add end to end tests

brownie-config.yaml

@@ -0,0 +1,8 @@
+networks:
+  default: mainnet-fork
+
+compiler:
+  solc:
+    version: 0.6.9
+    remappings:
+      - "@openzeppelin=OpenZeppelin/openzeppelin-contracts@3.2.0"

contracts/Interfaces/Yearn/IController.sol

@@ -12,4 +12,10 @@ interface IController {
     function rewards() external view returns (address);
 
     function vaults(address) external view returns (address);
-}
+
+    function approveStrategy(address, address) external;
+
+    function setStrategy(address, address) external;
+
+    function strategies(address) external view returns (address);
+}

contracts/Interfaces/Yearn/IVault.sol

@@ -0,0 +1,37 @@
+// SPDX-License-Identifier: MIT
+
+pragma solidity ^0.6.9;
+
+interface IVault {
+    function token() external view returns (address);
+
+    function underlying() external view returns (address);
+
+    function name() external view returns (string memory);
+
+    function symbol() external view returns (string memory);
+
+    function decimals() external view returns (uint8);
+
+    function controller() external view returns (address);
+
+    function governance() external view returns (address);
+
+    function getPricePerFullShare() external view returns (uint256);
+
+    function deposit(uint256) external;
+
+    function depositAll() external;
+
+    function withdraw(uint256) external;
+
+    function withdrawAll() external;
+
+    function balanceOf(address) external view returns (uint256);
+
+    function totalSupply() external view returns (uint256);
+
+    function earn() external;
+
+    function setMin(uint256) external;
+}

tests/test_strategy_comp_dai.py

@@ -0,0 +1,69 @@
+from itertools import count
+from brownie import Wei, reverts
+import brownie
+
+def test_strategy(accounts, interface, chain, web3, history, YearnCompDaiStrategy):
+    user = accounts[0]
+    whale = accounts.at("0xBE0eB53F46cd790Cd13851d5EFf43D12404d33E8", force=True)
+    ychad = accounts.at(web3.ens.resolve('ychad.eth'), force=True)
+
+    solo = interface.ISoloMargin('0x1E0447b19BB6EcFdAe1e4AE1694b0C3659614e4e')
+    comptroller = interface.ComptrollerI('0x3d9819210a31b4961b30ef54be2aed79b9c9cd3b')
+    dai = interface.ERC20('0x6b175474e89094c44da98b954eedeac495271d0f')
+    cdai = interface.CErc20I('0x5d3a536e4d6dbd6114cc1ead35777bab948e3643')
+    comp = interface.ERC20('0xc00e94cb662c3520282e6f5717214004a7f26888')
+    controller = interface.IController('0x9E65Ad11b299CA0Abefc2799dDB6314Ef2d91080')
+    vault = interface.IVault(controller.vaults(dai))
+    strategy = YearnCompDaiStrategy.deploy(controller, {'from': user})
+    assert strategy.want() == vault.token() == dai
+    strategy.setCollateralTarget(3900)
+    with brownie.reverts("Target too close to 4x leverage"):
+        strategy.setCollateralTarget(4000)
+
+    print('migrate strategy')
+    controller.approveStrategy(dai, strategy, {'from': ychad})
+    controller.setStrategy(dai, strategy, {'from': ychad})
+    vault.setMin(10000, {'from': ychad})
+    assert controller.strategies(dai) == strategy
+    print('dai in vault:', dai.balanceOf(vault).to('ether'))
+
+    print('deposit funds into new strategy')
+    vault.earn({'from': user})
+    print('balance of strategy:', strategy.balanceOf().to('ether'))
+
+    amount = dai.balanceOf(whale)
+    dai.approve(vault, amount, {'from': whale})
+    print('deposit amount:', amount.to('ether'))
+    vault.deposit(amount, {'from': whale})
+    for i in count(1):
+        print(f'\ndeposit {i}')
+        vault.deposit(0, {'from': whale})
+        vault.earn({'from': user})
+        print('balance of strategy:', strategy.balanceOf().to('ether'))
+        deposits, borrows = strategy.getCurrentPosition()
+        print('deposits:', Wei(deposits).to('ether'))
+        print('borrows:', Wei(borrows).to('ether'))
+        collat = borrows / deposits
+        leverage = 1 / (1 - collat)
+        print(f'collat: {collat:.5%}')
+        print(f'leverage: {leverage:.5f}x')
+        print('liquidity:', strategy.getLiquidity().to('ether'))
+        if leverage >= strategy.leverageTarget() / 1001 or i > 10:
+            print('target leverage reached')
+            break
+
+    print('\nharvest')
+    before = strategy.balanceOf()
+    blocks_per_year = 2_300_000
+    sample = 100
+    chain.mine(sample)
+    strategy.harvest()
+    after = strategy.balanceOf()
+    assert after >= before
+    print('balance increase:', (after - before).to('ether'))
+    print(f'implied apr: {(after / before - 1) * (blocks_per_year / sample):.8%}')
+
+    vault.withdrawAll({'from': whale})
+    after = dai.balanceOf(whale)
+    print(f'\nuser balance increase:', (after - amount).to('ether'))
+    assert after >= amount