refactor: add more tests and benchmarks

pyth-network · May 16, 2024 · 9afe6e8 · 9afe6e8
1 parent c581da7
commit 9afe6e8
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Showing 2 changed files with 77 additions and 18 deletions.
diff --git a/program/c/src/oracle/model/test_price_model.c b/program/c/src/oracle/model/test_price_model.c
@@ -25,6 +25,32 @@ int test_price_model() {
   int64_t quote  [N];
   int64_t val    [3];
 
+  /* Brute force validate small sizes via the 0-1 principle. */
+  for( int cnt=0; cnt<=24; cnt++ ) {
+    for( long mask=0L; mask<(1L<<cnt); mask++ ) {
+      for( int i=0; i<cnt; i++ ) quote[i] = (int64_t) ((mask>>i) & 1L);
+
+      memcpy( quote, quote0, sizeof(int64_t)*(size_t)cnt );
+      if( price_model_core( cnt, quote, val+0, val+1, val+2)!=quote ) { printf( "FAIL (01-compose)\n" ); return 1; }
+
+      /* Validate the results */
+
+      /* Although being sorted is not necessary it gives us more confidence about the correctness of the model */
+      qsort( quote0, (size_t)cnt, sizeof(int64_t), qcmp );
+      if( memcmp( quote, quote0, sizeof(int64_t)*(size_t)cnt ) ) { printf( "FAIL (01-sort)\n" ); return 1; }
+
+      uint64_t p25_idx = cnt>>2;
+      uint64_t p50_idx = cnt>>1;
+      uint64_t p75_idx = cnt - (uint64_t)1 - p25_idx;
+      uint64_t is_even = (uint64_t)!(cnt & (uint64_t)1);
+
+      if( val[0]!=quote[ p25_idx ] ) { printf( "FAIL (01-p25)\n" ); return 1; }
+      if( val[1]!=avg_2_int64( quote[ p50_idx-is_even ], quote[ p50_idx ] ) ) { printf( "FAIL (01-p50)\n" ); return 1; }
+      if( val[2]!=quote[ p75_idx ] ) { printf( "FAIL (01-p75)\n" ); return 1; }
+    }
+  }
+
+  /* Test using randomized inputs */
   for( int iter=0; iter<10000000; iter++ ) {
 
     /* Generate a random test */
@@ -39,9 +65,7 @@ int test_price_model() {
 
     /* Validate the results */
 
-    /*
-     * Although being sorted is not necessary it gives us more confidence about the correctness of the model.
-     */
+    /* Although being sorted is not necessary it gives us more confidence about the correctness of the model */
     qsort( quote0, (size_t)cnt, sizeof(int64_t), qcmp );
     if( memcmp( quote, quote0, sizeof(int64_t)*(size_t)cnt ) ) { printf( "FAIL (sort)\n" ); return 1; }
 

diff --git a/program/rust/src/tests/test_benchmark.rs b/program/rust/src/tests/test_benchmark.rs
@@ -17,8 +17,17 @@ use {
     },
 };
 
+#[derive(Clone, Copy, Debug)]
+enum TestingStrategy {
+    Random,
+    SimilarPrices,
+}
+
 /// Benchmark the execution of the oracle program
-async fn run_benchmark(num_publishers: usize) -> Result<(), Box<dyn std::error::Error>> {
+async fn run_benchmark(
+    num_publishers: usize,
+    strategy: TestingStrategy,
+) -> Result<(), Box<dyn std::error::Error>> {
     let mut sim = PythSimulator::new().await;
 
     let mapping_keypair = sim.init_mapping().await?;
@@ -40,14 +49,20 @@ async fn run_benchmark(num_publishers: usize) -> Result<(), Box<dyn std::error::
     let mut rnd = rand::rngs::SmallRng::seed_from_u64(14);
 
     for kp in publishers_keypairs.iter() {
-        // The ranges are chosen to create overlap between
-        // publishers price set (price-conf, price, price + conf)
-        let quote = Quote {
-            price:      rnd.gen_range(10000..11000),
-            confidence: rnd.gen_range(1..1000),
-            status:     PC_STATUS_TRADING,
+        let quote = match strategy {
+            TestingStrategy::Random => Quote {
+                price:      rnd.gen_range(10000..11000),
+                confidence: rnd.gen_range(1..1000),
+                status:     PC_STATUS_TRADING,
+            },
+            TestingStrategy::SimilarPrices => Quote {
+                price:      rnd.gen_range(10..12),
+                confidence: rnd.gen_range(1..3),
+                status:     PC_STATUS_TRADING,
+            },
         };
 
+
         sim.upd_price(kp, price_pubkey, quote).await?;
     }
 
@@ -67,21 +82,41 @@ async fn run_benchmark(num_publishers: usize) -> Result<(), Box<dyn std::error::
 }
 
 #[tokio::test]
-async fn test_benchmark_64_pubs() -> Result<(), Box<dyn std::error::Error>> {
-    run_benchmark(64).await
+async fn test_benchmark_64_pubs_random() -> Result<(), Box<dyn std::error::Error>> {
+    run_benchmark(64, TestingStrategy::Random).await
+}
+
+#[tokio::test]
+async fn test_benchmark_64_pubs_similar_prices() -> Result<(), Box<dyn std::error::Error>> {
+    run_benchmark(64, TestingStrategy::SimilarPrices).await
+}
+
+#[tokio::test]
+async fn test_benchmark_32_pubs_random() -> Result<(), Box<dyn std::error::Error>> {
+    run_benchmark(32, TestingStrategy::Random).await
+}
+
+#[tokio::test]
+async fn test_benchmark_32_pubs_similar_prices() -> Result<(), Box<dyn std::error::Error>> {
+    run_benchmark(32, TestingStrategy::SimilarPrices).await
+}
+
+#[tokio::test]
+async fn test_benchmark_16_pubs_random() -> Result<(), Box<dyn std::error::Error>> {
+    run_benchmark(16, TestingStrategy::Random).await
 }
 
 #[tokio::test]
-async fn test_benchmark_32_pubs() -> Result<(), Box<dyn std::error::Error>> {
-    run_benchmark(32).await
+async fn test_benchmark_16_pubs_similar_prices() -> Result<(), Box<dyn std::error::Error>> {
+    run_benchmark(16, TestingStrategy::SimilarPrices).await
 }
 
 #[tokio::test]
-async fn test_benchmark_16_pubs() -> Result<(), Box<dyn std::error::Error>> {
-    run_benchmark(16).await
+async fn test_benchmark_8_pubs_random() -> Result<(), Box<dyn std::error::Error>> {
+    run_benchmark(8, TestingStrategy::Random).await
 }
 
 #[tokio::test]
-async fn test_benchmark_8_pubs() -> Result<(), Box<dyn std::error::Error>> {
-    run_benchmark(8).await
+async fn test_benchmark_8_pubs_similar_prices() -> Result<(), Box<dyn std::error::Error>> {
+    run_benchmark(8, TestingStrategy::SimilarPrices).await
 }