污点按币种记脏枚数、只在 Web3 钱包里；Poinbase 只收干净的币；删除出金审查；永续操纵只记罪证；泄露记罪证；剧情替换；存档迁移到数据版本 5
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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ZHU MINCHAOandClaude Opus 5.5 committed
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@@ -106,19 +106,29 @@ internal static class Program
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Check(Near(pool.QuoteReserve, 60000, 1e-9), "深度重设");
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});
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Test("地址：污点和成本按价值比例随币走；Ponero 换入时污点停止传播", () =>
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Test("地址：每种币记脏枚数，转出、花掉、兑换按这种币的脏比例带走；成本按价值比例；Ponero 不带污点", () =>
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{
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Func<string, double> px = a => a == Assets.PSC ? 100 : 1;
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var a = new Wallet { Address = "A", Taint = 300, Basis = 1000 };
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a.Add(Assets.CRT, 1000);
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var a = new Wallet { Address = "A", Basis = 1000 };
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a.AddDirty(Assets.CRT, 1000, 300);
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var b = new Wallet { Address = "B" };
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Wallet.Transfer(a, b, Assets.CRT, 250, px);
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Check(Near(b.Taint, 75, 1e-9) && Near(a.Taint, 225, 1e-9), $"转出 1/4，污点带走 1/4：{b.Taint}");
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Check(Near(b.DirtyOf(Assets.CRT), 75, 1e-9) && Near(a.DirtyOf(Assets.CRT), 225, 1e-9), $"转出 1/4，脏枚数带走 1/4：{b.DirtyOf(Assets.CRT)}");
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Check(Near(b.Basis, 250, 1e-9), "成本带走 1/4");
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a.Add(Assets.PSC, 5);
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a.Add(Assets.CRT, -150);
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Check(Near(a.DirtyOf(Assets.CRT), 180, 1e-9) && a.DirtyOf(Assets.PSC) == 0 && Near(a.Taint(px), 180, 1e-9), "花掉 150 CRT：按 30% 带走 45 枚脏的；干净的 PSC 不受影响；按现价的脏币价值 180");
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a.Convert(Assets.CRT, 100, Assets.PSC, 1);
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Check(Near(a.DirtyOf(Assets.PSC), 0.3, 1e-9) && Near(a.DirtyOf(Assets.CRT), 150, 1e-9), "兑换：30% 脏的 CRT 换来的 PSC 也是 30% 脏");
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a.Convert(Assets.CRT, 100, Assets.Ponero, 50, clean: true);
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Check(a.DirtyOf(Assets.Ponero) == 0 && Near(a.DirtyOf(Assets.CRT), 120, 1e-9), "兑入 Ponero：兑掉的脏币消失，Ponero 是干净的");
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var sc = new Wallet(); sc.AddDirty(Assets.CRC, 1000, 400); sc.Scale(Assets.CRC, 0.5);
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Check(Near(sc.Get(Assets.CRC), 500, 1e-9) && Near(sc.DirtyOf(Assets.CRC), 200, 1e-9), "CRC 减记：脏枚数同比例缩水");
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Check(Near(sc.MarkDirty(Assets.CRC, 400), 100, 1e-9) && Near(sc.DirtyOf(Assets.CRC), 500, 1e-9), "补记脏币不超过干净的枚数，返回没记上的");
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var c = new Wallet { Address = "C" };
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b.Add(Assets.Ponero, 10);
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Wallet.Transfer(b, c, Assets.Ponero, 10, px);
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Check(c.Taint == 0, "Ponero 转入的地址不带污点");
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Check(c.Taint(px) == 0, "Ponero 转入的地址不带污点");
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bool threw = false;
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try { a.Add(Assets.CRT, -10000); } catch (InvalidOperationException) { threw = true; }
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Check(threw, "余额不足时拒绝");
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@@ -499,45 +509,46 @@ internal static class Program
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Check(Math.Abs(lost / (double)n - 0.1) < 0.03, $"命中率 {lost / (double)n:P1}");
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});
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Test("合规出金：干净小额不查；污点高时重度命中记罪证；轻度命中只没收污点部分；只对收益计税", () =>
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Test("Poinbase 只收干净的币：每种币最多充干净的枚数、脏的留在钱包；出金不审查、只对收益计税", () =>
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{
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Func<string, double> px = a => 1;
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Check(Exchange.HitChance(500, 0, 0, 200, false) == 0, "干净、低于 5 倍房租：不查");
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Check(Near(Exchange.HitChance(2000, 0, 0, 200, false), 0.2, 1e-9), "单笔为大额阈值 2 倍：20%");
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Check(Near(Exchange.HitChance(1000, 500, 0, 200, false), 0.75, 1e-9), "污点 50%：75%");
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Check(Exchange.HitChance(100000, 100000, 1e6, 200, true) == Tuning.AmlMaxChance, "上限 90%");
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int heavy = 0;
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double crime = 0;
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for (int i = 0; i < 1000; i++)
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{
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var w = new Wallet { Taint = 500, Basis = 1000 };
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w.Add(Assets.CRC, 1000);
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var r = new Exchange().Cashout(w, 1000, px, 1, 200, false, new Rng((ulong)i));
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if (r.Outcome == AmlOutcome.Heavy) { heavy++; crime = r.Crime; Check(Near(r.Received, 1000 * (1 - Tuning.ExchangeFee) - 500, 1e-6), "重度：没收污点部分"); }
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else Check(Near(r.Received, 1000 * (1 - Tuning.ExchangeFee), 1e-6) && r.Tax == 0, "未命中：全额到账；本金不计税");
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}
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Check(Near(heavy / 1000.0, 0.75, 0.04) && crime == 500, $"污点 50% 时约 75% 重度命中，罪证 = 污点额：{heavy / 1000.0:P0}");
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var light = new Wallet { Taint = 150 };
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light.Add(Assets.CRC, 1000);
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CashoutResult lr = null;
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for (ulong i = 0; lr == null || lr.Outcome == AmlOutcome.Clear; i++)
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{
