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Add volume filter tests for non-nil quote cap and exact mode (#620)
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* vf-testing-strategy

* Revert "vf-testing-strategy"

This reverts commit d0a9e4f.

* Initial commit

* Review changes
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@debnil
debnil authored Dec 12, 2020
1 parent 61e2303 commit fa2fed9
Showing 1 changed file with 272 additions and 0 deletions.
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 @@ -802,6 +802,278 @@ func TestVolumeFilterFn_QuoteCap_Ignore(t *testing.T) {
}
}

func TestVolumeFilterFn_QuoteCap_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: 2.49,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(2.49),
wantTbbBase: 2.49,
wantTbbQuote: 9.98,
},
{
name: "2. otb = 0; projected = cap",
cap: 10.0,
otb: 0,
tbb: 5,
inputPrice: 2.0,
inputAmount: 2.5,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(2.5),
wantTbbBase: 2.5,
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(2.5),
wantTbbBase: 2.5,
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: 0,
wantTbbQuote: 10,
},
{
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: 0,
wantTbbQuote: 11,
},
{
name: "6. tbb = 0; projected < cap",
cap: 10.0,
otb: 5,
tbb: 0,
inputPrice: 2.0,
inputAmount: 2.49,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(2.49),
wantTbbBase: 2.49,
wantTbbQuote: 4.98,
},
{
name: "7. tbb = 0; projected = cap",
cap: 10.0,
otb: 5,
tbb: 0,
inputPrice: 2.0,
inputAmount: 2.5,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(2.5),
wantTbbBase: 2.5,
wantTbbQuote: 5,
},
{
name: "8. tbb = 0; projected > cap, newAmount > 0",
cap: 10.0,
otb: 5,
tbb: 0,
inputPrice: 2.0,
inputAmount: 3.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(2.5),
wantTbbBase: 2.5,
wantTbbQuote: 5,
},
{
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: 4.99,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(4.99),
wantTbbBase: 4.99,
wantTbbQuote: 9.98,
},
{
name: "12. 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,
},
{
// 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: 7.5,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(5.0),
wantTbbBase: 5,
wantTbbQuote: 10,
},
{
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,
},
// it is not possible for otb = 0 && tbb = 0 and newAmount < 0, so skipping that case
{
name: "15. otb > 0 && tbb > 0; projected < cap",
cap: 10.0,
otb: 1,
tbb: 1,
inputPrice: 2.0,
inputAmount: 2.5,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(2.5),
wantTbbBase: 2.5,
wantTbbQuote: 6,
},
{
name: "16. otb > 0 && tbb > 0; projected = cap",
cap: 10.0,
otb: 2,
tbb: 2,
inputPrice: 2.0,
inputAmount: 3.0,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(3.0),
wantTbbBase: 3,
wantTbbQuote: 8,
},
{
name: "17. otb > 0 && tbb > 0; projected > cap, newAmount > 0",
cap: 10.0,
otb: 2,
tbb: 2,
inputPrice: 2.0,
inputAmount: 3.5,
wantPrice: pointy.Float64(2.0),
wantAmount: pointy.Float64(3.0),
wantTbbBase: 3,
wantTbbQuote: 8,
},
{
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: 0,
wantTbbQuote: 5,
},
{
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: 0,
wantTbbQuote: 5.1,
},
}
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,
nil, // base cap nil because this test is for the QuoteCap
pointy.Float64(k.cap), // quote
nil, // baseOTB nil because this test is for the QuoteCap
pointy.Float64(k.otb), // quoteOTB
pointy.Float64(0), // baseTBB (non-nil since it accumulates)
pointy.Float64(k.tbb), // quoteTBB
inputOp,
wantOp,
pointy.Float64(k.wantTbbBase),
pointy.Float64(k.wantTbbQuote),
)
}
}

func runTestVolumeFilterFn(
t *testing.T,
name string,
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