Adding pytest testing framework

* use `pytest carbon/tests` to run all tests * use `pytest carbon/tests/ui_tests` to run all UI tests * use `pytest carbon/tests/ui_tests/simulations/test_both_linked_and_single_positions.py` to run a specific test file * see pytest docs (https://docs.pytest.org/en/7.1.x/how-to/usage.html) for details on how to setup calls to test single functions Reverted the test case to adhere to p_start / p_end vs high / low conventions Added pytest testing framework * use `pytest carbon/tests` to run all tests * use `pytest carbon/tests/ui_tests` to run all UI tests * use `pytest carbon/tests/ui_tests/simulations/test_both_linked_and_single_positions.py` to run a specific test file * see pytest docs (https://docs.pytest.org/en/7.1.x/how-to/usage.html) for details on how to setup calls to test single functions
bancorprotocol · Nov 18, 2022 · f52ca1a · f52ca1a
1 parent e326a47
commit f52ca1a
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diff --git a/carbon/order.py b/carbon/order.py
@@ -118,9 +118,6 @@ def y0(self) -> Decimal:
 
     @property
     def n(self) -> Decimal:
-        """
-        Placeholder...
-        """
         p_high: Decimal = self.p_high
         p_low: Decimal = self.p_low
         return (
@@ -140,12 +137,10 @@ def reverseq(self, value):
     # Use the dataclass post-init method to initialize all variable sets
     def __post_init__(self):
 
-        if not self.pair.has_token(self.tkn):
-            raise RuntimeError("token not part of pair", self.tkn, self.pair)
-
-        self.p_high = Decimal(self.p_high)
-        self.p_low = Decimal(self.p_low)
-        self.y_int = Decimal(self.y_int)
+        if self.p_high is not None and self.p_low is not None:
+            self.p_high = Decimal(self.p_high)
+            self.p_low = Decimal(self.p_low)
+            self.y_int = Decimal(self.y_int)
 
         if self.auto_convert_variables:
 

diff --git a/carbon/tests/__init__.py b/carbon/tests/__init__.py
diff --git a/carbon/tests/backend_tests/__init__.py b/carbon/tests/backend_tests/__init__.py
diff --git a/carbon/tests/ui_tests/__init__.py b/carbon/tests/ui_tests/__init__.py
diff --git a/carbon/tests/ui_tests/analytics/__init__.py b/carbon/tests/ui_tests/analytics/__init__.py
diff --git a/carbon/tests/ui_tests/analytics/baseline/orderbook_chart_0.png b/carbon/tests/ui_tests/analytics/baseline/orderbook_chart_0.png
diff --git a/carbon/tests/ui_tests/analytics/baseline/orderbook_chart_1.png b/carbon/tests/ui_tests/analytics/baseline/orderbook_chart_1.png
diff --git a/carbon/tests/ui_tests/analytics/baseline/orderbook_plot_price_chart_0.png b/carbon/tests/ui_tests/analytics/baseline/orderbook_plot_price_chart_0.png
diff --git a/carbon/tests/ui_tests/analytics/baseline/orderbook_plot_price_chart_1.png b/carbon/tests/ui_tests/analytics/baseline/orderbook_plot_price_chart_1.png
diff --git a/carbon/tests/ui_tests/analytics/baseline/orderbook_plot_token_amount_chart_1.png b/carbon/tests/ui_tests/analytics/baseline/orderbook_plot_token_amount_chart_1.png
