Source code for verbs_examples.uniswap.plotting

"""
Simulation data plotting utilities
"""
import os
from typing import List, Tuple

import matplotlib.pyplot as plt
import numpy as np




def plot_results(results: List[List[Tuple[int, int]]]):
    """
    Plot results from the Uniswap example simulation for a single seed

    Will generate the following plots:

    * Uniswap price of token0 in terms of token1
    * External market price of token0 in terms of token1

    Plots are saved in results/sim_uniswap_gbm

    Parameters
    ----------
    results: list[list[tuple[int, int]]]
        List of records
    """
    n_steps = len(results)
    prices = np.array(results).reshape(n_steps, 2)

    plot_dir = "results/sim_uniswap_gbm"
    if not os.path.exists(plot_dir):
        os.makedirs(plot_dir)

    fig, ax = plt.subplots(figsize=(6, 3))
    ax.plot(prices[:, 0], label="Uniswap price")
    ax.plot(prices[:, 1], "--", label="External market price")
    ax.legend()
    fig.savefig(os.path.join(plot_dir, "prices.pdf"))