniswap_v3_ethereum.py: Updated to inherit from the newUniswapV3Loaderbase class and added a method to get pool token decimals. [1] [2]Other Changes:
fractal/core/entities/uniswap_v3_lp.py: Updated various methods to remove unnecessary returns and adjust the calculation of position amounts. [1] [2] [3] [4] [5] [6]fractal/loaders/base_loader.py: Modified the initialization to use an environment variable for the base path and updated the_readmethod to set the_dataattribute. [1] [2]fractal/loaders/thegraph/uniswap_v3/__init__.py: Added new loaders for Ethereum pool minute data and Ethereum prices. [1] [2]Checklist:
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