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var w = new Wallet { Taint = 150 };
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w.Add(Assets.CRC, 1000);
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lr = new Exchange().Cashout(w, 1000, px, 1, 200, false, new Rng(i));
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}
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Check(lr.Outcome == AmlOutcome.Light && lr.Crime == 0 && Near(lr.Confiscated, 150, 1e-6), "污点 15%：轻度命中，没收 150、不记罪证");
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Check(Near(lr.Tax, (1000 * (1 - Tuning.ExchangeFee) - 150) * Tuning.TaxRate, 1e-6), "成本为 0 时到账部分全额计税");
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var ex = new Exchange();
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var big = new Wallet();
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big.Add(Assets.CRC, 4000);
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ex.Cashout(big, 2000, px, 1, 200, false, new Rng(1));
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Check(Near(Exchange.HitChance(2000, 0, ex.History.Sum(h => h.Value), 200, false), 0.2 + 0.2 * 1000 / 3000.0, 1e-9),
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"7 天内累计超过 15 倍房租也会提高命中率");
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var w = new Wallet { Address = "w", Basis = 800 };
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w.AddDirty(Assets.CRC, 1000, 500);
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Check(Near(w.CleanAvail(Assets.CRC), 500, 1e-9), "1000 CRC、500 枚脏：能充 500");
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var pb = new Wallet { Address = "pb" };
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double moved = Wallet.TransferClean(w, pb, Assets.CRC, 800, px);
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Check(Near(moved, 500, 1e-9) && Near(w.DirtyOf(Assets.CRC), 500, 1e-9) && Near(w.Get(Assets.CRC), 500, 1e-9) && pb.Taint(px) == 0 && Near(pb.Basis, 400, 1e-9) && Near(w.Basis, 400, 1e-9),
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"要充 800 只转了干净的 500：脏的留在钱包（剩 500 CRC 全脏），成本按价值比例带走");
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Check(w.CleanAvail(Assets.CRC) == 0, "剩下的全是脏的，一枚也充不进去");
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w.Add(Assets.CRC, 300);
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Check(Near(w.CleanAvail(Assets.CRC), 300, 1e-9), "转进干净的 300 只能再充 300");
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var two = new Wallet(); two.AddDirty(Assets.CRT, 100, 100); two.Add(Assets.PSC, 2);
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Check(Near(two.CleanAvail(Assets.PSC), 2, 1e-9) && two.CleanAvail(Assets.CRT) == 0, "按币种分开：CRT 全脏不影响干净的 PSC");
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var fz = new Wallet(); fz.AddDirty(Assets.CRT, 1000, 600); fz.Freeze(Assets.CRT, 0.5, 9);
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Check(Near(fz.CleanAvail(Assets.CRT), 400, 1e-9), "冻结的不能充：取可动用和干净的较小者");
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var acct = new Wallet { Basis = 1000 };
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acct.Add(Assets.CRC, 1000);
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var r = new Exchange().Cashout(acct, 1000, px);
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Check(Near(r.Received, 1000 * (1 - Tuning.ExchangeFee), 1e-6) && r.Tax == 0, "出金全额到账（扣手续费），本金不计税");
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var gain = new Wallet { Basis = 600 }; gain.Add(Assets.CRC, 1000);
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var g = new Exchange().Cashout(gain, 1000, px);
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Check(Near(g.Tax, (1000 * (1 - Tuning.ExchangeFee) - 600) * Tuning.TaxRate, 1e-6), "超出成本的部分计税");
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var dep = new Wallet { Basis = 1000 };
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dep.Add(Assets.CRC, 1000);
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var dr = new Exchange().Cashout(dep, 1000, a => 0.9, 1, 200, false, new Rng(1));
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Check(Near(dr.Received, 900 * (1 - Tuning.ExchangeFee), 1e-6), "CRC 脱锚时按市价兑出");
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Check(Near(new Exchange().Cashout(dep, 1000, a => 0.9).Received, 900 * (1 - Tuning.ExchangeFee), 1e-6), "CRC 脱锚时按市价兑出");
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// 存档迁移：旧的整钱包污点额按现价摊成各币脏枚数；Poinbase 和永续仓位的挪到 1 号钱包一起摊，超出的作废
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Func<string, double> px2 = a => a == Assets.PSC ? 100 : 1;
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var old = new Wallet { LegacyTaint = 300 }; old.Add(Assets.CRC, 1000);
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var pos = new List<PerpPosition> { new PerpPosition { Product = "PSC", LegacyTaint = 200 } };
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var w1 = new Wallet { Address = "w1", LegacyTaint = 100 }; w1.Add(Assets.CRC, 400); w1.Add(Assets.PSC, 2); w1.Add(Assets.Ponero, 50);
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var w2 = new Wallet { Address = "w2", LegacyTaint = 50 }; w2.Add(Assets.CRT, 100);
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var mixer = new Mixer(); mixer.Pending.Add(new MixDeposit { Asset = Assets.PSC, Amount = 3, LegacyTaint = 150 });
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var book = new PredictBook(); book.Positions.Add(new PredictPos { Cost = 100, LegacyTaint = 40 });
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double was = TaintMigration.Run(new List<Wallet> { w1, w2 }, old, pos, mixer, new BlackMarket(), new Staking(), new Scams(), book, new OwnMixer(), px2);
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Check(old.LegacyTaint == 0 && pos[0].LegacyTaint == 0 && w1.LegacyTaint == 0 && Near(w1.DirtyOf(Assets.CRC), 400, 1e-9) && Near(w1.DirtyOf(Assets.PSC), 2, 1e-9) && w1.DirtyOf(Assets.Ponero) == 0,
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"1 号钱包：自己 100 + Poinbase 300 + 永续 200 = 600，超过可追踪币的价值 600 封顶，全部记脏；Ponero 不摊");
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Check(Near(w2.DirtyOf(Assets.CRT), 50, 1e-9), "2 号钱包：污点 50 / 价值 100 → CRT 一半脏");
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Check(Near(mixer.Pending[0].Dirty, 1.5, 1e-9) && Near(book.Positions[0].Dirty, 40, 1e-9) && Near(was, 840, 1e-9), "托管：混币器在途按价格换成脏枚数，预测持仓同理；日志总额 840");
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});
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Test("二手贩子：老实人不报价；中间商加价；骗子夹带假卡；指出问题按维度扣价、拆穿假货按真实芯片算", () =>
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@@ -696,18 +707,16 @@ internal static class Program
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var m = Market.CreateDefault(3);
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var st = new Stablecoins();
