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Add tests for volume filter for non-nil base and exact mode #615

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nikhilsaraf merged 10 commits into from
Dec 11, 2020
Merged

Add tests for volume filter for non-nil base and exact mode #615

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d0a9e4f
vf-testing-strategy
debnil Dec 5, 2020
52af4ac
Revert "vf-testing-strategy"
debnil Dec 5, 2020
669089b
Merge remote-tracking branch 'upstream/master'
debnil Dec 9, 2020
a1344a9
Initial commit - cp ignore, failing
debnil Dec 9, 2020
719c970
Add remaining test cases
debnil Dec 9, 2020
3dc39f0
Clarify number of test cases
debnil Dec 9, 2020
7ce04d5
Merge branch 'master' into vf-tests-base-exact
debnil Dec 10, 2020
5f4dc28
Clean up transition to last set of tests
debnil Dec 10, 2020
7fec57f
Merge branch 'vf-tests-base-exact' of github.com:debnil/kelp into vf-…
debnil Dec 10, 2020
d0a5876
fix name for case 15
nikhilsaraf Dec 11, 2020
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272 changes: 272 additions & 0 deletions plugins/volumeFilter_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -166,6 +166,278 @@ type volumeFilterFnTestCase struct {
wantTbbQuote float64
}

func TestVolumeFilterFn_BaseCap_Exact(t *testing.T) {
// We want to test the following 4 valid combinations of OTB and TBB values:
// otb = 0
// tbb = 0
// otb = 0 && tbb = 0
// otb > 0 && tbb > 0
// We also want to test 3 combinations of cap relationship to projected (<, =, >)
// Finally, if projected > cap, we want to test 3 possible values of newAmount (+, 0, -)
// The above gives 4 * (2 + 1*3) = 20.
// One generated case is impossible in the code: otb = 0 && tbb = 0, newAmount < 0
// so we have 19 cases
testCases := []volumeFilterFnTestCase{
{
name: "1. otb = 0; projected < cap",
cap: 10.0,
otb: 0,
tbb: 5,
inputPrice: 2.0,
inputAmount: 4.99,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(4.99),
wantTbbBase: 9.99,
wantTbbQuote: 9.98,
},
{
name: "2. otb = 0; projected = cap",
cap: 10.0,
otb: 0,
tbb: 5,
inputPrice: 2.0,
inputAmount: 5.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(5),
wantTbbBase: 10,
wantTbbQuote: 10,
},
{
name: "3. otb = 0; projected > cap, newAmount > 0",
cap: 10.0,
otb: 0,
tbb: 5,
inputPrice: 2.0,
inputAmount: 5.01,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(5.0),
wantTbbBase: 10,
wantTbbQuote: 10,
},
{
name: "4. otb = 0; projected > cap, newAmount = 0",
cap: 10.0,
otb: 0,
tbb: 10,
inputPrice: 2.0,
inputAmount: 5.01,
wantPrice: nil,
wantAmount: nil,
wantTbbBase: 10,
wantTbbQuote: 0,
},
{
name: "5. otb = 0; projected > cap, newAmount < 0",
cap: 10.0,
otb: 0,
tbb: 11,
inputPrice: 2.0,
inputAmount: 5.01,
wantPrice: nil,
wantAmount: nil,
wantTbbBase: 11,
wantTbbQuote: 0,
},
{
name: "6. tbb = 0; projected < cap",
cap: 10.0,
otb: 5,
tbb: 0,
inputPrice: 2.0,
inputAmount: 4.99,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(4.99),
wantTbbBase: 4.99,
wantTbbQuote: 9.98,
},
{
name: "7. tbb = 0; projected = cap",
cap: 10.0,
otb: 5,
tbb: 0,
inputPrice: 2.0,
inputAmount: 5.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(5.0),
wantTbbBase: 5,
wantTbbQuote: 10,
},
{
name: "8. tbb = 0; projected > cap, newAmount > 0",
cap: 10.0,
otb: 5,
tbb: 0,
inputPrice: 2.0,
inputAmount: 6.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(5.0),
wantTbbBase: 5,
wantTbbQuote: 10,
},
{
name: "9. tbb = 0; projected > cap, newAmount = 0",
cap: 10.0,
otb: 10,
tbb: 0,
inputPrice: 2.0,
inputAmount: 6.0,
wantPrice: nil,
wantAmount: nil,
wantTbbBase: 0,
wantTbbQuote: 0,
},
{
name: "10. tbb = 0; projected > cap, newAmount < 0",
cap: 10.0,
otb: 11,
tbb: 0,
inputPrice: 2.0,
inputAmount: 6.0,
wantPrice: nil,
wantAmount: nil,
wantTbbBase: 0,
wantTbbQuote: 0,
},
{
name: "11. otb = 0 && tbb = 0; projected < cap",
cap: 10.0,
otb: 0,
tbb: 0,
inputPrice: 2.0,
inputAmount: 5.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(5.0),
wantTbbBase: 5,
wantTbbQuote: 10,
},
{
name: "12. otb = 0 && tbb = 0; projected = cap",
cap: 10.0,
otb: 0,
tbb: 0,
inputPrice: 2.0,
inputAmount: 10.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(10.0),
wantTbbBase: 10,
wantTbbQuote: 20,
},
{
// note that in this case, newAmount >= 0, since newAmount = cap - otb - tbb
name: "13. otb = 0 && tbb = 0; projected > cap, newAmount > 0",
cap: 10.0,
otb: 0,
tbb: 0,
inputPrice: 2.0,
inputAmount: 15.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(10.0),
wantTbbBase: 10,
wantTbbQuote: 20,
},
{
name: "14. otb = 0 && tbb = 0; projected > cap, newAmount = 0",
cap: 0.0,
otb: 0,
tbb: 0,
inputPrice: 2.0,
inputAmount: 15.0,
wantPrice: nil,
wantAmount: nil,
wantTbbBase: 0,
wantTbbQuote: 0,
},
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nikhilsaraf marked this conversation as resolved.
// it is not possible for otb = 0 && tbb = 0 and newAmount < 0, so skipping that case
{
name: "15. otb > 0 && tbb > 0; projected < cap",
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@nikhilsaraf nikhilsaraf Dec 11, 2020