diff --git a/carbon/tests/ui_tests/analytics/test_analytics_features.py b/carbon/tests/ui_tests/analytics/test_analytics_features.py
@@ -0,0 +1,108 @@
+import subprocess
+import sys
+
+import pytest
+
+from carbon import CarbonPair, CarbonSimulatorUI, analytics as al
+
+
+def test_orderbook_explain():
+    """
+    Derrived from `passed_tests` notebook demo-3-2
+    """
+    Sim = CarbonSimulatorUI(
+        pair=CarbonPair("ETH", "USDC"), verbose=False, raiseonerror=True
+    )
+    CA = al.Analytics(Sim, verbose=True)
+    maxx = 3000
+    orders = tuple(
+        [
+            al.orders_nt("ETH", 100, 2000, maxx),
+            al.orders_nt("ETH", 100, 2500, 2700),
+            al.orders_nt("USDC", 1000 * 100, 1500, 500),
+            al.orders_nt("USDC", 1100 * 100, 1200, 1000),
+        ]
+    )
+
+    for o in orders:
+        Sim.add_order(o.tkn, o.amt, o.p_start, o.p_end)
+
+    max_liquidity = Sim.liquidity()["ETHUSDC"]["ETH"]
+    src_amounts = al.linspace(max_liquidity, 20)
+    CA.simulate_trades(60, CA.ASK)
+    CA.simulate_trades(70, CA.ASK)
+    trg_amounts = al.vec([CA.simulate_trades(size, CA.ASK) for size in src_amounts])
+
+    OB = al.OrderBook(src_amounts, trg_amounts, "ETH", "USDC")
+    assert (
+            OB.explain()
+            == "Source token = ETH, target token = USDC.\nAMM sells ETH for USDC.\nPrices are quoted in USDC per ETH.\nOrder book amounts are quoted in ETH."
+    )
+
+
+def test_orderbook_plot_token_amount_chart_text():
+    """
+    Derrived from `passed_tests` notebook demo-3-2
+    """
+    Sim = CarbonSimulatorUI(
+        pair=CarbonPair("ETH", "USDC"), verbose=False, raiseonerror=True
+    )
+    CA = al.Analytics(Sim, verbose=True)
+    maxx = 3000
+    orders = tuple(
+        [
+            al.orders_nt("ETH", 100, 2000, maxx),
+            al.orders_nt("ETH", 100, 2500, 2700),
+            al.orders_nt("USDC", 1000 * 100, 1500, 500),
+            al.orders_nt("USDC", 1100 * 100, 1200, 1000),
+        ]
+    )
+
+    for o in orders:
+        Sim.add_order(o.tkn, o.amt, o.p_start, o.p_end)
+
+    max_liquidity = Sim.liquidity()["ETHUSDC"]["ETH"]
+    src_amounts = al.linspace(max_liquidity, 20)
+    CA.simulate_trades(60, CA.ASK)
+    CA.simulate_trades(70, CA.ASK)
+    trg_amounts = al.vec([CA.simulate_trades(size, CA.ASK) for size in src_amounts])
+
+    OB = al.OrderBook(src_amounts, trg_amounts, "ETH", "USDC")
+    result = OB.plot_token_amount_chart()
+    assert result == "plotted tokens received against trade size (504,750)"
+
+
+# The following tests the matplotlib functionality using the `mpl` fixture
+# https://github.com/matplotlib/pytest-mpl/blob/main/tests/test_pytest_mpl.py
+#
+# @pytest.mark.mpl_image_compare(baseline_dir='/carbon/tests/ui_tests/analytics/baseline',
+#                                filename='orderbook_plot_token_amount_chart_1.png',
+#                                tolerance=100)
+# def test_orderbook_plot_token_amount_chart():
+#     """
+#     Derrived from `passed_tests` notebook demo-3-2
+#     """
+#     Sim = CarbonSimulatorUI(pair=CarbonPair("ETH", "USDC"), verbose=False, raiseonerror=True)
