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Update newton_D test.
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Filipp committed Dec 5, 2023
1 parent 75c46c1 commit 2b46e41
Showing 1 changed file with 46 additions and 70 deletions.
116 changes: 46 additions & 70 deletions tests/unitary/math/test_newton_D.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2,16 +2,15 @@
import sys
import time
from decimal import Decimal

import pytest
from boa.vyper.contract import BoaError
from hypothesis import given, settings
from hypothesis import strategies as st

import tests.utils.simulation_int_many as sim

sys.stdout = sys.stderr

# Uncomment to be able to print when parallelized
# sys.stdout = sys.stderr

def inv_target_decimal_n2(A, gamma, x, D):
N = len(x)
Expand All @@ -37,7 +36,8 @@ def inv_target_decimal_n2(A, gamma, x, D):


N_COINS = 2
MAX_SAMPLES = 3000000 # Increase for fuzzing
MAX_SAMPLES = 1000000 # Increase for fuzzing
N_CASES = 1

A_MUL = 10000
MIN_A = int(N_COINS**N_COINS * A_MUL / 10)
Expand All @@ -47,27 +47,26 @@ def inv_target_decimal_n2(A, gamma, x, D):
MIN_GAMMA = 10**10
MAX_GAMMA = 5 * 10**16

MIN_XD = 10**16 - 1
MAX_XD = 10**20 + 1
MIN_XD = 10**17
MAX_XD = 10**19

pytest.progress = 0
pytest.positive_dy = 0
pytest.actually_tested = 0
pytest.t_start = time.time()
pytest.gas_original = 0
pytest.gas_new = 0
failed_cases = []


@pytest.mark.parametrize(
"_tmp", range(N_CASES)
) # Create N_CASES independent test instances.
@given(
A=st.integers(min_value=MIN_A, max_value=MAX_A),
D=st.integers(
min_value=10**18, max_value=10**14 * 10**18
), # 1 USD to 100T USD
xD=st.integers(
min_value=int(1.001e16), max_value=int(0.999e20)
min_value=MIN_XD, max_value=MAX_XD
), # <- ratio 1e18 * x/D, typically 1e18 * 1
yD=st.integers(
min_value=int(1.001e16), max_value=int(0.999e20)
min_value=MIN_XD, max_value=MAX_XD
), # <- ratio 1e18 * y/D, typically 1e18 * 1
gamma=st.integers(min_value=MIN_GAMMA, max_value=MAX_GAMMA),
j=st.integers(min_value=0, max_value=1),
Expand Down Expand Up @@ -99,6 +98,7 @@ def test_newton_D(
mid_fee,
out_fee,
fee_gamma,
_tmp,
):
_test_newton_D(
math_optimized,
Expand All @@ -114,6 +114,7 @@ def test_newton_D(
mid_fee,
out_fee,
fee_gamma,
_tmp,
)


Expand All @@ -131,6 +132,7 @@ def _test_newton_D(
mid_fee,
out_fee,
fee_gamma,
_tmp,
):

is_safe = all(
Expand All @@ -139,11 +141,8 @@ def _test_newton_D(
)

pytest.progress += 1
if pytest.progress % 1000 == 0 and pytest.positive_dy != 0:
print(
f"{pytest.progress} | {pytest.positive_dy} cases processed in {time.time()-pytest.t_start:.1f} seconds."
f"Gas advantage per call: {pytest.gas_original//pytest.positive_dy} {pytest.gas_new//pytest.positive_dy}\n"
)
if pytest.progress % 1000 == 0 and pytest.actually_tested != 0:
print(f"{pytest.progress} | {pytest.actually_tested} cases processed in {time.time()-pytest.t_start:.1f} seconds.")
X = [D * xD // 10**18, D * yD // 10**18]

result_get_y = 0
Expand All @@ -156,7 +155,7 @@ def _test_newton_D(
if get_y_failed:
newton_y_failed = False
try:
math_optimized.internal._newton_y(A, gamma, X, D, j)
math_optimized.newton_y(A, gamma, X, D, j)
except:
newton_y_failed = True

Expand All @@ -183,58 +182,35 @@ def _test_newton_D(

if dy / X[j] <= 0.95:

pytest.positive_dy += 1
pytest.actually_tested += 1
X[j] = y

try:
result_sim = math_unoptimized.newton_D(A, gamma, X)
except:
raise # this is a problem
case = (
"{"
f"'ANN': {A}, 'D': {D}, 'xD': {xD}, 'yD': {yD}, 'GAMMA': {gamma}, 'j': {j}, 'btcScalePrice': {btcScalePrice}, 'ethScalePrice': {ethScalePrice}, 'mid_fee': {mid_fee}, 'out_fee': {out_fee}, 'fee_gamma': {fee_gamma}"
"},\n"
)

result_sim = math_unoptimized.newton_D(A, gamma, X)
try:
result_sim = math_unoptimized.newton_D(A, gamma, X)
pytest.gas_original += (
math_unoptimized._computation.get_gas_used()
)
try:
result_contract = math_optimized.newton_D(A, gamma, X, K0)
pytest.gas_new += (
math_optimized._computation.get_gas_used()
)
except BoaError as e:
# print(e)
case = (
"{"
f"'ANN': {A}, 'D': {D}, 'xD': {xD}, 'yD': {yD}, 'GAMMA': {gamma}, 'j': {j}, 'btcScalePrice': {btcScalePrice}, 'ethScalePrice': {ethScalePrice}, 'mid_fee': {mid_fee}, 'out_fee': {out_fee}, 'fee_gamma': {fee_gamma}"
"},\n"
)
print(case)
raise

A_dec = Decimal(A) / 10000 / 4

def calculate_D_polynome(d):
d = Decimal(d)
return abs(inv_target_decimal_n2(A_dec, gamma, X, d))

# print(f"ANN={A}; GAMMA={gamma}; x={X}")

# D0 = int(2 * (X[0]*X[1])**(Decimal(1)/2))
# D0_new = int((10**18*4*X[0]*X[1]//K0)**(Decimal(1)/2))
# print(math_unoptimized._computation.get_gas_used(), D0, calculate_D_polynome(D0))
# print(math_optimized._computation.get_gas_used(), D0_new, calculate_D_polynome(D0_new))

try:
assert abs(result_sim - result_contract) <= max(
10000, result_sim / 1e12
)
except AssertionError:
case = (
"{"
f"'ANN': {A}, 'D': {D}, 'xD': {xD}, 'yD': {yD}, 'GAMMA': {gamma}, 'j': {j}, 'btcScalePrice': {btcScalePrice}, 'ethScalePrice': {ethScalePrice}, 'mid_fee': {mid_fee}, 'out_fee': {out_fee}, 'fee_gamma': {fee_gamma}"
"},\n"
)
with open("newton_D_n=2_cases.txt", "a") as f:
f.write(case)
except:
raise
result_contract = math_optimized.newton_D(A, gamma, X, K0)
except Exception as e:
# with open("log/newton_D_fail.txt", "a") as f:
# f.write(case)
# with open("log/newton_D_fail_trace.txt", "a") as f:
# f.write(str(e))
return

A_dec = Decimal(A) / 10000 / 4

def calculate_D_polynome(d):
d = Decimal(d)
return abs(inv_target_decimal_n2(A_dec, gamma, X, d))

assert abs(result_sim - result_contract) <= max(
10000, result_sim / 1e12
)

# with open("log/newton_D_pass.txt", "a") as f:
# f.write(case)

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