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anihamdeanihamde
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experiment removing quickcheck
1 parent 0d3ff18 commit 2ff1443

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+135
-136
lines changed

3 files changed

+135
-136
lines changed

‎pyth-sdk/Cargo.toml

Lines changed: 0 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -22,5 +22,3 @@ schemars = "0.8.8"
2222

2323
[dev-dependencies]
2424
serde_json = "1.0.79"
25-
quickcheck = "1"
26-
quickcheck_macros = "1"

‎pyth-sdk/src/lib.rs

Lines changed: 5 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -1,8 +1,8 @@
1-
#[cfg(test)]
2-
extern crate quickcheck;
3-
#[cfg(test)]
4-
#[macro_use(quickcheck)]
5-
extern crate quickcheck_macros;
1+
// #[cfg(test)]
2+
// extern crate quickcheck;
3+
// #[cfg(test)]
4+
// #[macro_use(quickcheck)]
5+
// extern crate quickcheck_macros;
66

77
use borsh::{
88
BorshDeserialize,

‎pyth-sdk/src/price.rs

Lines changed: 130 additions & 129 deletions
Original file line numberDiff line numberDiff line change
@@ -643,7 +643,7 @@ impl Price {
643643

644644
#[cfg(test)]
645645
mod test {
646-
use quickcheck::TestResult;
646+
// use quickcheck::TestResult;
647647
use std::convert::TryFrom;
648648

649649
use crate::price::{
@@ -2051,134 +2051,135 @@ mod test {
20512051
fails(i64::MIN, pc(100, 10, -9), 0, pc(0, 12, -9), 0, -9);
20522052
}
20532053