+#     CA = al.Analytics(Sim, verbose=True)
+#     maxx = 3000
+#     orders = tuple([
+#         al.orders_nt("ETH", 100, 2000, maxx),
+#         al.orders_nt("ETH", 100, 2500, 2700),
+#         al.orders_nt("USDC", 1000 * 100, 1500, 500),
+#         al.orders_nt("USDC", 1100 * 100, 1200, 1000),
+#     ])
+#
+#     for o in orders:
+#         Sim.add_order(o.tkn, o.amt, o.p_start, o.p_end)
+#
+#     max_liquidity = Sim.liquidity()["ETHUSDC"]["ETH"]
+#     src_amounts = al.linspace(max_liquidity, 20)
+#     CA.simulate_trades(60, CA.ASK)
+#     CA.simulate_trades(70, CA.ASK)
+#     trg_amounts = al.vec([
+#         CA.simulate_trades(size, CA.ASK) for size in src_amounts
+#     ])
+#
+#     OB = al.OrderBook(src_amounts, trg_amounts, "ETH", "USDC")
+#
+#     return OB.plot_token_amount_chart(return_fig=True)
diff --git a/carbon/tests/ui_tests/simulations/__init__.py b/carbon/tests/ui_tests/simulations/__init__.py
diff --git a/carbon/tests/ui_tests/simulations/test_both_linked_and_single_positions.py b/carbon/tests/ui_tests/simulations/test_both_linked_and_single_positions.py
@@ -0,0 +1,74 @@
+from carbon import CarbonSimulatorUI
+import pandas as pd
+
+
+def test_liquidity_as_dataframe():
+    """
+    Derrived from `passed_tests` notebook test-34
+    """
+    Sim = CarbonSimulatorUI(verbose=True)
+    Sim.add_order("ETH", 10, 2000, 3000, "ETHUSDC")
+    Sim.add_order("ETH", 20, 2010, 3010, "ETHUSDC")
+    Sim.add_order("ETH", 30, 2020, 3020, "ETHUSDC")
+    Sim.add_order("ETH", 40, 2030, 2030, "ETHUSDC")
+    Sim.add_strategy("ETH", 10, 2000, 3000, 5000, 1000, 900, "ETHUSDC")
+    Sim.add_strategy("ETH", 20, 2010, 3010, 5100, 1010, 910, "ETHUSDC")
+    Sim.add_strategy("ETH", 30, 2020, 3020, 5200, 1020, 920, "ETHUSDC")
+    Sim.add_strategy("ETH", 40, 2030, 3030, 5300, 1030, 930, "ETHUSDC")
+    Sim.add_order("ETH", 10, 2000, 3000, "ETHDAI")
+    Sim.add_order("ETH", 20, 2010, 3010, "ETHDAI")
+    Sim.add_order("ETH", 30, 2020, 3020, "ETHDAI")
+    Sim.add_order("ETH", 40, 2030, 2030, "ETHDAI")
+    Sim.add_strategy("ETH", 10, 2000, 3000, 5000, 1000, 900, "ETHDAI")
+    Sim.add_strategy("ETH", 20, 2010, 3010, 5100, 1010, 910, "ETHDAI")
+    Sim.add_strategy("ETH", 30, 2020, 3020, 5200, 1020, 920, "ETHDAI")
+    Sim.add_strategy("ETH", 40, 2030, 3030, 5300, 1030, 930, "ETHDAI")
+    Sim.add_sgl_pos("ETH", 10, 3000, 2000, pair="ETHUSDC")
+
+    df = Sim.liquidity(Sim.ASDF)
+    dct = df.to_dict(orient="dict")["y"]
+    assert isinstance(df, pd.DataFrame)
+    assert dct == {
+        ("ETHDAI", "DAI"): 20600.0,
+        ("ETHDAI", "ETH"): 200.0,
+        ("ETHUSDC", "ETH"): 210.0,
+        ("ETHUSDC", "USDC"): 20600.0,
+    }
+
+    pairs = set(k[0] for k in dct)
+    assert pairs == {"ETHDAI", "ETHUSDC"}
+    assert {p: {k[1]: 1 for k in dct if k[0] == p} for p in pairs} == {
+        "ETHUSDC": {"ETH": 1, "USDC": 1},
+        "ETHDAI": {"DAI": 1, "ETH": 1},
+    }
+
+
+def test_liquidity_as_dict():
+    """
+    Derrived from `passed_tests` notebook test-34
+    """
+    Sim = CarbonSimulatorUI(verbose=True)