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var net = new Network();
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var w = new Wallet { Address = "hot", Taint = 12, Basis = 34 };
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w.Add(Assets.PSC, 5);
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var w = new Wallet { Address = "hot", Basis = 34 };
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w.AddDirty(Assets.PSC, 5, 1.5);
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var ex = new Exchange();
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ex.History.Add(new KeyValuePair<int, double>(2, 100));
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var rng = new Rng(77);
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for (int d = 1; d <= 5; d++) { m.Night(new MarketEvent[0], rng, d, a => 1); st.Night(d, rng, 0); net.Night(d, m.Price, 10); }
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var bundle = new SaveBundle { Market = m, Stable = st, Network = net, Hot = w, Exchange = ex, Rng = rng };
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string json = Newtonsoft.Json.JsonConvert.SerializeObject(bundle);
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var back = Newtonsoft.Json.JsonConvert.DeserializeObject<SaveBundle>(json);
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Check(Near(back.Market.Price, m.Price, 1e-9) && back.Market.Pools.Count == m.Pools.Count && back.Market.Pools[1].Id == m.Pools[1].Id, "交易对与价格");
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Check(back.Hot.Get(Assets.PSC) == 5 && back.Hot.Taint == 12 && back.Hot.Basis == 34, "钱包余额、污点、成本");
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Check(back.Exchange.History.Count == 1 && back.Exchange.History[0].Value == 100, "出金记录");
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Check(back.Hot.Get(Assets.PSC) == 5 && back.Hot.DirtyOf(Assets.PSC) == 1.5 && back.Hot.Basis == 34, "钱包余额、脏枚数、成本");
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Check(Near(back.Network.NpcHash, net.NpcHash, 1e-9) && Near(back.Stable.Reserve, st.Reserve, 1e-9), "全网算力、CRA 储备");
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for (int d = 6; d <= 10; d++)
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{
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@@ -723,20 +732,20 @@ internal static class Program
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Check(CoinPayment.AssetFor("FACTION_BLACK_MARKET") == Assets.CRT && CoinPayment.AssetFor("FACTION_SECURITY") == null, "派系对应的币");
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double q = CoinPayment.Receive(w, Assets.CRT, 200, 0.5, 40);
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Check(Near(q, 400 * (1 + Tuning.CoinPayPremium), 1e-9) && Near(w.Get(Assets.CRT), q, 1e-9), "按币价换算数量，含溢价");
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Check(Near(w.Taint, 80, 1e-9) && Near(w.Basis, 200, 1e-9), "污点 = 货值 × 热度%，成本 = 货值（溢价不带污点）");
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Check(Near(w.DirtyOf(Assets.CRT), 80 / 0.5, 1e-9) && Near(w.Basis, 200, 1e-9), "脏的 = 货值 × 热度% 那部分的币（160 枚），成本 = 货值（溢价干净）");
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Check(CoinPayment.Receive(w, Assets.CRC, 0, 1, 10) == 0, "零金额不收");
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});
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Test("混币器：按价值比例带走污点、轮数即天数、手续费与清洗、匿名集、制裁标记", () =>
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Test("混币器：按这种币的脏比例带走脏枚数、轮数即天数、手续费与清洗、匿名集、制裁期间整笔脏", () =>
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{
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Func<string, double> px = a => a == Assets.PSC ? 10 : 1;
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var w = new Wallet { Address = "t" };
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w.Add(Assets.CRC, 1000); w.Add(Assets.PSC, 100); // 总价值 2000
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w.Taint = 400; w.Basis = 1000;
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w.AddDirty(Assets.CRC, 1000, 200); w.AddDirty(Assets.PSC, 100, 20); // 总价值 2000，各 20% 脏
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w.Basis = 1000;
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var m = new Mixer();
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Check(m.Deposit(w, Assets.CRC, 1000, 9, 1, px) == null && m.Deposit(w, Assets.CRC, 50, 1, 1, px) == null, "轮数超限、低于最小额不收");
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var d = m.Deposit(w, Assets.CRC, 1000, 2, 1, px);
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Check(d != null && Near(d.Taint, 200, 1e-9) && Near(w.Taint, 200, 1e-9) && Near(w.Get(Assets.CRC), 0, 1e-9), "存入 1000 / 2000：带走一半污点");
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Check(d != null && Near(d.Dirty, 200, 1e-9) && w.DirtyOf(Assets.CRC) == 0 && Near(w.DirtyOf(Assets.PSC), 20, 1e-9) && Near(w.Get(Assets.CRC), 0, 1e-9), "存入 1000 CRC：带走 200 枚脏的，PSC 不受影响");
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var rng = new Rng(3);
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Check(m.Night(w, 2, px, rng).Count == 0, "未到期不提回");
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var res = m.Night(w, 3, px, rng);
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@@ -744,15 +753,14 @@ internal static class Program
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double rate = Mixer.RoundRate(1000);
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Check(Near(w.Get(Assets.CRC), 1000 * (1 - Tuning.MixerFee) * (1 - Tuning.MixerFee), 1e-6) && Near(res[0].TaintAfter, 200 * (1 - rate) * (1 - rate), 1e-6), "两轮：手续费与污点按轮数递减");
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Check(Mixer.RoundRate(100000) < Mixer.RoundRate(1000) / 3, "存入越大匿名集占比越大，清洗越差");
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Check(m.RecentlyMixed(3) && !m.RecentlyMixed(3 + Tuning.AmlWindowDays + 1), "提回后一段时间内出金按混币来源加重");
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m.OnEvent(MarketEvent.Crackdown, 5, new Rng(1));
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int hit = 0; for (int i = 0; i < 400; i++) { var t = new Mixer(); t.OnEvent(MarketEvent.Crackdown, 1, new Rng((ulong)i + 1)); if (t.Sanctioned(2)) hit++; }
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Check(hit > 150 && hit < 250, $"镇压时约一半概率被制裁：{hit}/400");
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var w2 = new Wallet { Address = "u" }; w2.Add(Assets.CRC, 500);
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var m2 = new Mixer { SanctionedUntil = 10 };
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m2.Deposit(w2, Assets.CRC, 500, 1, 1, px);
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m2.Night(w2, 2, px, new Rng(5));
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Check(w2.Flagged, "制裁期间提出的币被标记");
