[Draft] Add three sli based metrics in test script#4
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| def robust_surplus_metric(solutions, participation_rates): | ||
| robust_surplus = 0 | ||
| all_order_uids = {trade.id for solution in solutions for trade in solution.trades} | ||
| for order_uid in all_order_uids: | ||
| order_scores = [(solution.solver, trade.score) for solution in solutions for trade in solution.trades if trade.id == order_uid] | ||
| # sorting | ||
| order_scores = sorted(order_scores, key=lambda x: x[1], reverse=True) | ||
| # removing duplicates | ||
| solvers_seen = set() | ||
| order_scores = [x for x in order_scores if not (x[0] in solvers_seen or solvers_seen.add(x[0]))] | ||
| robust_surplus_order = 0.0 | ||
| remaining_probability = 1. | ||
| for solver, score in order_scores: | ||
| robust_surplus_order += remaining_probability * participation_rates[solver] * score / 1e18 | ||
| remaining_probability *= 1 - participation_rates[solver] | ||
| robust_surplus += robust_surplus_order | ||
| return robust_surplus |
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Implementation of robust score.
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These metrics are turned into a marginal and individual contribution.
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