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fuzz initial state params
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@ncitron
ncitron committed Oct 25, 2021
1 parent bccbbc8 commit 2c60469
Showing 1 changed file with 114 additions and 36 deletions.
150 changes: 114 additions & 36 deletions src/IntrinsicProdRebalancing.t.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -48,13 +48,6 @@ contract IntrinsicProdRebalancing is DSTest {

function setUp() public {
setFixture = new SetFixture(address(this));
SetTokenCreator factory = setFixture.setTokenCreator();

address[] memory modules = new address[](4);
modules[0] = address(setFixture.generalIndexModule());
modules[1] = address(setFixture.basicIssuanceModule());
modules[2] = address(setFixture.airdropModule());
modules[3] = address(setFixture.wrapModuleV2());

// create mock components
dai = new StandardTokenMock(address(this), 2**256-1, "DAI", "DAI", 18);
Expand All @@ -68,18 +61,68 @@ contract IntrinsicProdRebalancing is DSTest {
dai.approve(address(yDai), 2**96);
yDai.mint(2**96);

// setup wrap adapter
CompoundWrapV2Adapter wrapAdapter = new CompoundWrapV2Adapter();
setFixture.integrationRegistry().addIntegration(address(setFixture.wrapModuleV2()), "MockWrapV2Adapter", address(wrapAdapter));

// deploy TransferHelpers
compTransformHelper = new TransformHelperMock(cDaiExchangeRate, address(setFixture.wrapModuleV2()), "MockWrapV2Adapter");
yearnTransformHelper = new TransformHelperMock(yDaiExchangeRate, address(setFixture.wrapModuleV2()), "MockWrapV2Adapter");
}

function initSet(
uint96 daiUnderlyingUnits,
uint96 cDaiUnderlyingUnits,
uint96 yDaiUnderlyingUnits
)
private
returns (bool)
{
SetTokenCreator factory = setFixture.setTokenCreator();

address[] memory modules = new address[](4);
modules[0] = address(setFixture.generalIndexModule());
modules[1] = address(setFixture.basicIssuanceModule());
modules[2] = address(setFixture.airdropModule());
modules[3] = address(setFixture.wrapModuleV2());

// create set
components = new address[](3);
components[0] = address(dai);
components[1] = address(cDai);
components[2] = address(yDai);

int256[] memory units = new int256[](3);
units[0] = 0.7 ether;
units[1] = cDaiExchangeRate.preciseMul(0.3 ether).toInt256();
units[2] = yDaiExchangeRate.preciseMul(1.2 ether).toInt256();
units[0] = daiUnderlyingUnits;
units[1] = cDaiExchangeRate.preciseMul(cDaiUnderlyingUnits).toInt256();
units[2] = yDaiExchangeRate.preciseMul(yDaiUnderlyingUnits).toInt256();

setToken = ISetTokenIndex(factory.create(components, units, modules, address(this), "Test Yield Set", "YIELD"));
uint256 initNumComponents = 0;
for (uint256 i = 0; i < components.length; i++) {
if (units[i] != 0) {
initNumComponents++;
}
}

if (initNumComponents == 0) {
return false;
}

address[] memory initComponents = new address[](initNumComponents);
int256[] memory initUnits = new int256[](initNumComponents);

uint256 curr = 0;
uint256 dex = 0;
while (dex < initNumComponents) {
if (units[curr] != 0) {
initUnits[dex] = units[curr];
initComponents[dex] = components[curr];
dex++;
}
curr++;
}

setToken = ISetTokenIndex(factory.create(initComponents, initUnits, modules, address(this), "Test Yield Set", "YIELD"));
baseManager = new BaseManagerV2(setToken, address(this), address(this));
baseManager.authorizeInitialization();
setFixture.wrapModuleV2().initialize(ISetTokenSet(address(setToken)));
Expand All @@ -88,10 +131,10 @@ contract IntrinsicProdRebalancing is DSTest {
setToken.setManager(address(baseManager));