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var fr = m2.Night(w2, 2, px, new Rng(5)).Single();
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Check(fr.Flagged && Near(w2.DirtyOf(Assets.CRC), w2.Get(Assets.CRC), 1e-6), $"制裁期间提出：不洗，整笔都是脏的（{w2.DirtyOf(Assets.CRC):0} / {w2.Get(Assets.CRC):0}）");
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});
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Test("CRT 冻结：冻一半、可动用余额减少、到期解冻；声望越高越不容易被冻", () =>
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@@ -777,15 +785,15 @@ internal static class Program
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Check(bm.Refresh(10, 45, new Rng(1), id => 100) && bm.Offers.Count > 0 && bm.Offers.Where(o => o.Kind == GoodKind.Contraband).All(o => o.Level <= 2 && o.Price == 130), "声望 45 开放中档，溢价 30%");
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Check(!bm.Refresh(12, 45, new Rng(2), id => 100) && bm.Refresh(17, 45, new Rng(2), id => 100), "每周刷新");
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var w = new Wallet { Address = "t" };
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w.Add(Assets.PSC, 10); w.Add(Assets.CRT, 1000); w.Taint = 400; w.Basis = 800; // 总价值 2000
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w.Add(Assets.PSC, 10); w.AddDirty(Assets.CRT, 1000, 400); w.Basis = 800; // 总价值 2000
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var offer = new BmOffer { Item = "x", Qty = 1, Price = 500, Level = 1 };
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bm.Offers.Add(offer);
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Check(!bm.Buy(offer, w, Assets.CRC, price), "不收 CRC");
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Check(bm.Buy(offer, w, Assets.CRT, price) && Near(w.Get(Assets.CRT), 500, 1e-9) && Near(w.Taint, 300, 1e-6) && Near(w.Basis, 600, 1e-6) && !bm.Offers.Contains(offer), "付币：污点与成本按比例留给卖家，卖完下架");
|
||||
Check(bm.Buy(offer, w, Assets.CRT, price) && Near(w.Get(Assets.CRT), 500, 1e-9) && Near(w.DirtyOf(Assets.CRT), 200, 1e-6) && Near(w.Basis, 600, 1e-6) && !bm.Offers.Contains(offer), "付币：付出的 CRT 按 40% 带走脏的，成本按比例留给卖家，卖完下架");
|
||||
w = new Wallet { Address = "t" };
|
||||
w.Add(Assets.PSC, 10); w.Taint = 500; w.Basis = 1000; // 总价值 1000，PSC 价 100
|
||||
w.AddDirty(Assets.PSC, 10, 5); w.Basis = 1000; // 总价值 1000，PSC 价 100，一半脏
|
||||
double got = bm.ToPonero(w, Assets.PSC, 5, 20, price); // 价值 500
|
||||
Check(Near(got, 500 * (1 - Tuning.PoneroFee) / 50, 1e-9) && Near(w.Taint, 250, 1e-6) && Near(w.Get(Assets.PSC), 5, 1e-9), "兑入 Ponero：扣手续费，这部分污点留在原地");
|
||||
Check(Near(got, 500 * (1 - Tuning.PoneroFee) / 50, 1e-9) && Near(w.DirtyOf(Assets.PSC), 2.5, 1e-6) && w.DirtyOf(Assets.Ponero) == 0 && Near(w.Get(Assets.PSC), 5, 1e-9), "兑入 Ponero：扣手续费，兑掉的脏币消失，Ponero 干净");
|
||||
Check(bm.ToPonero(w, Assets.PSC, 5.1, 20, price) < 0, "超过每日额度不能兑");
|
||||
Check(bm.ToPonero(w, Assets.PSC, 5, 21, price) >= 0, "第二天额度恢复");
|
||||
double back = bm.FromPonero(w, Assets.CRT, 10, 22, price);
|
||||
@@ -806,12 +814,12 @@ internal static class Program
|
||||
var lg = new BmListing { Qty = 99, Seller = 0, Item = "x", Price = 1000 };
|
||||
var lb = new BmListing { Qty = 99, Seller = 1, Item = "x", Price = 1000 };
|
||||
var w = new Wallet { Address = "t" };
|
||||
w.Add(Assets.CRT, 10000); w.Taint = 4000; w.Basis = 5000;
|
||||
w.AddDirty(Assets.CRT, 10000, 4000); w.Basis = 5000;
|
||||
var o = bm.Place(lb, 1, PayMode.Escrow, w, Assets.CRT, 10, price);
|
||||
Check(o != null && Near(w.Get(Assets.CRT), 10000 - 1050, 1e-9) && w.Taint < 4000 && bm.Place(lg, 1, PayMode.Escrow, w, Assets.CRC, 10, price) == null, "托管下单：扣币、污点留在订单上；不收 CRC");
|
||||
Check(o != null && Near(w.Get(Assets.CRT), 10000 - 1050, 1e-9) && Near(o.Dirty, 420, 1e-6) && w.DirtyOf(Assets.CRT) < 4000 && bm.Place(lg, 1, PayMode.Escrow, w, Assets.CRC, 10, price) == null, "托管下单：扣币、脏的 420 枚留在订单上；不收 CRC");
|
||||
double tBefore = 4000;
|
||||
var ev = bm.Night(13, false, w, new Rng(1));
|
||||
Check(ev.Any(e => e.Kind == "scam_refund") && Near(w.Get(Assets.CRT), 10000, 1e-6) && Near(w.Taint, tBefore, 1e-6) && Near(w.Basis, 5000, 1e-6), "骗子卖家 + 托管：退款，污点与成本一并还回（不能借退款洗钱）");
|
||||
Check(ev.Any(e => e.Kind == "scam_refund") && Near(w.Get(Assets.CRT), 10000, 1e-6) && Near(w.DirtyOf(Assets.CRT), tBefore, 1e-6) && Near(w.Basis, 5000, 1e-6), "骗子卖家 + 托管：退款，脏枚数与成本一并还回（不能借退款洗钱）");
|
||||
var o2 = bm.Place(lb, 1, PayMode.Advance, w, Assets.CRT, 20, price);
|
||||
var ev2 = bm.Night(23, false, w, new Rng(2));
|
||||
Check(o2.State == OrderState.Lost && Near(w.Get(Assets.CRT), 10000 - 900, 1e-6), "骗子卖家 + 提前放款：钱没了");
|
||||
@@ -893,7 +901,7 @@ internal static class Program
|
||||
b2.Night(4, false, w2, new Rng(8), 0, price);
|
||||
Check(s2.State == SaleState.Sold, "没到放款日不动");
|
||||
b2.Night(5, false, w2, new Rng(9), 0, price);
|
||||
Check(s2.State == SaleState.Paid && Near(w2.Get(Assets.CRT), crt0 + s2.Proceeds, 1e-9) && Near(w2.Taint, s2.Taint, 1e-9) && (s2.Taint == 0 || Near(s2.Taint, s2.Proceeds * BlackMarket.TaintRatio(0.8), 1e-6)), "放款：货款进钱包，污点按比例");
|
||||
Check(s2.State == SaleState.Paid && Near(w2.Get(Assets.CRT), crt0 + s2.Proceeds, 1e-9) && Near(w2.DirtyOf(Assets.CRT), s2.Taint, 1e-9) && (s2.Taint == 0 || Near(s2.Taint, s2.Proceeds * BlackMarket.TaintRatio(0.8), 1e-6)), "放款：货款进钱包，按污点比例记脏的（CRT 价 1）");
|
||||
// 赃物：货款按热度带污点，不走随机
|
||||
var bh = new BlackMarket();
|
||||
var wh = new Wallet(); wh.Add(Assets.CRT, 1000);
|
||||
@@ -1100,7 +1108,7 @@ internal static class Program
|
||||
Test("永续合约：开平仓、强平、基金与欠款、自动减仓、没收", () =>
|
||||
{
|
||||
Func<string, double> pr = a => a == Assets.PSC ? 100 : 1;
|
||||
Wallet NewAcct(double crc, double taint = 0) { var w = new Wallet { Address = "pb" }; w.Add(Assets.CRC, crc); w.Taint = taint; w.Basis = crc; return w; }
|
||||
Wallet NewAcct(double crc) { var w = new Wallet { Address = "pb" }; w.Add(Assets.CRC, crc); w.Basis = crc; return w; }
|
||||
// 滑点：名义价值占永续深度的比例，买入往上、卖出往下
|
||||
var bs = new PerpBook();
|
||||
double pool = Tuning.PerpDepth(1);
|
||||
@@ -1108,25 +1116,25 @@ internal static class Program
|
||||
// 滑点吃掉了强平线之间的空间：开仓被拒
|
||||
var bt = new PerpBook { DepthMult = 0.05 }; var at = NewAcct(5000);
|
||||
Check(bt.Open(at, "PSC", true, 1000, 5, 100, 1, pr) == PerpResult.Thin && bt.Positions.Count == 0 && at.Get(Assets.CRC) == 5000, "滑点大到一开就被强平的单子被拒，不扣钱");
|
||||
// 开仓与手续费、保证金、污点
|
||||
var b = new PerpBook { DepthMult = 1e12 }; var a = NewAcct(2000, 1000);
|
||||
// 开仓与手续费、保证金（Poinbase 没有污点）
|
||||
var b = new PerpBook { DepthMult = 1e12 }; var a = NewAcct(2000);
|
||||
Check(b.Open(a, "PSC", true, 1000, 6, 100, 1, pr) == PerpResult.Leverage && b.Open(a, "PSC", true, 3000, 3, 100, 1, pr) == PerpResult.Funds, "杠杆超限、余额不足被拒");
|
||||
Check(b.Open(a, "PSC", true, 1000, 5, 100, 1, pr) == PerpResult.Ok, "开 5× 多头");
|
||||
var pos = b.Of("PSC");
|
||||
double fee = 5000 * Tuning.PerpFee;
