fix long delta calculation; improves test to be more direct

delvtech · Jul 16, 2024 · 4258923 · 4258923
1 parent e095c56
commit 4258923
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Showing 3 changed files with 149 additions and 113 deletions.
diff --git a/crates/hyperdrive-math/src/lib.rs b/crates/hyperdrive-math/src/lib.rs
@@ -372,15 +372,12 @@ mod tests {
             {
                 continue;
             }
-
             // Pick a random target rate that is near the current rate.
             let target_rate =
                 state.calculate_spot_rate()? * rng.gen_range(fixed!(0.1e18)..=fixed!(10e18));
-
             // Estimate the long that achieves a target rate.
             let (target_share_reserves, target_bond_reserves) =
                 state.reserves_given_rate_ignoring_exposure(target_rate)?;
-
             // Verify that the new levels are solvent.
             let mut new_state = state.clone();
             new_state.info.share_reserves = target_share_reserves.into();
@@ -390,15 +387,13 @@ mod tests {
             {
                 continue;
             }
-
             // Fixed rate for the new state should equal the target rate.
             let realized_rate = new_state.calculate_spot_rate()?;
             let error = if realized_rate > target_rate {
                 realized_rate - target_rate
             } else {
                 target_rate - realized_rate
             };
-
             assert!(
                 error <= test_tolerance,
                 "expected error={} <= tolerance={}",

diff --git a/crates/hyperdrive-math/src/long/open.rs b/crates/hyperdrive-math/src/long/open.rs
@@ -449,7 +449,6 @@ mod tests {
                 }
             };
             let max_iterations = 7;
-            // TODO: We should use calculate_absolute_max_long here because that is what we are testing.
             // We need to catch panics because of FixedPoint overflows & underflows.
             let max_trade = panic::catch_unwind(|| {
                 state.calculate_max_long(U256::MAX, checkpoint_exposure, Some(max_iterations))