+    Sim.add_order("ETH", 10, 2000, 3000, "ETHUSDC")
+    Sim.add_order("ETH", 20, 2010, 3010, "ETHUSDC")
+    Sim.add_order("ETH", 30, 2020, 3020, "ETHUSDC")
+    Sim.add_order("ETH", 40, 2030, 2030, "ETHUSDC")
+    Sim.add_strategy("ETH", 10, 2000, 3000, 5000, 1000, 900, "ETHUSDC")
+    Sim.add_strategy("ETH", 20, 2010, 3010, 5100, 1010, 910, "ETHUSDC")
+    Sim.add_strategy("ETH", 30, 2020, 3020, 5200, 1020, 920, "ETHUSDC")
+    Sim.add_strategy("ETH", 40, 2030, 3030, 5300, 1030, 930, "ETHUSDC")
+    Sim.add_order("ETH", 10, 2000, 3000, "ETHDAI")
+    Sim.add_order("ETH", 20, 2010, 3010, "ETHDAI")
+    Sim.add_order("ETH", 30, 2020, 3020, "ETHDAI")
+    Sim.add_order("ETH", 40, 2030, 2030, "ETHDAI")
+    Sim.add_strategy("ETH", 10, 2000, 3000, 5000, 1000, 900, "ETHDAI")
+    Sim.add_strategy("ETH", 20, 2010, 3010, 5100, 1010, 910, "ETHDAI")
+    Sim.add_strategy("ETH", 30, 2020, 3020, 5200, 1020, 920, "ETHDAI")
+    Sim.add_strategy("ETH", 40, 2030, 3030, 5300, 1030, 930, "ETHDAI")
+    Sim.add_sgl_pos("ETH", 10, 3000, 2000, pair="ETHUSDC")
+
+    dic = Sim.liquidity(Sim.ASDICT)
+    assert isinstance(dic, dict)
+    assert dic == {
+        "ETHDAI": {"DAI": 20600.0, "ETH": 200.0},
+        "ETHUSDC": {"ETH": 210.0, "USDC": 20600.0},
+    }
diff --git a/carbon/tests/ui_tests/simulations/test_inverted_range_positions.py b/carbon/tests/ui_tests/simulations/test_inverted_range_positions.py
@@ -0,0 +1,22 @@
+from carbon import CarbonSimulatorUI
+
+
+def test_inverted_range_positions_1():
+    """
+    Derrived from `passed_tests` notebook test-13
+    """
+    Sim = CarbonSimulatorUI(verbose=True)
+    Sim.add_sgl_pos("ETH", 10, 2000, 3000, pair="ETHUSDC")
+    result = Sim.add_sgl_pos("ETH", 10, 3000, 2000, pair="ETHUSDC")
+    assert result["success"] is True
+    assert list(Sim.state()["orders"]["p_end"].values) == [3000.0, 3000.0]
+
+
+def test_inverted_range_positions_2():
+    """
+    Derrived from `passed_tests` notebook test-13
+    """
+    Sim = CarbonSimulatorUI(verbose=True)
+    result = Sim.add_linked_pos("BAT", 10, 12.0, 10, 0, 5, 7.5, pair="BATMAN")
+    assert result["success"] is True
+    assert list(Sim.state()["orders"]["p_end"].values) == [12.0, 5.0]
diff --git a/carbon/tests/ui_tests/simulations/test_linked_positions_and_trades.py b/carbon/tests/ui_tests/simulations/test_linked_positions_and_trades.py
@@ -0,0 +1,111 @@
+"""Derrived from `passed_tests` notebook test-2"""
+from carbon import CarbonSimulatorUI
+
+
+def test_add_linked_pos_concentrated_on_one_point():
+    """
+    Derrived from `passed_tests` notebook test-2
+    """
+    Sim = CarbonSimulatorUI(pair="USDCETH", verbose=True)
+    assert Sim.add_linked_pos("ETH", 100, 2000, 2000, 0, 1000, 1000)[
+        "orders"
+    ].to_dict() == {
+        "id": {0: 0, 1: 1},
+        "pair": {0: "USDCETH", 1: "USDCETH"},
+        "tkn": {0: "ETH", 1: "USDC"},
+        "y_int": {0: 100.0, 1: 0.0},
+        "y": {0: 100.0, 1: 0.0},
+        "y_unit": {0: "ETH", 1: "USDC"},
+        "p_start": {0: 2000.0, 1: 1000.0},
+        "p_end": {0: 2000.0, 1: 1000.0},