2054-
pub fn construct_quickcheck_affine_combination_price(price: i64) -> Price {
2055-
return Price {
2056-
price: price,
2057-
conf: 0,
2058-
expo: -9,
2059-
publish_time: 0,
2060-
};
2061-
}
2062-
2063-
// quickcheck to confirm affine_combination introduces no error if normalization done explicitly
2064-
// on prices first this quickcheck calls affine_combination with two sets of almost
2065-
// identical inputs: the first set has potentially unnormalized prices, the second set
2066-
// simply has the normalized versions of those prices this set of checks should pass because
2067-
// normalization is automatically performed on the prices before they are multiplied
2068-
// this set of checks passing indicates that it doesn't matter whether the prices passed in are
2069-
// normalized
2070-
#[quickcheck]
2071-
fn quickcheck_affine_combination_normalize_prices(
2072-
x1_inp: i32,
2073-
p1: i32,
2074-
x2_inp: i32,
2075-
p2: i32,
2076-
x_query_inp: i32,
2077-
) -> TestResult {
2078-
// generating xs and prices from i32 to limit the range to reasonable values and guard
2079-
// against overflow/bespoke constraint setting for quickcheck
2080-
let y1 = construct_quickcheck_affine_combination_price(i64::try_from(p1).ok().unwrap());
2081-
let y2 = construct_quickcheck_affine_combination_price(i64::try_from(p2).ok().unwrap());
2082-
2083-
let x1 = i64::try_from(x1_inp).ok().unwrap();
2084-
let x2 = i64::try_from(x2_inp).ok().unwrap();
2085-
let x_query = i64::try_from(x_query_inp).ok().unwrap();
2086-
2087-
// stick with single expo for ease of testing and generation
2088-
let pre_add_expo = -9;
2089-
2090-
// require x2 > x1, as needed for affine_combination
2091-
if x1 >= x2 {
2092-
return TestResult::discard();
2093-
}
2094-
2095-
// original result
2096-
let result_orig = Price::affine_combination(x1, y1, x2, y2, x_query, pre_add_expo).unwrap();
2097-
2098-
let y1_norm = y1.normalize().unwrap();
2099-
let y2_norm = y2.normalize().unwrap();
2100-
2101-
// result with normalized price inputs
2102-
let result_norm =
2103-
Price::affine_combination(x1, y1_norm, x2, y2_norm, x_query, pre_add_expo).unwrap();
2104-
2105-
// results should match exactly
2106-
TestResult::from_bool(result_norm == result_orig)
2107-
}
2108-
2109-
// quickcheck to confirm affine_combination introduces bounded error if close fraction x/y
2110-
// passed in first this quickcheck calls affine_combination with two sets of similar inputs:
2111-
// the first set has xs generated by the quickcheck generation process, leading to potentially
2112-
// inexact fractions that don't fit within 8 digits of precision the second set "normalizes"
2113-
// down to 8 digits of precision by setting x1 to 0, x2 to 100_000_000, and xquery
2114-
// proportionally based on the bounds described in the docstring of affine_combination, we
2115-
// expect error due to this to be leq 4*10^-7
2116-
#[quickcheck]
2117-
fn quickcheck_affine_combination_normalize_fractions(
2118-
x1_inp: i32,
2119-
p1: i32,
2120-
x2_inp: i32,
2121-
p2: i32,
2122-
x_query_inp: i32,
2123-
) -> TestResult {
2124-
// generating xs and prices from i32 to limit the range to reasonable values and guard
2125-
// against overflow/bespoke constraint setting for quickcheck
2126-
let y1 = construct_quickcheck_affine_combination_price(i64::try_from(p1).ok().unwrap());
2127-
let y2 = construct_quickcheck_affine_combination_price(i64::try_from(p2).ok().unwrap());
2128-
2129-
let x1 = i64::try_from(x1_inp).ok().unwrap();
2130-
let x2 = i64::try_from(x2_inp).ok().unwrap();
2131-
let x_query = i64::try_from(x_query_inp).ok().unwrap();
2132-
2133-
// stick with single expo for ease of testing and generation
2134-
let pre_add_expo = -9;
2135-
2136-
// require x2 > x1, as needed for affine_combination
2137-
if x1 >= x2 {
2138-
return TestResult::discard();
2139-
}
2140-
2141-
// constrain x_query to be within 5 interval lengths of x1 or x2
2142-
if (x_query > x2 + 5 * (x2 - x1)) || (x_query < x1 - 5 * (x2 - x1)) {
2143-
return TestResult::discard();
2144-
}
2145-
2146-
// generate new xs based on scaling x_1 --> 0, x_2 --> 10^8
2147-
let x1_new: i64;
2148-
let xq_new: i64;
2149-
let x2_new: i64;
2150-
2151-
if x2 == 0 {
2152-
x1_new = x1;
2153-
xq_new = x_query;
2154-
x2_new = x2;
2155-
} else {
2156-
let mut frac_q2 = Price::fraction(x_query - x1, x2 - x1).unwrap();
2157-
frac_q2 = frac_q2.scale_to_exponent(-8).unwrap();
2158-
2159-
x1_new = 0;
2160-
xq_new = frac_q2.price;
2161-
x2_new = 100_000_000 as i64;
2162-
}
2163-
2164-
// original result
2165-
let result_orig = Price::affine_combination(x1, y1, x2, y2, x_query, pre_add_expo)
2166-
.unwrap()
2167-
.scale_to_exponent(-7)
2168-
.unwrap();
2169-
2170-
// xs "normalized" result
2171-
let result_norm = Price::affine_combination(x1_new, y1, x2_new, y2, xq_new, pre_add_expo)
2172-
.unwrap()
2173-
.scale_to_exponent(-7)
2174-
.unwrap();
2175-
2176-
// compute difference in prices
2177-
let price_diff = result_norm.add(&result_orig.cmul(-1, 0).unwrap()).unwrap();
2178-
2179-
// results should differ by less than 4*10^-7
2180-
TestResult::from_bool((price_diff.price < 4) && (price_diff.price > -4))
2181-
}
2054+
// pub fn construct_quickcheck_affine_combination_price(price: i64) -> Price {
2055+
// return Price {
2056+
// price: price,
2057+
// conf: 0,
2058+
// expo: -9,
2059+
// publish_time: 0,
2060+
// };
2061+
// }
2062+
