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jmmshn/dextra_orderbook_3node_good_guess.jl

Last active October 17, 2022 16:51
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dextra_orderbook_3node_good_guess
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dextra_orderbook_3node_good_guess.jl
model, bought, sold, price = construct_model(total_trade_volume, orderbook)
@constraint(model, price[1] == 1)
@constraint(model, price[2] <= 1330.0)
@constraint(model, price[2] >= 1390.0)
@constraint(model, price[3] <= 19420.0)
@constraint(model, price[3] >= 19380.0)
optimize!(model)
summarize(orderbook, bought, sold, price)
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