// issue some sets
cDai.approve(address(setFixture.basicIssuanceModule()), 1000000 ether);
yDai.approve(address(setFixture.basicIssuanceModule()), 1000000 ether);
dai.approve(address(setFixture.basicIssuanceModule()), 1000000 ether);
setFixture.basicIssuanceModule().issue(ISetTokenSet(address(setToken)), 5.1 ether, address(this));
cDai.approve(address(setFixture.basicIssuanceModule()), 2**96);
yDai.approve(address(setFixture.basicIssuanceModule()), 2**96);
dai.approve(address(setFixture.basicIssuanceModule()), 2**96);
setFixture.basicIssuanceModule().issue(ISetTokenSet(address(setToken)), 0.3456 ether, address(this));

// setup IPRebalanceExtension
ipRebalanceExtension = new IPRebalanceExtension(
Expand All @@ -106,25 +149,32 @@ contract IntrinsicProdRebalancing is DSTest {
ipRebalanceExtension.updateCallerStatus(callers, statuses);
baseManager.addExtension(address(ipRebalanceExtension));

// setup wrap adapter
CompoundWrapV2Adapter wrapAdapter = new CompoundWrapV2Adapter();
setFixture.integrationRegistry().addIntegration(address(setFixture.wrapModuleV2()), "MockWrapV2Adapter", address(wrapAdapter));

// setup TransferHelpers
compTransformHelper = new TransformHelperMock(cDaiExchangeRate, address(setFixture.wrapModuleV2()), "MockWrapV2Adapter");
ipRebalanceExtension.setTransformInfo(
address(cDai),
IPRebalanceExtension.TransformInfo(address(dai), ITransformHelper(address(compTransformHelper)))
);

yearnTransformHelper = new TransformHelperMock(yDaiExchangeRate, address(setFixture.wrapModuleV2()), "MockWrapV2Adapter");
ipRebalanceExtension.setTransformInfo(
address(yDai),
IPRebalanceExtension.TransformInfo(address(dai), ITransformHelper(address(yearnTransformHelper)))
);

return true;
}

function test_untransform(uint96 targetDaiUnits, uint96 targetCDaiUnitsUnderlying, uint96 targetYDaiUnitsUnderlying) public {
function test_untransform(
uint96 startingDaiUnits,
uint96 startingCDaiUnitsUnderlying,
uint96 startingYDaiUnitsUnderlying,
uint96 targetDaiUnits,
uint96 targetCDaiUnitsUnderlying,
uint96 targetYDaiUnitsUnderlying
)
public
{
bool shouldContinue = initSet(startingDaiUnits, startingCDaiUnitsUnderlying, startingYDaiUnitsUnderlying);
if (!shouldContinue) return;

uint256[] memory units = new uint256[](3);
units[0] = targetDaiUnits;
units[1] = targetCDaiUnitsUnderlying;
Expand Down Expand Up @@ -163,7 +213,7 @@ contract IntrinsicProdRebalancing is DSTest {
targetCDaiUnitsUnderlying :
initCDaiUnitsUnderlying;

assertTrue(isApproxEqual(finalCDaiUnitsUnderlying, expectedCDaiUnitsUnderlying));
assertTrue(isApproxEqual(finalCDaiUnitsUnderlying, expectedCDaiUnitsUnderlying, 10));

uint256 finalYDaiUnits = setToken.getDefaultPositionRealUnit(address(yDai)).toUint256();
uint256 finalYDaiUnitsUnderlying = finalYDaiUnits.preciseDiv(yDaiExchangeRate);
Expand All @@ -172,12 +222,23 @@ contract IntrinsicProdRebalancing is DSTest {
targetYDaiUnitsUnderlying :
initYDaiUnitsUnderlying;

assertTrue(isApproxEqual(finalYDaiUnitsUnderlying, expectedYDaiUnitsUnderlying));
assertTrue(isApproxEqual(finalYDaiUnitsUnderlying, expectedYDaiUnitsUnderlying, 10));
}

function test_transform(uint96 targetDaiUnits, uint96 targetCDaiUnitsUnderlying, uint96 targetYDaiUnitsUnderlying) public {

