blackscholes

plugins/blackscholes

Provides a stochastic turbulence model inspired by the Black-Scholes (GBM) process and can override the default ISA atmosphere.

Responsibility

• Implements a custom Model for atmospheric perturbations.
• Registers as a plugin under config.Setup.Plugins.Paths to replace default pkg/atmosphere.ISAModel.
• Applies Gaussian noise scaled by velocity and time step to simulate turbulence.

Contract

• Exports Plugin BlackScholesPlugin satisfying pluginapi.SimulationPlugin:
  • Initialize(logf.Logger, *config.Config) error
  • Name() string → returns "blackscholes".
  • Version() string → plugin version.
  • BeforeSimStep(*states.PhysicsState) error (noop).
  • AfterSimStep(*states.PhysicsState) error → applies turbulence.
  • Cleanup() error (cleanup hook).
• Implements additive noise:

  if σ==0 { return }
  stdDev = σ * |v| * √Δt
  vᵢ += N(0,1) * stdDev
  

  where σ = turbulenceIntensity from config, Δt = cfg.Engine.Simulation.Step.

Test Suite Overview

• main_test.go covers:
  • Default initialization values.
  • AfterSimStep preserves velocity when σ=0.
  • Noise scaling increases with higher σ.
  • Deterministic RNG seed for repeatable tests when cfg==nil.

Decisions & Gotchas

• Override mechanism: Plugins override ISA when loaded before systems instantiate; ensure Simulation.NewSimulation injects plugin atmosphere.
• Gaussian noise: Additive noise (not multiplicative GBM) ensures zero-intensity behavior.
• Deterministic tests: Uses fixed RNG seed if config is nil.
• Performance: Noise calc is lightweight; can tweak σ via config.

For details on registering plugins and overriding models, see internal/plugin/manager.go and pkg/atmosphere.Model.