+        "p_marg": {0: 2000.0000000000002, 1: 1000.0000000000002},
+        "p_unit": {0: "ETH per USDC", 1: "ETH per USDC"},
+        "lid": {0: 1, 1: 0},
+    }
+
+
+def test_amm_cannot_buy_eth_with_no_usdc():
+    """
+    Derrived from `passed_tests` notebook test-2
+    """
+    Sim = CarbonSimulatorUI(pair="USDCETH", verbose=True)
+    Sim.add_linked_pos("ETH", 100, 2000, 2000, 0, 1000, 1000)
+    result = Sim.amm_buys("ETH", 10)
+    assert result["success"] is False
+    assert result["error"] == "token USDC has no non-empty liquidity positions"
+
+
+def test_amm_can_sell_eth_at_curve_price():
+    """
+    Derrived from `passed_tests` notebook test-1
+    """
+    Sim = CarbonSimulatorUI(pair="USDCETH", verbose=True)
+    Sim.add_linked_pos("ETH", 100, 2000, 2000, 0, 1000, 1000)
+    result = Sim.amm_sells("ETH", 10)
+    assert result["success"] is True
+    assert result["trades"].to_dict() == {
+        "uid": {0: "0"},
+        "id": {0: 0},
+        "subid": {0: "A"},
+        "note": {0: "AMM sells 10ETH buys 0USDC"},
+        "aggr": {0: True},
+        "exec": {0: True},
+        "limitfail": {0: None},
+        "amt1": {0: 10.0},
+        "tkn1": {0: "ETH"},
+        "amt2": {0: 0.005},
+        "tkn2": {0: "USDC"},
+        "pair": {0: "USDCETH"},
+        "routeix": {0: "[0]"},
+        "nroutes": {0: 1},
+        "price": {0: "2000.0"},
+        "p_unit": {0: "ETH per USDC"},
+    }
+
+
+def test_amm_cannot_sell_with_insufficient_liquidity_1():
+    """
+    Derrived from `passed_tests` notebook test-3
+    """
+    Sim = CarbonSimulatorUI(pair="ETHUSDC", verbose=True)
+    Sim.add_linked_pos("ETH", 100, 2000, 2000, 0, 1000, 1000)
+    result = Sim.amm_sells("ETH", 200)
+    assert result["success"] is False
+    assert (
+        result["error"]
+        == "Insufficient liquidity across all user positions to support this trade."
+    )
+
+
+def test_amm_cannot_sell_with_insufficient_liquidity_2():
+    """
+    Derrived from `passed_tests` notebook test-3
+    """
+    Sim = CarbonSimulatorUI(pair="ETHUSDC", verbose=True)
+    Sim.add_linked_pos("ETH", 100, 2000, 2000, 0, 1000, 1000)
+    Sim.amm_sells("ETH", 10)
+
+    # Having sold 10 ETH already, it can now not sell another 90+
+    result = Sim.amm_sells("ETH", 90.0001)
+    assert result["success"] is False
+    assert (
+        result["error"]
+        == "Insufficient liquidity across all user positions to support this trade."
+    )
+
+
+def test_amm_sells_both_directions():
+    """
+    Derrived from `passed_tests` notebook test-12
+    """
+    Sim = CarbonSimulatorUI(pair="ETHUSDC", verbose=True)
+    Sim.add_linked_pos("ETH", 100, 2000, 2000, 0, 1000, 1000)
+
+    # Sell the entire ETH position. This gives us 200,000 USDC which expands the curve
+    result = Sim.amm_sells("ETH", 100)
+    assert result["success"] is True
+    assert result["trades"]["price"].astype(float).mean() == 2000.0
+
+    result = Sim.amm_sells("USDC", 200000)
+    assert result["success"] is True
+    assert result["trades"]["price"].astype(float).mean() == 1000.0