|
||||
Check(Math.Abs(pos.Size - 50) < 1e-9 && Math.Abs(a.Get(Assets.CRC) - (1000 - fee)) < 1e-9 && Math.Abs(pos.Taint - 500) < 1e-9, $"名义 5000，手续费 {fee}，污点 500 随保证金进仓位");
|
||||
Check(Math.Abs(pos.Size - 50) < 1e-9 && Math.Abs(a.Get(Assets.CRC) - (1000 - fee)) < 1e-9 && Math.Abs(pos.Basis - 1000) < 1e-9, $"名义 5000，手续费 {fee}，成本 1000 随保证金进仓位");
|
||||
Check(b.Open(a, "PSC", false, 100, 2, 100, 1, pr) == PerpResult.Opposite, "不能同时多空");
|
||||
Check(b.Open(a, "PSC", true, 100, 2, 100, 1, pr) == PerpResult.Single && b.Open(a, "SPARK", true, 100, 1, 10, 1, pr) == PerpResult.Single && b.Positions.Count == 1, "只有一个仓位：加仓、开别的标的都被拒，只能追加保证金");
|
||||
Check(Math.Abs(pos.LiqPrice - (50 * 100 - 1000) / (50 * (1 - Tuning.PerpMaint))) < 1e-9 && pos.LiqPrice > 85 && pos.LiqPrice < 90, $"强平价 {pos.LiqPrice:0.0}（约 −11%）");
|
||||
// 平仓盈利：干净的新币，污点原额退回
|
||||
// 平仓盈利：成本原额退回
|
||||
double paid = b.Close(a, "PSC", 110, 2, out double d0);
|
||||
double expect = 1000 + 50 * 10 - 50 * 110 * Tuning.PerpFee;
|
||||
Check(Math.Abs(paid - expect) < 1e-6 && d0 == 0 && Math.Abs(a.Taint - 1000) < 1e-6 && b.Positions.Count == 0, $"盈利平仓 {paid:0.00}，污点全额退回");
|
||||
// 平仓亏损：污点按剩下的比例退回
|
||||
var a2 = NewAcct(2000, 1000); var b2 = new PerpBook { DepthMult = 1e12 };
|
||||
Check(Math.Abs(paid - expect) < 1e-6 && d0 == 0 && Math.Abs(a.Basis - 2000) < 1e-6 && b.Positions.Count == 0, $"盈利平仓 {paid:0.00}，成本全额退回");
|
||||
// 平仓亏损：成本按剩下的比例退回
|
||||
var a2 = NewAcct(2000); var b2 = new PerpBook { DepthMult = 1e12 };
|
||||
b2.Open(a2, "PSC", true, 1000, 5, 100, 1, pr);
|
||||
double paid2 = b2.Close(a2, "PSC", 95, 2, out _);
|
||||
Check(paid2 > 700 && paid2 < 760 && a2.Taint < 1000 - 500 * (1 - paid2 / 1000) + 1, $"亏损平仓 {paid2:0.0}，污点按比例少回");
|
||||
Check(paid2 > 700 && paid2 < 760 && a2.Basis < 2000 - 1000 * (1 - paid2 / 1000) + 1, $"亏损平仓 {paid2:0.0}，成本按比例少回");
|
||||
// 夜间强平：权益不到 10% 名义价值；剩余进基金
|
||||
var b3 = new PerpBook { DepthMult = 1e12 }; var a3 = NewAcct(5000);
|
||||
b3.Open(a3, "PSC", true, 1000, 5, 100, 1, pr);
|
||||
@@ -1181,15 +1189,15 @@ internal static class Program
|
||||
Check(!b8.Night(3, new Dictionary<string, double> { ["PSC"] = 87 }, a8, pr).Any(e => e.Kind == "wipe"), "小行情不上新闻");
|
||||
});
|
||||
|
||||
Test("CRA 质押池：计息、解锁期、污点随币、螺旋", () =>
|
||||
Test("CRA 质押池：计息、解锁期、脏枚数随币、螺旋", () =>
|
||||
{
|
||||
Func<string, double> price = a => a == Assets.PSC ? 100 : 1;
|
||||
var w = new Wallet { Address = "0xa" }; w.Add(Assets.CRA, 1000); w.Add(Assets.PSC, 10); w.Taint = 400; w.Basis = 600;
|
||||
var w = new Wallet { Address = "0xa" }; w.AddDirty(Assets.CRA, 1000, 400); w.Add(Assets.PSC, 10); w.Basis = 600;
|
||||
var st = new Staking();
|
||||
Check(!st.Stake(w, 2000, price), "余额不足不能质押");
|
||||
Check(st.Stake(w, 500, price) && Math.Abs(w.Get(Assets.CRA) - 500) < 1e-9, "质押 500，钱包剩 500");
|
||||
double lotTaint = st.Of("0xa").Taint;
|
||||
Check(Math.Abs(lotTaint - 400 * 500.0 / 2000) < 1e-6 && Math.Abs(w.Taint - (400 - lotTaint)) < 1e-6, $"污点按价值比例进仓位：{lotTaint}");
|
||||
double lotTaint = st.Of("0xa").Dirty;
|
||||
Check(Math.Abs(lotTaint - 200) < 1e-6 && Math.Abs(w.DirtyOf(Assets.CRA) - 200) < 1e-6, $"CRA 40% 脏，质押 500 带走 200 枚脏的：{lotTaint}");
|
||||
var e1 = st.Night(1, Tuning.CraRate, _ => w);
|
||||
Check(Math.Abs(st.Of("0xa").Amount - 500 * (1 + Tuning.CraRate)) < 1e-9 && e1.Count == 1, "每晚计息并入本金");
|
||||
Check(!st.RequestUnstake("0xa", 9999, 1) && st.RequestUnstake("0xa", 200, 1), "申请取出 200");
|
||||
@@ -1199,7 +1207,7 @@ internal static class Program
|
||||
Check(w.Get(Assets.CRA) < 501, "解锁期没到不能取");
|
||||
for (int d = 3; d <= 1 + Tuning.CraUnlockDays; d++) st.Night(d, Tuning.CraRate, _ => w);
|
||||
Check(Math.Abs(w.Get(Assets.CRA) - 700) < 1e-6, $"到期自动回钱包 200：{w.Get(Assets.CRA):0.##}");
|
||||
Check(w.Taint > 400 - lotTaint + 1, "污点按比例回来");
|
||||
Check(w.DirtyOf(Assets.CRA) > 200 + 1 && w.DirtyOf(Assets.CRA) < 200 + 80 + 1e-6, $"脏枚数按比例回来（利息干净）：{w.DirtyOf(Assets.CRA):0.##}");
|
||||
// 螺旋：质押的 CRA 取回后只值当时的价格
|
||||
var s = new Stablecoins(); s.CraCrashDay = 5;
|
||||
for (int d = 5; d <= 7; d++) s.Night(d, new Rng(1), 0);
|
||||
@@ -1261,19 +1269,9 @@ internal static class Program
|
||||
for (int i = 0; i < n; i++) { int d = 1; while (!rng.Chance(Wallet.DrainChance(mid))) d++; sum += d; }
|
||||
Check(Math.Abs(sum / n - 4) < 0.25, $"模拟平均 {sum / n:0.00} 天被转走（期望 4）");
|
||||
var w = new Wallet { Address = "a" };
|
||||
w.Add(Assets.PSC, 50); w.Add(Assets.CRT, 1000); w.Taint = 300; w.Basis = 900; w.Freeze(Assets.CRT, 0.5, 9);
|
||||
w.Add(Assets.PSC, 50); w.AddDirty(Assets.CRT, 1000, 300); w.Basis = 900; w.Freeze(Assets.CRT, 0.5, 9);
|
||||
double v = w.Drain(a => a == Assets.PSC ? 100 : 1);
|
||||
Check(Math.Abs(v - 6000) < 1e-6 && w.Balances.Count == 0 && w.Frozen.Count == 0 && w.Taint == 0 && w.Basis == 0, $"全部转走（含冻结），污点和成本清零：{v}");
|
||||
});
|
||||
|
||||
Test("被标记的钱包转出可追踪的币，收款方也被标记；Ponero 不会", () =>
|
||||
{
|
||||
Func<string, double> price = x => 1;
|
||||
var f = new Wallet { Address = "f", Flagged = true }; f.Add(Assets.CRC, 100); f.Add(Assets.Ponero, 100);
|
||||
var p1 = new Wallet { Address = "p1" }; var p2 = new Wallet { Address = "p2" };
|
||||
Wallet.Transfer(f, p1, Assets.CRC, 10, price);
|
||||
Wallet.Transfer(f, p2, Assets.Ponero, 10, price);
|
||||
Check(p1.Flagged && !p2.Flagged, "CRC 带标记，Ponero 不带");
|
||||
Check(Math.Abs(v - 6000) < 1e-6 && w.Balances.Count == 0 && w.Frozen.Count == 0 && w.Dirty.Count == 0 && w.Basis == 0, $"全部转走（含冻结），脏枚数和成本清零：{v}");
|
||||
});
|
||||
|
||||
Test("多钱包：退款、出售回款、混币提回都回到原来的钱包", () =>
|
||||
@@ -1380,12 +1378,11 @@ internal static class Program
|
||||
Check(o.Value >= 500 * Tuning.OtcValueMinRents && o.Value <= 500 * Tuning.OtcValueMaxRents && Math.Abs(o.Cash - o.Value * Otc.CutFor(o.TaintRatio)) <= 1, $"市值与现金价：{o.Value:0} / {o.Cash}");
|
||||
}
|
||||
Check(Otc.CutFor(0) == Tuning.OtcCutClean && Otc.CutFor(1) == Tuning.OtcCutDirty && Otc.CutFor(0.3) > Otc.CutFor(0.7), "折扣按污点比例线性降低");
|
||||
// 收下：币进钱包，成本是付的现金，污点 = 市值 × 比例（带上限）
|
||||
// 收下：币进钱包，其中 数量 × 污点比例 枚是脏的，成本是付的现金
|
||||
var oc = new OtcOffer { Side = OtcSide.Sell, Asset = Assets.CRT, Qty = 1000, Value = 1000, TaintRatio = 0.4, Cash = 700 };
|
||||
var w = new Wallet();
|
||||
Check(Otc.Receive(w, oc, pr) == 0 && Near(w.Get(Assets.CRT), 1000, 1e-9) && Near(w.Taint, 400, 1e-9) && Near(w.Basis, 700, 1e-9), "污点按比例，成本是付的现金");
|
||||
var wf = new Wallet(); wf.Add(Assets.CRC, 100); wf.Taint = 1000;
|
||||
Check(Near(Otc.Receive(wf, oc, pr), 300, 1e-9) && Near(wf.Taint, 1100, 1e-9), "原有污点多时超出的部分返回");
|
||||
Otc.Receive(w, oc);
|
||||
Check(Near(w.Get(Assets.CRT), 1000, 1e-9) && Near(w.DirtyOf(Assets.CRT), 400, 1e-9) && Near(w.Basis, 700, 1e-9), "1000 CRT 里 400 枚脏，成本是付的现金");
|
||||
// Ponero：兑换处开放后偶尔有，不带污点
|
||||
int pon = 0;
|
||||
for (int i = 0; i < 4000; i++) { var o = Otc.MakeSell(none, true, pr, 500, rng); if (o.Asset == Assets.Ponero) { pon++; Check(o.TaintRatio == 0 && o.Cash >= o.Value * Tuning.OtcPoneroCutMin - 1, "Ponero 不带污点"); } }
