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debnilnikhilsaraf
debnil
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nikhilsaraf
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Add tests for volume filter for non-nil base and exact mode (#615)
* vf-testing-strategy * Revert "vf-testing-strategy" This reverts commit d0a9e4f. * Initial commit - cp ignore, failing * Add remaining test cases * Clarify number of test cases * Clean up transition to last set of tests * fix name for case 15 Co-authored-by: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
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‎plugins/volumeFilter_test.go‎

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Original file line numberDiff line numberDiff line change
@@ -166,6 +166,278 @@ type volumeFilterFnTestCase struct {
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wantTbbQuote float64
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}
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func TestVolumeFilterFn_BaseCap_Exact(t *testing.T) {
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// We want to test the following 4 valid combinations of OTB and TBB values:
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// otb = 0
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// tbb = 0
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// otb = 0 && tbb = 0
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// otb > 0 && tbb > 0
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// We also want to test 3 combinations of cap relationship to projected (<, =, >)
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// Finally, if projected > cap, we want to test 3 possible values of newAmount (+, 0, -)
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// The above gives 4 * (2 + 1*3) = 20.
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// One generated case is impossible in the code: otb = 0 && tbb = 0, newAmount < 0
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// so we have 19 cases
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testCases := []volumeFilterFnTestCase{
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{
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name: "1. otb = 0; projected < cap",
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cap: 10.0,
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otb: 0,
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tbb: 5,
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inputPrice: 2.0,
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inputAmount: 4.99,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(4.99),
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wantTbbBase: 9.99,
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wantTbbQuote: 9.98,
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},
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{
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name: "2. otb = 0; projected = cap",
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cap: 10.0,
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otb: 0,
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tbb: 5,
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inputPrice: 2.0,
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inputAmount: 5.0,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(5),
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wantTbbBase: 10,
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wantTbbQuote: 10,
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},
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{
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name: "3. otb = 0; projected > cap, newAmount > 0",
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cap: 10.0,
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otb: 0,
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tbb: 5,
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inputPrice: 2.0,
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inputAmount: 5.01,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(5.0),
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wantTbbBase: 10,
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wantTbbQuote: 10,
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},
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{
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name: "4. otb = 0; projected > cap, newAmount = 0",
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cap: 10.0,
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otb: 0,
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tbb: 10,
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inputPrice: 2.0,
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inputAmount: 5.01,
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wantPrice: nil,
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wantAmount: nil,
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wantTbbBase: 10,
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wantTbbQuote: 0,
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},
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{
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name: "5. otb = 0; projected > cap, newAmount < 0",
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cap: 10.0,
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otb: 0,
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tbb: 11,
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inputPrice: 2.0,
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inputAmount: 5.01,
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wantPrice: nil,
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wantAmount: nil,
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wantTbbBase: 11,
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wantTbbQuote: 0,
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},
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{
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name: "6. tbb = 0; projected < cap",
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cap: 10.0,
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otb: 5,
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tbb: 0,
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inputPrice: 2.0,
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inputAmount: 4.99,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(4.99),
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wantTbbBase: 4.99,
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wantTbbQuote: 9.98,
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},
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{
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name: "7. tbb = 0; projected = cap",
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cap: 10.0,
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otb: 5,
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tbb: 0,
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inputPrice: 2.0,
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inputAmount: 5.0,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(5.0),
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wantTbbBase: 5,
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wantTbbQuote: 10,
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},
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{
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name: "8. tbb = 0; projected > cap, newAmount > 0",
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cap: 10.0,
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otb: 5,
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tbb: 0,
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inputPrice: 2.0,
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inputAmount: 6.0,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(5.0),
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wantTbbBase: 5,
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wantTbbQuote: 10,
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},
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{
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name: "9. tbb = 0; projected > cap, newAmount = 0",
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cap: 10.0,
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otb: 10,
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tbb: 0,
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inputPrice: 2.0,
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inputAmount: 6.0,
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wantPrice: nil,
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wantAmount: nil,
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wantTbbBase: 0,
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wantTbbQuote: 0,
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},
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{
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name: "10. tbb = 0; projected > cap, newAmount < 0",
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cap: 10.0,
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otb: 11,
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tbb: 0,
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inputPrice: 2.0,
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inputAmount: 6.0,
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wantPrice: nil,
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wantAmount: nil,
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wantTbbBase: 0,
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wantTbbQuote: 0,
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},
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{