2063+
// // quickcheck to confirm affine_combination introduces no error if normalization done
2064+
// explicitly // on prices first this quickcheck calls affine_combination with two sets of
2065+
// almost // identical inputs: the first set has potentially unnormalized prices, the second
2066+
// set // simply has the normalized versions of those prices this set of checks should pass
2067+
// because // normalization is automatically performed on the prices before they are
2068+
// multiplied // this set of checks passing indicates that it doesn't matter whether the
2069+
// prices passed in are // normalized
2070+
// #[quickcheck]
2071+
// fn quickcheck_affine_combination_normalize_prices(
2072+
// x1_inp: i32,
2073+
// p1: i32,
2074+
// x2_inp: i32,
2075+
// p2: i32,
2076+
// x_query_inp: i32,
2077+
// ) -> TestResult {
2078+
// // generating xs and prices from i32 to limit the range to reasonable values and guard
2079+
// // against overflow/bespoke constraint setting for quickcheck
2080+
// let y1 = construct_quickcheck_affine_combination_price(i64::try_from(p1).ok().unwrap());
2081+
// let y2 = construct_quickcheck_affine_combination_price(i64::try_from(p2).ok().unwrap());
2082+
2083+
// let x1 = i64::try_from(x1_inp).ok().unwrap();
2084+
// let x2 = i64::try_from(x2_inp).ok().unwrap();
2085+
// let x_query = i64::try_from(x_query_inp).ok().unwrap();
2086+
2087+
// // stick with single expo for ease of testing and generation
2088+
// let pre_add_expo = -9;
2089+
2090+
// // require x2 > x1, as needed for affine_combination
2091+
// if x1 >= x2 {
2092+
// return TestResult::discard();
2093+
// }
2094+
2095+
// // original result
2096+
// let result_orig = Price::affine_combination(x1, y1, x2, y2, x_query,
2097+
// pre_add_expo).unwrap();
2098+
2099+
// let y1_norm = y1.normalize().unwrap();
2100+
// let y2_norm = y2.normalize().unwrap();
2101+
2102+
// // result with normalized price inputs
2103+
// let result_norm =
2104+
// Price::affine_combination(x1, y1_norm, x2, y2_norm, x_query, pre_add_expo).unwrap();
2105+
2106+
// // results should match exactly
2107+
// TestResult::from_bool(result_norm == result_orig)
2108+
// }
2109+
2110+
// // quickcheck to confirm affine_combination introduces bounded error if close fraction x/y
2111+
// // passed in first this quickcheck calls affine_combination with two sets of similar inputs:
2112+
// // the first set has xs generated by the quickcheck generation process, leading to
2113+
// potentially // inexact fractions that don't fit within 8 digits of precision the second
2114+
// set "normalizes" // down to 8 digits of precision by setting x1 to 0, x2 to 100_000_000,
2115+
// and xquery // proportionally based on the bounds described in the docstring of
2116+
// affine_combination, we // expect error due to this to be leq 4*10^-7
2117+
// #[quickcheck]
2118+
// fn quickcheck_affine_combination_normalize_fractions(
2119+
// x1_inp: i32,
2120+
// p1: i32,
2121+
// x2_inp: i32,
2122+
// p2: i32,
2123+
// x_query_inp: i32,
2124+
// ) -> TestResult {
2125+
// // generating xs and prices from i32 to limit the range to reasonable values and guard
2126+
// // against overflow/bespoke constraint setting for quickcheck
2127+
// let y1 = construct_quickcheck_affine_combination_price(i64::try_from(p1).ok().unwrap());
2128+
// let y2 = construct_quickcheck_affine_combination_price(i64::try_from(p2).ok().unwrap());
2129+
2130+
// let x1 = i64::try_from(x1_inp).ok().unwrap();
2131+
// let x2 = i64::try_from(x2_inp).ok().unwrap();
2132+
// let x_query = i64::try_from(x_query_inp).ok().unwrap();
2133+
2134+
// // stick with single expo for ease of testing and generation
2135+
// let pre_add_expo = -9;
2136+
2137+
// // require x2 > x1, as needed for affine_combination
2138+
// if x1 >= x2 {
2139+
// return TestResult::discard();
2140+
// }
2141+
2142+
// // constrain x_query to be within 5 interval lengths of x1 or x2
2143+
// if (x_query > x2 + 5 * (x2 - x1)) || (x_query < x1 - 5 * (x2 - x1)) {
2144+
// return TestResult::discard();
2145+
// }
2146+
2147+
// // generate new xs based on scaling x_1 --> 0, x_2 --> 10^8
2148+
// let x1_new: i64;
2149+
// let xq_new: i64;
2150+
// let x2_new: i64;
2151+
2152+
// if x2 == 0 {
2153+
// x1_new = x1;
2154+
// xq_new = x_query;
2155+
// x2_new = x2;
2156+
// } else {
2157+
// let mut frac_q2 = Price::fraction(x_query - x1, x2 - x1).unwrap();
2158+
// frac_q2 = frac_q2.scale_to_exponent(-8).unwrap();
2159+
2160+
// x1_new = 0;
2161+
// xq_new = frac_q2.price;
2162+
// x2_new = 100_000_000 as i64;
2163+
// }
2164+
2165+
// // original result
2166+
// let result_orig = Price::affine_combination(x1, y1, x2, y2, x_query, pre_add_expo)
2167+
// .unwrap()
2168+
// .scale_to_exponent(-7)
2169+
// .unwrap();
2170+
2171+
// // xs "normalized" result
2172+
// let result_norm = Price::affine_combination(x1_new, y1, x2_new, y2, xq_new, pre_add_expo)
2173+
// .unwrap()
2174+
// .scale_to_exponent(-7)
2175+
// .unwrap();
2176+
2177+
// // compute difference in prices
2178+
// let price_diff = result_norm.add(&result_orig.cmul(-1, 0).unwrap()).unwrap();
2179+
2180+
// // results should differ by less than 4*10^-7
2181+
// TestResult::from_bool((price_diff.price < 4) && (price_diff.price > -4))
2182+
// }
21822183

21832184
#[test]
21842185
fn test_fraction() {

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