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Adjust upper and lower bounds for market constraint #95

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Adjust upper and lower bounds for market constraint #95

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Adjust upper and lower bounds for market constraint
FelixStege Jul 30, 2026
60dc07b
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FelixStege Jul 30, 2026
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8 changes: 5 additions & 3 deletions agentlib_flexquant/utils/parsing.py
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Original file line number Diff line number Diff line change
Expand Up @@ -452,7 +452,8 @@ def modify_setup_system_shadow(self, node: ast.FunctionDef):
ast.parse(
f"{control.name}_upper = ca.if_else(self.time < "
f"self.market_time.sym, "
f"self.{control.name}{full_trajectory_suffix}.sym, "
f"self.{control.name}{full_trajectory_suffix}.sym + "
f"1e-3*self.{control.name}{full_trajectory_suffix}.sym, "
f"self.{control.name}.ub)"
).body[0],
)
Expand All @@ -461,7 +462,8 @@ def modify_setup_system_shadow(self, node: ast.FunctionDef):
ast.parse(
f"{control.name}_lower = ca.if_else(self.time < "
f"self.market_time.sym, "
f"self.{control.name}{full_trajectory_suffix}.sym, "
f"self.{control.name}{full_trajectory_suffix}.sym - "
f"1e-3*self.{control.name}{full_trajectory_suffix}.sym, "
f"self.{control.name}.lb)"
).body[0],
)
Expand Down Expand Up @@ -589,4 +591,4 @@ def remove_all_imports_from_tree(tree: ast.Module) -> ast.Module:
]
# Update the body of the tree to the new list
tree.body = new_body
return tree
return tree
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