|
||||
@@ -1424,7 +1421,7 @@ internal static class Program
|
||||
Func<string, double> pr = a => 1;
|
||||
var w = new Wallet { Address = "w" }; w.Add(Assets.CRT, 30000);
|
||||
var m = new OwnMixer();
|
||||
Check(m.Inject(w, Assets.CRT, 20000, pr) && m.Pool(Assets.CRT).Capital == 20000 && m.Pool(Assets.CRT).CapTaint == 0, "干净的币注资，本金不带污点");
|
||||
Check(m.Inject(w, Assets.CRT, 20000, pr) && m.Pool(Assets.CRT).Capital == 20000 && m.Pool(Assets.CRT).CapDirty == 0, "干净的币注资，本金不带污点");
|
||||
Check(!m.Inject(w, Assets.CRT, 1e6, pr) && !m.Inject(w, Assets.SPARK, 1, pr), "余额不够、币种不支持被拒");
|
||||
Check(OwnMixer.RoundRate(40000) > OwnMixer.RoundRate(10000) && OwnMixer.RoundRate(1e9) <= Tuning.MixerCleanRate + 1e-9 && OwnMixer.RoundRate(0) == 0, "匿名集越大清洗率越高，封顶基准清洗率");
|
||||
m.Start(pr);
|
||||
@@ -1446,21 +1443,21 @@ internal static class Program
|
||||
}
|
||||
Check(deposits > 0 && payouts > 0 && m.FeesTotal > fees0, $"营业中有存入和出款：{deposits} / {payouts}，手续费 {m.FeesTotal - fees0:0}");
|
||||
Check(m.Pending.All(x => x.ReadyDay >= 50), "到期的都出款了");
|
||||
// 取回：收入全额带污点，本金按本金的污点
|
||||
var m2 = new OwnMixer(); var w2 = new Wallet { Address = "w2" }; w2.Add(Assets.PSC, 1000); w2.Taint = 500;
|
||||
// 取回：收入整笔是脏的，本金按本金的脏比例
|
||||
var m2 = new OwnMixer(); var w2 = new Wallet { Address = "w2" }; w2.AddDirty(Assets.PSC, 1000, 500);
|
||||
m2.Inject(w2, Assets.PSC, 1000, pr);
|
||||
Check(Near(m2.Pool(Assets.PSC).CapTaint, 500, 1e-9) && w2.Taint < 1e-9, "脏币注资，污点跟着进本金");
|
||||
Check(Near(m2.Pool(Assets.PSC).CapDirty, 500, 1e-9) && w2.DirtyOf(Assets.PSC) < 1e-9, "一半脏的币注资，脏枚数跟着进本金");
|
||||
m2.Pool(Assets.PSC).Earned = 100;
|
||||
var w3 = new Wallet { Address = "w3" }; w3.Add(Assets.CRC, 10000);
|
||||
Check(m2.Withdraw(w3, Assets.PSC, 100, pr, out double o1) && Near(w3.Taint, 100, 1e-9) && o1 == 0, "先取收入：全额带污点");
|
||||
Check(m2.Withdraw(w3, Assets.PSC, 500, pr, out _) && Near(w3.Taint, 100 + 250, 1e-9), "再取本金：按本金的污点比例");
|
||||
Check(!m2.Withdraw(w3, Assets.PSC, 1000, pr, out _), "不能超过可取回的数量");
|
||||
Check(m2.Withdraw(w3, Assets.PSC, 100) && Near(w3.DirtyOf(Assets.PSC), 100, 1e-9) && w3.DirtyOf(Assets.CRC) == 0, "先取收入：整笔脏，别的币不受影响");
|
||||
Check(m2.Withdraw(w3, Assets.PSC, 500) && Near(w3.DirtyOf(Assets.PSC), 100 + 250, 1e-9), "再取本金：按本金的脏比例");
|
||||
Check(!m2.Withdraw(w3, Assets.PSC, 1000), "不能超过可取回的数量");
|
||||
m2.Pending.Add(new OwnMixDeposit { Asset = Assets.PSC, Amount = 300, Taint = 200, Rounds = 2, ReadyDay = 99 });
|
||||
Check(Near(m2.Free(Assets.PSC), 500, 1e-9) && Near(m2.Total(Assets.PSC), 800, 1e-9), "客户在途的币不能取");
|
||||
// 卷款跑路：连同客户的币全部卷走、全额带污点，永久关闭
|
||||
// 卷款跑路：连同客户的币全部卷走、整笔脏，永久关闭
|
||||
var w4 = new Wallet { Address = "w4" };
|
||||
var got = m2.Rug(w4, pr, out double o4);
|
||||
Check(Near(w4.Get(Assets.PSC), 800, 1e-9) && Near(w4.Taint, 800, 1e-9) && m2.Closed && !m2.Open && got.Count == 1, "卷走全部、全额污点、关闭");
|
||||
var got = m2.Rug(w4);
|
||||
Check(Near(w4.Get(Assets.PSC), 800, 1e-9) && Near(w4.DirtyOf(Assets.PSC), 800, 1e-9) && m2.Closed && !m2.Open && got.Count == 1, "卷走全部、整笔脏、关闭");
|
||||
Check(m2.Night(100, pr, 60, Tuning.MixerFee, rr, true, 1, false, new Rng(1)).Count == 0, "关闭后不再有夜间事件");
|
||||
// 查封：风声足够大时被查封，停业若干天
|
||||
var m3 = new OwnMixer { Heat = 1e6 }; m3.Inject(new Wallet { Address = "x", Balances = { [Assets.CRT] = 5000 } }, Assets.CRT, 5000, pr); m3.Start(pr);
|
||||
@@ -1495,11 +1492,11 @@ internal static class Program
|
||||
}
|
||||
});
|
||||
|
||||
Test("预测市场：买入、卖出、手续费、污点、持仓限制", () =>
|
||||
Test("预测市场：买入、卖出、手续费、脏枚数、持仓限制", () =>
|
||||
{
|
||||
Func<string, double> pr = a => 1;
|
||||
var acct = new Wallet { Address = "poinbase" };
|
||||
acct.Add(Assets.CRC, 1000); acct.Taint = 400; acct.Basis = 1000;
|
||||
var acct = new Wallet { Address = "w" };
|
||||
acct.AddDirty(Assets.CRC, 1000, 400); acct.Basis = 1000;
|
||||
var bk = new PredictBook();
|
||||
var m = PredictMarket.Create(++bk.Seq, PredictKind.Purity, "gutter", "t", 8500, 5, 6, 6, 0.5);
|
||||
bk.Markets.Add(m);
|
||||
@@ -1511,13 +1508,13 @@ internal static class Program
|
||||
Check(res == PredictResult.Ok && sh > 0, "买入成功");
|
||||
var pos = bk.PosOf(m.Id, acct.Address);
|
||||
Check(Math.Abs(pos.Cost - 100) < 1e-6 && Math.Abs(acct.Get(Assets.CRC) - (1000 - spend)) < 1e-6, $"成本 100（另付手续费）：{pos.Cost:0.00}");
|
||||
Check(Math.Abs(pos.Taint - 400 * spend / 1000) < 1e-6 && Math.Abs(acct.Taint - (400 - 400 * spend / 1000)) < 1e-6, $"污点按花掉的价值比例带进持仓：{pos.Taint:0.00}");
|
||||
Check(Math.Abs(pos.Dirty - 0.4 * spend) < 1e-6 && Math.Abs(acct.DirtyOf(Assets.CRC) - (400 - 0.4 * spend)) < 1e-6, $"CRC 40% 脏，花掉的按比例带进持仓：{pos.Dirty:0.00}");
|
||||
Check(bk.Buy(acct, m, false, 10, 5, pr, false, out _) == PredictResult.Opposite, "不能同盘反方向");
|
||||
// 卖出：价差为 0，只付手续费
|
||||
double before = acct.Get(Assets.CRC);
|
||||
Check(bk.SellAll(acct, m, 5, pr, out double got) == PredictResult.Ok && Math.Abs(got - 100 * (1 - Tuning.PredictFee)) < 1e-6, $"原价卖回只扣手续费：{got:0.00}");
|
||||
Check(Math.Abs(acct.Get(Assets.CRC) - before - got) < 1e-6 && bk.PosOf(m.Id, acct.Address) == null, "回到账户");
|
||||
Check(acct.Taint < 400 && acct.Taint > 359.2, "卖回时污点按退回的比例回来");
|
||||
Check(acct.DirtyOf(Assets.CRC) < 400 && acct.DirtyOf(Assets.CRC) > 359.2, "卖回时脏枚数按退回的比例回来");
|
||||
// 持仓上限
|
||||
var big = new Wallet { Address = "x" }; big.Add(Assets.CRC, 1e7);
|
||||
Check(bk.Buy(big, m, true, 1e6, 5, pr, false, out _) == PredictResult.Cap, "超过份额上限被拒");
|
||||
@@ -1555,29 +1552,28 @@ internal static class Program
|
||||
double c2 = acct.Get(Assets.CRC);
|
||||
var ev2 = bk.Night(9, new string[0], bk.Happened, _ => acct, pr, rng);
|
||||
Check(ev2.Any(e => e.Kind == "void") && Math.Abs(acct.Get(Assets.CRC) - c2 - 50) < 1e-6, $"缺数据作废并退本金：{acct.Get(Assets.CRC) - c2:0.00}");
|
||||
// 内幕单：照常兑付全部份数，只有内幕份额对应的兑付记污点
|
||||
// 内幕单：照常兑付全部份数，只有内幕份额对应的兑付记成脏的 CRC
|
||||
var b2 = new PredictBook(); var a2 = new Wallet { Address = "p" }; a2.Add(Assets.CRC, 1e6);
|
||||
var mk = PredictMarket.Create(++b2.Seq, PredictKind.Event, "e", "t", 0, 4, 5, 5, 0.1); b2.Markets.Add(mk);
|
||||
b2.Buy(a2, mk, true, mk.BuyCost(true, 0.2 * mk.ShareCap) * 1.02, 4, pr, true, out double si);
|
||||
b2.Buy(a2, mk, true, 50, 4, pr, false, out double sn);
|
||||
double c2b = a2.Get(Assets.CRC), t2b = a2.Taint;
|
||||
double c2b = a2.Get(Assets.CRC), t2b = a2.DirtyOf(Assets.CRC);
|
||||
var e2 = b2.Night(5, new string[0], mm => true, _ => a2, pr, new Rng(1));
|
||||
Check(e2[0].Kind == "insider" && Near(e2[0].Amount, si + sn, 1e-6), $"内幕单照常结算：{e2[0].Kind}");
|
||||
Check(Near(a2.Get(Assets.CRC) - c2b, si + sn, 1e-6), "全部份数照常兑付");
|
||||
Check(Near(a2.Taint - t2b, si, 1e-6) && Near(e2[0].Taint, si, 1e-6) && e2[0].Over == 0 && e2[0].Fraud == 0, $"只有内幕份额的兑付记污点：+{a2.Taint - t2b:0.00} / {si:0.00}");
|
||||