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@debnil this case is the < case, edited to fix

cap: 10.0,
otb: 1,
tbb: 1,
inputPrice: 2.0,
inputAmount: 5.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(5.0),
wantTbbBase: 6,
wantTbbQuote: 10,
},
{
name: "16. otb > 0 && tbb > 0; projected = cap",
cap: 10.0,
otb: 2,
tbb: 2,
inputPrice: 2.0,
inputAmount: 6.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(6.0),
wantTbbBase: 8,
wantTbbQuote: 12,
},
{
name: "17. otb > 0 && tbb > 0; projected > cap, newAmount > 0",
cap: 10.0,
otb: 2,
tbb: 2,
inputPrice: 2.0,
inputAmount: 7.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(6.0),
wantTbbBase: 8,
wantTbbQuote: 12,
},
{
name: "18. otb > 0 && tbb > 0; projected > cap, newAmount = 0",
cap: 10.0,
otb: 5,
tbb: 5,
inputPrice: 2.0,
inputAmount: 7.0,
wantPrice: nil,
wantAmount: nil,
wantTbbBase: 5,
wantTbbQuote: 0,
},
{
name: "19. otb > 0 && tbb > 0; projected > cap, newAmount < 0",
cap: 10.0,
otb: 5,
tbb: 5.1,
inputPrice: 2.0,
inputAmount: 7.0,
wantPrice: nil,
wantAmount: nil,
wantTbbBase: 5.1,
wantTbbQuote: 0,
},
}
for _, k := range testCases {
// convert to common format accepted by runTestVolumeFilterFn
// doing this explicitly here is easier to read rather than if we were to add "logic" to convert it to a standard format
inputOp := makeSellOpAmtPrice(k.inputAmount, k.inputPrice)

var wantOp *txnbuild.ManageSellOffer
if k.wantPrice != nil && k.wantAmount != nil {
wantOp = makeSellOpAmtPrice(*k.wantAmount, *k.wantPrice)
}

runTestVolumeFilterFn(
t,
k.name,
volumeFilterModeExact,
queries.DailyVolumeActionSell,
pointy.Float64(k.cap), // base cap
nil, // quote cap nil because this test is for the BaseCap
pointy.Float64(k.otb), // baseOTB
nil, // quoteOTB nil because this test is for the BaseCap
pointy.Float64(k.tbb), // baseTBB
pointy.Float64(0), // quoteTBB (non-nil since it accumulates)
inputOp,
wantOp,
pointy.Float64(k.wantTbbBase),
pointy.Float64(k.wantTbbQuote),
)
}
}

func TestVolumeFilterFn_BaseCap_Ignore(t *testing.T) {
// We want to test the following 4 valid combinations of OTB and TBB values:
// otb = 0
Expand Down