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name: "11. otb = 0 && tbb = 0; projected < cap",
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cap: 10.0,
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otb: 0,
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tbb: 0,
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inputPrice: 2.0,
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inputAmount: 5.0,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(5.0),
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wantTbbBase: 5,
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wantTbbQuote: 10,
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},
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{
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name: "12. otb = 0 && tbb = 0; projected = cap",
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cap: 10.0,
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otb: 0,
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tbb: 0,
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inputPrice: 2.0,
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inputAmount: 10.0,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(10.0),
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wantTbbBase: 10,
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wantTbbQuote: 20,
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},
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{
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// note that in this case, newAmount >= 0, since newAmount = cap - otb - tbb
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name: "13. otb = 0 && tbb = 0; projected > cap, newAmount > 0",
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cap: 10.0,
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otb: 0,
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tbb: 0,
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inputPrice: 2.0,
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inputAmount: 15.0,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(10.0),
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wantTbbBase: 10,
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wantTbbQuote: 20,
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},
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{
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name: "14. otb = 0 && tbb = 0; projected > cap, newAmount = 0",
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cap: 0.0,
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otb: 0,
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tbb: 0,
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inputPrice: 2.0,
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inputAmount: 15.0,
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wantPrice: nil,
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wantAmount: nil,
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wantTbbBase: 0,
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wantTbbQuote: 0,
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},
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// it is not possible for otb = 0 && tbb = 0 and newAmount < 0, so skipping that case
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{
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name: "15. otb > 0 && tbb > 0; projected < cap",
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cap: 10.0,
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otb: 1,
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tbb: 1,
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inputPrice: 2.0,
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inputAmount: 5.0,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(5.0),
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wantTbbBase: 6,
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wantTbbQuote: 10,
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},
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{
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name: "16. otb > 0 && tbb > 0; projected = cap",
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cap: 10.0,
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otb: 2,
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tbb: 2,
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inputPrice: 2.0,
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inputAmount: 6.0,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(6.0),
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wantTbbBase: 8,
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wantTbbQuote: 12,
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},
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{
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name: "17. otb > 0 && tbb > 0; projected > cap, newAmount > 0",
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cap: 10.0,
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otb: 2,
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tbb: 2,
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inputPrice: 2.0,
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inputAmount: 7.0,
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wantPrice: pointy.Float64(2.0),
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wantAmount: pointy.Float64(6.0),
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wantTbbBase: 8,
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wantTbbQuote: 12,
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},
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{
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name: "18. otb > 0 && tbb > 0; projected > cap, newAmount = 0",
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cap: 10.0,
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otb: 5,
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tbb: 5,
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inputPrice: 2.0,
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inputAmount: 7.0,
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wantPrice: nil,
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wantAmount: nil,
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wantTbbBase: 5,
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wantTbbQuote: 0,
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},
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{
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name: "19. otb > 0 && tbb > 0; projected > cap, newAmount < 0",
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cap: 10.0,
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otb: 5,
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tbb: 5.1,
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inputPrice: 2.0,
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inputAmount: 7.0,
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wantPrice: nil,
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wantAmount: nil,
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wantTbbBase: 5.1,
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wantTbbQuote: 0,
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},
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}
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for _, k := range testCases {
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// convert to common format accepted by runTestVolumeFilterFn
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// doing this explicitly here is easier to read rather than if we were to add "logic" to convert it to a standard format
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inputOp := makeSellOpAmtPrice(k.inputAmount, k.inputPrice)
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var wantOp *txnbuild.ManageSellOffer
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if k.wantPrice != nil && k.wantAmount != nil {
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wantOp = makeSellOpAmtPrice(*k.wantAmount, *k.wantPrice)
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}
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runTestVolumeFilterFn(
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t,
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k.name,
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volumeFilterModeExact,
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queries.DailyVolumeActionSell,
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pointy.Float64(k.cap), // base cap
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nil, // quote cap nil because this test is for the BaseCap
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pointy.Float64(k.otb), // baseOTB
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nil, // quoteOTB nil because this test is for the BaseCap
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pointy.Float64(k.tbb), // baseTBB
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pointy.Float64(0), // quoteTBB (non-nil since it accumulates)
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inputOp,
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wantOp,
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pointy.Float64(k.wantTbbBase),
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pointy.Float64(k.wantTbbQuote),
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)
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}
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}
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func TestVolumeFilterFn_BaseCap_Ignore(t *testing.T) {
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// We want to test the following 4 valid combinations of OTB and TBB values:
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// otb = 0

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