Check(Near(a2.DirtyOf(Assets.CRC) - t2b, si, 1e-6) && Near(e2[0].Taint, si, 1e-6), $"只有内幕份额的兑付记成脏的：+{a2.DirtyOf(Assets.CRC) - t2b:0.00} / {si:0.00}");
|
||||
// 不是内幕单：普通结算，不加污点
|
||||
var b3 = new PredictBook(); var a3 = new Wallet { Address = "p" }; a3.Add(Assets.CRC, 1e6);
|
||||
var m3 = PredictMarket.Create(++b3.Seq, PredictKind.Event, "e", "t", 0, 4, 5, 5, 0.1); b3.Markets.Add(m3);
|
||||
b3.Buy(a3, m3, true, 200, 4, pr, false, out _);
|
||||
Check(b3.Night(5, new string[0], mm => true, _ => a3, pr, new Rng(1))[0].Kind == "win" && a3.Taint == 0, "非内幕单不记污点");
|
||||
// 污点上限：钱包原有污点已超过价值（币价跌过），新加的全部超出，折成罪证
|
||||
var b4 = new PredictBook(); var a4 = new Wallet { Address = "p" }; a4.Add(Assets.CRC, 1e5);
|
||||
Check(b3.Night(5, new string[0], mm => true, _ => a3, pr, new Rng(1))[0].Kind == "win" && a3.Taint(pr) == 0, "非内幕单不记污点");
|
||||
// 拿脏 CRC 下的内幕单：带回的脏枚数加上内幕记的，整笔兑付都是脏的，不会多记到钱包里别的 CRC 上
|
||||
var b4 = new PredictBook(); var a4 = new Wallet { Address = "p" }; a4.AddDirty(Assets.CRC, 1e4, 1e4); a4.Add(Assets.CRC, 1e5);
|
||||
var m4 = PredictMarket.Create(++b4.Seq, PredictKind.Event, "e", "t", 0, 4, 5, 5, 0.1); b4.Markets.Add(m4);
|
||||
b4.Buy(a4, m4, true, m4.BuyCost(true, 0.1 * m4.ShareCap) * 1.02, 4, pr, true, out double s4);
|
||||
a4.Taint = a4.Value(pr) + 1000;
|
||||
double d4 = a4.DirtyOf(Assets.CRC), pd4 = b4.Positions[0].Dirty;
|
||||
var e4 = b4.Night(5, new string[0], mm => true, _ => a4, pr, new Rng(1));
|
||||
Check(e4[0].Kind == "insider" && e4[0].Taint == 0 && Near(e4[0].Over, s4, 1e-6), $"污点已满时全部超出：{e4[0].Over:0.00}");
|
||||
Check(Near(e4[0].Fraud, Wallet.OverflowFraud(s4), 1e-9) && e4[0].Fraud <= Tuning.PredictFraudCap, "超出的部分按比例记罪证，有上限");
|
||||
Check(e4[0].Kind == "insider" && Near(a4.DirtyOf(Assets.CRC) - d4, s4, 1e-6) && Near(e4[0].Taint + pd4, s4, 1e-6), $"兑付 {s4:0.00} 全部记脏：带回 {pd4:0.00} + 内幕 {e4[0].Taint:0.00}");
|
||||
});
|
||||
|
||||
Test("预测市场：多钱包持仓各回各的钱包，内幕污点各记各的", () =>
|
||||
@@ -1596,12 +1592,13 @@ internal static class Program
|
||||
Check(bk.SellAll(w2, m, 4, pr, out double got) == PredictResult.Ok && got > 0 && bk.PosOf(m.Id, "0xb") == null && bk.PosOf(m.Id, "0xa") != null, "卖出只动自己钱包的持仓");
|
||||
Check(bk.Buy(w2, m, true, m.BuyCost(true, half) * 1.02, 4, pr, true, out _) == PredictResult.Ok, "再买");
|
||||
// 两个钱包的内幕份额各自记在自己的钱包上
|
||||
double a0 = w1.Get(Assets.CRC), b0 = w2.Get(Assets.CRC), ta = w1.Taint, tb = w2.Taint;
|
||||
double a0 = w1.Get(Assets.CRC), b0 = w2.Get(Assets.CRC), ta = w1.DirtyOf(Assets.CRC), tb = w2.DirtyOf(Assets.CRC);
|
||||
double sa = bk.PosOf(m.Id, "0xa").Shares, sb = bk.PosOf(m.Id, "0xb").Shares;
|
||||
double ca = bk.PosOf(m.Id, "0xa").Taint, cb = bk.PosOf(m.Id, "0xb").Taint; // 买入时随资金带进持仓的污点，兑付时原样回来
|
||||
double ca = bk.PosOf(m.Id, "0xa").Dirty, cb = bk.PosOf(m.Id, "0xb").Dirty; // 买入时随资金带进持仓的脏枚数，兑付时原样回来
|
||||
var ev = bk.Night(5, new string[0], x => true, pick, pr, new Rng(1));
|
||||
Check(ev[0].Kind == "insider" && Near(w1.Get(Assets.CRC) - a0, sa, 1e-6) && Near(w2.Get(Assets.CRC) - b0, sb, 1e-6), "各自的钱包收到兑付");
|
||||
Check(Near(w1.Taint - ta - ca, sa, 1e-6) && Near(w2.Taint - tb - cb, sb, 1e-6) && Near(ev[0].Taint, sa + sb, 1e-6), "内幕污点各记各的钱包");
|
||||
Check(Near(w1.DirtyOf(Assets.CRC) - ta, sa, 1e-6) && Near(w2.DirtyOf(Assets.CRC) - tb, sb, 1e-6) && Near(ev[0].Taint, sa - ca + sb - cb, 1e-6) && cb > 0,
|
||||
$"各记各的钱包，整笔兑付都是脏的（B 下注的 CRC 里本来有 {cb:0.00} 枚脏的，内幕只补记其余部分）");
|
||||
});
|
||||
|
||||
Test("预测市场：夜间消息反应、情报、新盘口先验", () =>
|
||||
@@ -1676,7 +1673,7 @@ internal static class Program
|
||||
var m = PredictMarket.Create(++bk.Seq, PredictKind.Price, "PSC", "PSC", 100, 4, 5, 5, 0.3); bk.Markets.Add(m);
|
||||
bk.Buy(w, m, yes, 510, 4, a => 1, false, out _);
|
||||
var ev = bk.Night(5, new string[0], x => outcome, _ => w, a => 1, new Rng(sd), push);
|
||||
if (ev[0].Kind == "manip") { if (yes && push > 0) manip++; else Check(false, "不该被判操纵"); Check(ev[0].Fraud == 0 && Near(ev[0].Taint, ev[0].Amount, 1e-6) && Near(w.Taint, ev[0].Amount, 1e-6), "照常兑付，整笔兑付记污点"); Check(w.Get(Assets.CRC) > 1e5 - 510, "本金不没收"); }
|
||||
if (ev[0].Kind == "manip") { if (yes && push > 0) manip++; else Check(false, "不该被判操纵"); Check(Near(ev[0].Taint, ev[0].Amount, 1e-6) && Near(w.DirtyOf(Assets.CRC), ev[0].Amount, 1e-6), "照常兑付，整笔兑付记成脏的"); Check(w.Get(Assets.CRC) > 1e5 - 510, "本金不没收"); }
|
||||
else if (yes && push > 0) win++; else if (push == 0) noPush++;
|
||||
}
|
||||
}
|
||||
@@ -1708,11 +1705,11 @@ internal static class Program
|
||||
var q = new Ponzi(); q.Start(poor, 0.10, 20);
|
||||
q.Pool = 100000; var ev2 = q.Night(20, 50, poor, new Rng(1));
|
||||
Check(ev2 != null && ev2.Kind == "collapse", "账户里没钱补利息：崩盘");
|
||||
// 卷走：池子进账户、污点全额
|
||||
// 卷走：池子进钱包、整笔脏
|
||||
var w = new Wallet { Address = "y" }; w.Add(Assets.CRC, 2000);
|
||||
var r = new Ponzi(); r.Start(w, 0.04, 20); r.Pool = 5000;
|
||||
double cash = w.Get(Assets.CRC);
|
||||
Check(Math.Abs(r.Rug(w) - 5000) < 1e-9 && Math.Abs(w.Get(Assets.CRC) - cash - 5000) < 1e-9 && Math.Abs(w.Taint - 5000) < 1e-9 && r.Done, "卷走：池子进账户，污点全额");
|
||||
Check(Math.Abs(r.Rug(w) - 5000) < 1e-9 && Math.Abs(w.Get(Assets.CRC) - cash - 5000) < 1e-9 && Math.Abs(w.DirtyOf(Assets.CRC) - 5000) < 1e-9 && r.Done, "卷走：池子进钱包，这 5000 CRC 整笔脏");
|
||||
// 被举报概率随日息和池子升高
|
||||
Check(Ponzi.ReportChance(0.10, 5000, 20) > Ponzi.ReportChance(0.02, 5000, 20) && Ponzi.ReportChance(0.04, 9000, 20) > Ponzi.ReportChance(0.04, 100, 20), "日息越高、池子越大越容易被举报");
|
||||
Check(Ponzi.InflowMean(20, 0.08, 50) > Ponzi.InflowMean(20, 0.04, 50) * 2, "日息高于 4% 时存入按指数放大");
|
||||
@@ -1798,7 +1795,7 @@ internal static class Program
|
||||
Check(Math.Abs(rugs / 400.0 - Tuning.YieldRugNightly) < 0.05, $"骗局池每晚跑路概率：{rugs / 400.0:0.00}");
|
||||
});
|
||||
|
||||
Test("预测市场：内幕先买后卖，卖出所得的内幕部分记污点", () =>
|
||||
Test("预测市场：内幕先买后卖，卖出所得的内幕部分记成脏的", () =>
|
||||
{
|
||||
var bk = new PredictBook(); var w = new Wallet { Address = "w" }; w.Add(Assets.CRC, 1e6);
|
||||
var m = PredictMarket.Create(++bk.Seq, PredictKind.Event, "e", "t", 0, 4, 7, 7, 0.05); bk.Markets.Add(m);
|
||||
@@ -1807,29 +1804,21 @@ internal static class Program
|
||||
double cost = bk.PosOf(m.Id, "w").Cost;
|
||||
double p1 = m.PYes, p2 = p1 + (1 - p1) / 2;
|
||||
m.QYes = m.QNo + m.B * Math.Log(p2 / (1 - p2)); // 夜里价格又涨了一截
|
||||
double t0 = w.Taint;
|
||||
Check(bk.SellAll(w, m, 5, a => 1, out double got, out double taint, out double over) == PredictResult.Ok && got > cost, "照常卖出，赚到价差");
|
||||
Check(Near(taint, got * si / (si + sn), 1e-6) && Near(w.Taint - t0, taint, 1e-9) && over == 0, $"内幕份额对应的卖出所得记污点：{taint:0.00} / {got:0.00}");
|
||||
double t0 = w.DirtyOf(Assets.CRC);
|
||||
Check(bk.SellAll(w, m, 5, a => 1, out double got, out double taint) == PredictResult.Ok && got > cost, "照常卖出，赚到价差");
|
||||
Check(Near(taint, got * si / (si + sn), 1e-6) && Near(w.DirtyOf(Assets.CRC) - t0, taint, 1e-9), $"内幕份额对应的卖出所得记成脏的：{taint:0.00} / {got:0.00}");
|
||||
// 非内幕卖出不加污点
|
||||