function test_transform(
uint96 startingDaiUnits,
uint96 startingCDaiUnitsUnderlying,
uint96 startingYDaiUnitsUnderlying,
uint96 targetDaiUnits,
uint96 targetCDaiUnitsUnderlying,
uint96 targetYDaiUnitsUnderlying
)
public
{
// setup
bool shouldContinue = initSet(startingDaiUnits, startingCDaiUnitsUnderlying, startingYDaiUnitsUnderlying);
if (!shouldContinue) return;

uint256[] memory units = new uint256[](3);
units[0] = targetDaiUnits;
units[1] = targetCDaiUnitsUnderlying;
Expand Down Expand Up @@ -223,21 +284,27 @@ contract IntrinsicProdRebalancing is DSTest {

uint256 finalCDaiUnits = setToken.getDefaultPositionRealUnit(address(cDai)).toUint256();
uint256 finalCDaiUnitsUnderlying = finalCDaiUnits.preciseDiv(cDaiExchangeRate);
assertTrue(isApproxEqual(finalCDaiUnitsUnderlying, targetCDaiUnitsUnderlying) || daiUnits == 0);
assertTrue(isApproxEqual(finalCDaiUnitsUnderlying, targetCDaiUnitsUnderlying, 10) || daiUnits == 0);

uint256 finalYDaiUnits = setToken.getDefaultPositionRealUnit(address(yDai)).toUint256();
uint256 finalYDaiUnitsUnderlying = finalYDaiUnits.preciseDiv(yDaiExchangeRate);
assertTrue(isApproxEqual(finalYDaiUnitsUnderlying, targetYDaiUnitsUnderlying) || daiUnits == 0);
assertTrue(isApproxEqual(finalYDaiUnitsUnderlying, targetYDaiUnitsUnderlying, 10) || daiUnits == 0);
}

function test_transformRemaining(
uint96 startingDaiUnits,
uint96 startingCDaiUnitsUnderlying,
uint96 startingYDaiUnitsUnderlying,
uint96 targetCDaiUnitsUnderlying,
uint96 targetYDaiUnitsUnderlying,
uint256 componentIndexSeed
)
public
{
// setup
bool shouldContinue = initSet(startingDaiUnits, startingCDaiUnitsUnderlying, startingYDaiUnitsUnderlying);
if (!shouldContinue) return;

uint256[] memory units = new uint256[](3);
units[0] = 0; // target dai units must be 0
units[1] = targetCDaiUnitsUnderlying;
Expand Down Expand Up @@ -268,7 +335,18 @@ contract IntrinsicProdRebalancing is DSTest {
assertEq(finalUnderlyingUnits, 0);
}

function test_startTrades(uint96 targetDaiUnits, uint96 targetCDaiUnitsUnderlying, uint96 targetYDaiUnitsUnderlying) public {
function test_startTrades(
uint96 startingDaiUnits,
uint96 startingCDaiUnitsUnderlying,
uint96 startingYDaiUnitsUnderlying,
uint96 targetDaiUnits,
uint96 targetCDaiUnitsUnderlying,
uint96 targetYDaiUnitsUnderlying
)
public
{
bool shouldContinue = initSet(startingDaiUnits, startingCDaiUnitsUnderlying, startingYDaiUnitsUnderlying);
if (!shouldContinue) return;

uint256[] memory units = new uint256[](3);
units[0] = targetDaiUnits;
Expand Down Expand Up @@ -300,14 +378,14 @@ contract IntrinsicProdRebalancing is DSTest {
assertEq(actualDaiTarget, daiTarget);
}

function isApproxEqual(uint256 a, uint256 b) internal returns (bool) {
function isApproxEqual(uint256 a, uint256 b, uint256 error) internal returns (bool) {
bool passed;
if (b < 2) {
passed = a <= 2;
} else if (b > uint(-1) - 2) {
passed = a >= uint(-1) - 2;
if (b < error) {
passed = a <= error;
} else if (b > uint(-1) - error) {
passed = a >= uint(-1) - error;
} else {
passed = a <= b + 2 && a >= b - 2;
passed = a <= b + error && a >= b - error;
}
if (!passed) {
log_named_uint("a", a);
Expand Down

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