var bk2 = new PredictBook(); var w2 = new Wallet { Address = "w" }; w2.Add(Assets.CRC, 1e6);
|
||||
var m2 = PredictMarket.Create(++bk2.Seq, PredictKind.Event, "e", "t", 0, 4, 7, 7, 0.05); bk2.Markets.Add(m2);
|
||||
bk2.Buy(w2, m2, true, 200, 4, a => 1, false, out _);
|
||||
m2.QYes = m2.QNo + m2.B * Math.Log(0.6 / 0.4);
|
||||
bk2.SellAll(w2, m2, 5, a => 1, out _, out double t2, out double o2);
|
||||
Check(t2 == 0 && o2 == 0 && w2.Taint == 0, "非内幕卖出不记污点");
|
||||
bk2.SellAll(w2, m2, 5, a => 1, out _, out double t2);
|
||||
Check(t2 == 0 && w2.Dirty.Count == 0, "非内幕卖出不记污点");
|
||||
});
|
||||
|
||||
Test("钱包：带上限的加污点", () =>
|
||||
Test("罪证折算：按额 × 比例，单次封顶", () =>
|
||||
{
|
||||
Func<string, double> pr = a => 1;
|
||||
var w = new Wallet { Address = "w" }; w.Add(Assets.CRC, 100);
|
||||
Check(w.AddTaintCapped(60, pr) == 0 && w.Taint == 60, "价值以内全部加上");
|
||||
Check(Near(w.AddTaintCapped(60, pr), 20, 1e-9) && w.Taint == 100, "加到价值为止，返回超出的 20");
|
||||
Check(Near(w.AddTaintCapped(30, pr), 30, 1e-9) && w.Taint == 100, "已满时全部超出");
|
||||
var empty = new Wallet { Address = "e" };
|
||||
Check(Near(empty.AddTaintCapped(5, pr), 5, 1e-9) && empty.Taint == 0, "空钱包加不进污点");
|
||||
Check(w.AddTaintCapped(0, pr) == 0 && w.AddTaintCapped(-3, pr) == 0, "0 和负数不处理");
|
||||
Check(Near(Wallet.OverflowFraud(100), 100 * Tuning.PredictFraudShare, 1e-9) && Wallet.OverflowFraud(1e9) == Tuning.PredictFraudCap && Wallet.OverflowFraud(0) == 0, "超出额按比例折罪证，单次封顶");
|
||||
Check(Near(Wallet.FraudFor(100), 100 * Tuning.PredictFraudShare, 1e-9) && Wallet.FraudFor(1e9) == Tuning.PredictFraudCap && Wallet.FraudFor(0) == 0, "按比例折罪证，单次封顶");
|
||||
});
|
||||
|
||||
Test("日 K：开盘、日内高低、成交量、收盘、均线、保留天数", () =>
|
||||
@@ -1865,18 +1854,19 @@ internal static class Program
|
||||
{
|
||||
var sm = new StoryMods(); StoryMods.Current = sm;
|
||||
Check(sm.Apply("serpico_sec", 50) && !sm.Apply("serpico_sec", 51), "只生效一次");
|
||||
Check(sm.Aml(60) == Tuning.StorySecAmlMult && sm.Aml(50 + Tuning.StorySecDays) == 1, "治安部整顿期内出金审查加重，到期恢复");
|
||||
Check(sm.MixClean(60) == Tuning.StorySecMixClean && sm.MixClean(50 + Tuning.StorySecDays) == 1, "治安部整顿期内混币器洗得更差，到期恢复");
|
||||
Check(Mixer.RoundRate(1000, 60) < Mixer.RoundRate(1000) * 0.75, "整顿期内每轮清洗率 ×0.7");
|
||||
Check(sm.Sanction(60) == Tuning.StorySecSanctionMult && sm.Enforce(60) == Tuning.StorySecEnforceMult, "制裁与查处倍率");
|
||||
sm.Apply("lun_arrested", 55);
|
||||
Check(Math.Abs(sm.Enforce(60) - Tuning.StorySecEnforceMult * Tuning.StoryLunMult) < 1e-12 && sm.Enforce(55 + Tuning.StoryLunDays) == Tuning.StorySecEnforceMult, "伦警官立威期叠加，先到期");
|
||||
// 出金审查真的变严
|
||||
var ex = new Exchange(); var ex2 = new Exchange();
|
||||
var w = new Wallet { Address = "p" }; w.Add(Assets.CRC, 10000); w.Taint = 3000;
|
||||
var w2 = new Wallet { Address = "p" }; w2.Add(Assets.CRC, 10000); w2.Taint = 3000;
|
||||
double hit = ex.Cashout(w, 2000, a => 1, 60, 300, false, new Rng(1)).HitChance;
|
||||
StoryMods.Current = new StoryMods();
|
||||
double hit0 = ex2.Cashout(w2, 2000, a => 1, 60, 300, false, new Rng(1)).HitChance;
|
||||
Check(hit > hit0 && hit <= 1, $"命中率 {hit0:0.000} → {hit:0.000}");
|
||||
Check(sm.OtcSting(60) == Tuning.StoryLunMult && sm.OtcSting(55 + Tuning.StoryLunDays) == 1, "伦警官立威期内换币客户便衣更多");
|
||||
int st0 = 0, st1 = 0;
|
||||
for (ulong sd = 1; sd <= 3000; sd++)
|
||||
{
|
||||
if (Otc.MakeSell(new List<MarketEvent>(), false, a => 1, 200, new Rng(sd)).Sting) st0++;
|
||||
if (Otc.MakeSell(new List<MarketEvent>(), false, a => 1, 200, new Rng(sd), Tuning.StoryLunMult).Sting) st1++;
|
||||
}
|
||||
Check(st1 > st0, $"便衣 {st0} → {st1}（3000 位卖币客户）");
|
||||
// CRT 脱锚减半：镇压开始时脱锚的频率
|
||||
int dep0 = 0, dep1 = 0;
|
||||
for (ulong sd = 1; sd <= 2000; sd++)
|
||||
@@ -1954,22 +1944,21 @@ internal static class Program
|
||||
|
||||
// 出款记录与泄露
|
||||
Func<string, double> px = x => 1;
|
||||
var w = new Wallet { Address = "w" }; w.Add(Assets.CRC, 5000); w.Taint = 4000;
|
||||
var w = new Wallet { Address = "w" }; w.AddDirty(Assets.CRC, 5000, 4000);
|
||||
var m = new Mixer();
|
||||
m.Deposit(w, Assets.CRC, 1000, 3, 1, px);
|
||||
m.Night(w, 4, px, new Rng(1));
|
||||
var r0 = m.Returns.Single();
|
||||
Check(r0.Day == 4 && r0.Wallet == "w" && r0.Cleaned > 100 && Near(r0.Cleaned, 800 - (w.Taint - 3200), 1e-6), $"出款记下洗掉的污点：{r0.Cleaned:0}");
|
||||
double before = w.Taint;
|
||||
var lk = m.Leak(4 + Tuning.TumblerLeakDays, x => x == "w" ? w : null, px);
|
||||
Check(lk.Count == 1 && Near(w.Taint - before, r0.Cleaned, 1e-6) && lk.Over == 0 && m.Returns.Count == 0, "泄露：洗掉的污点全部加回，记录清空");
|
||||
Check(r0.Day == 4 && r0.Wallet == "w" && r0.Cleaned > 100 && Near(r0.Cleaned, 800 - (w.DirtyOf(Assets.CRC) - 3200), 1e-6), $"出款记下洗掉的污点：{r0.Cleaned:0}");
|
||||
double before = w.DirtyOf(Assets.CRC);
|
||||
var lk = m.Leak(4 + Tuning.TumblerLeakDays);
|
||||
Check(lk.Count == 1 && Near(lk.Cleaned, r0.Cleaned, 1e-6) && Near(lk.Fraud, Wallet.FraudFor(r0.Cleaned), 1e-9) && w.DirtyOf(Assets.CRC) == before && m.Returns.Count == 0, "泄露：按洗掉的污点记罪证，不动钱包，记录清空");
|
||||
var m2 = new Mixer();
|
||||
m2.Returns.Add(new MixReturn { Day = 1, Wallet = "v", Amount = 10, Cleaned = 500 });
|
||||
m2.Returns.Add(new MixReturn { Day = 40, Wallet = "v", Amount = 10, Cleaned = 300 });
|
||||
m2.Returns.Add(new MixReturn { Day = 40, Wallet = "gone", Amount = 10, Cleaned = 300 });
|
||||
var v = new Wallet { Address = "v" }; v.Add(Assets.CRC, 100); v.Taint = 0;
|
||||
var lk2 = m2.Leak(45, x => x == "v" ? v : null, px);
|
||||
Check(lk2.Count == 1 && Near(v.Taint, 100, 1e-9) && Near(lk2.Over, 200, 1e-9), "只还原 30 天内的；钱包不在的跳过；超出钱包价值的部分返回");
|
||||
var lk2 = m2.Leak(45);
|
||||
Check(lk2.Count == 2 && Near(lk2.Cleaned, 600, 1e-9) && Near(lk2.Fraud, Wallet.FraudFor(600), 1e-9), "只算 30 天内的，罪证 = 洗掉的污点 × 50%");
|
||||
a.LeakTonight(50); a.LeakTonight(60);
|
||||
Check(a.LeakDay == 50, "泄露只安排一次");
|
||||
|
||||
@@ -2009,12 +1998,12 @@ internal static class Program
|
||||
Check(!sm.MixerClosed && sm.MixerRebranded && Near(Mixer.Fee, Tuning.MixerFee, 1e-12) && sm.MixerRug == 1, "换皮重开：重新开放，费率和跑路倍率回到 1");
|
||||
var w4 = new Wallet { Address = "h" }; w4.Add(Assets.CRC, 500);
|
||||
var mh = new Mixer(); mh.Deposit(w4, Assets.CRC, 500, 1, 1, px); mh.Night(w4, 2, px, new Rng(5));
|
||||
Check(!w4.Flagged, "正常的新混币器不标记");
|
||||
Check(w4.Dirty.Count == 0, "正常的新混币器：干净的币出来还是干净的");
|
||||
sm.Rebrand(true);
|
||||
Check(Near(Mixer.Fee, Tuning.MixerFee * Tuning.TumblerHoneypotFee, 1e-12), "钓鱼混币器费率打折");
|
||||
var w5 = new Wallet { Address = "k" }; w5.Add(Assets.CRC, 500);
|
||||
var mk = new Mixer(); mk.Deposit(w5, Assets.CRC, 500, 1, 1, px); mk.Night(w5, 2, px, new Rng(5));
|
||||
Check(w5.Flagged, "从钓鱼混币器提回的币被标记");
|
||||
Check(Near(w5.DirtyOf(Assets.CRC), w5.Get(Assets.CRC), 1e-6), "从钓鱼混币器提回的币整笔都是脏的");
|
||||
}
|
||||
finally { StoryMods.Current = saved; }
|
||||
});
|
||||
|
||||
Reference in new issue
Block a user