jaxperro
119 lines
4.2 KiB
Python
119 lines
4.2 KiB
Python
"""Stub tests for the value paper bot (value/PLAN.md V0): honest FAK fill
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model, event cap, cooldown, refund-aware chain settlement. No network.
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Run: python3 tests/test_valuebot.py
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"""
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import os
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import sys
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import time
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sys.path.insert(0, os.path.join(os.path.dirname(os.path.abspath(__file__)),
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"..", "value"))
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import valuebot as vb # noqa: E402
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vb.STATE = "/tmp/vb_test_state.json"
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vb.FILLS = "/tmp/vb_test_fills.jsonl"
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vb.FEED = "/tmp/vb_test_feed.json"
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fails = []
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def case(name):
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def deco(fn):
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ba0, op0 = vb.book_asks, vb.onchain_payouts
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for f in (vb.STATE, vb.FILLS, vb.FEED):
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if os.path.exists(f):
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os.remove(f)
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try:
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fn()
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print(f"PASS {name}")
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except AssertionError as e:
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print(f"FAIL {name}: {e}")
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fails.append(name)
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finally:
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vb.book_asks, vb.onchain_payouts = ba0, op0
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return deco
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def cand(tok, event="ev-2026-07-17", mark=0.01):
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return {"token": tok, "outcome": "Yes", "mark": mark, "cond": "0xc" + tok,
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"title": f"mkt {tok}", "end": "2026-01-01T00:00:00Z", # already past
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"cat": "esports", "event": event, "tok_index": 0, "n_outcomes": 2}
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@case("fill model: walks the ladder inside the band, honest miss when thin")
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def t1():
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# $1 at 1c needs 100 shares; 60 at 0.010 + 50 at 0.0104 (inside 1.05 band)
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sh, px, r = vb.model_fill([(0.010, 60), (0.0104, 50)], 1.0, 0.02)
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assert r is None and abs(sh - (0.6/0.010 + 0.4/0.0104)) < 1e-6
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# thin: only $0.30 inside the band -> MISS
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sh, px, r = vb.model_fill([(0.010, 30), (0.02, 1000)], 1.0, 0.02)
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assert sh is None and "FAK no-match" in r, r
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# best ask above the bucket -> not a candidate
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sh, px, r = vb.model_fill([(0.03, 1000)], 1.0, 0.02)
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assert sh is None and "above" in r
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# empty/failed book
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assert vb.model_fill([], 1.0, 0.02)[2] == "no asks on the book"
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assert vb.model_fill(None, 1.0, 0.02)[2] == "book fetch failed"
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@case("band: a 1.9c best ask does NOT walk into 2.5c levels")
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def t2():
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sh, px, r = vb.model_fill([(0.019, 30), (0.025, 1000)], 1.0, 0.02)
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assert sh is None, "walked past min(MAX_PX, best*1.05)"
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@case("event cap 1: second ticket on the same event is skipped")
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def t3():
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st = vb.load_state()
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vb.book_asks = lambda tok: [(0.01, 1000)]
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vb.open_positions(st, [cand("A", "ev-2026-07-17"),
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cand("B", "ev-2026-07-17"),
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cand("C", "other-2026-07-18")], budget=10)
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assert set(st["my_pos"]) == {"A", "C"}, set(st["my_pos"])
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assert st["stats"]["fills"] == 2 and st["stats"]["attempts"] == 2
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@case("cooldown: a missed token is not re-checked inside COOLDOWN_S")
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def t4():
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st = vb.load_state()
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vb.book_asks = lambda tok: [(0.01, 10)] # thin -> miss
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vb.open_positions(st, [cand("A")], budget=10)
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assert st["stats"]["misses"] == 1
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vb.open_positions(st, [cand("A")], budget=10) # immediately again
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assert st["stats"]["attempts"] == 1, "re-attempted inside cooldown"
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@case("settle: win pays full, refund pays 0.5, loss pays 0 — cash exact")
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def t5():
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st = vb.load_state()
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vb.book_asks = lambda tok: [(0.01, 1000)]
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for t_ in ("W", "R", "L"):
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vb.open_positions(st, [cand(t_, event=t_)], budget=10)
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cash_after_open = st["cash"]
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vecs = {"0xcW": [1.0, 0.0], "0xcR": [0.5, 0.5], "0xcL": [0.0, 1.0]}
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vb.onchain_payouts = lambda cond, rpc: vecs[cond]
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vb.settle(st, rpc="stub", budget=10)
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s = st["stats"]
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assert (s["wins"], s["refunds"], s["losses"]) == (1, 1, 1)
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sh = 1.0 / 0.01
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assert abs(st["cash"] - (cash_after_open + sh*1.0 + sh*0.5)) < 1e-6
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assert not st["my_pos"]
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@case("unresolved market stays open; feed math consistent")
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def t6():
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st = vb.load_state()
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vb.book_asks = lambda tok: [(0.01, 1000)]
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vb.open_positions(st, [cand("A")], budget=10)
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vb.onchain_payouts = lambda cond, rpc: None # denominator 0
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vb.settle(st, rpc="stub", budget=10)
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assert "A" in st["my_pos"] and st["stats"]["resolved"] == 0
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feed = vb.write_feed(st)
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assert feed["open_count"] == 1 and feed["deployed"] == 1.0
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assert feed["fill_rate"] == 1.0
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print()
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print("FAILURES:", fails or "none")
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sys.exit(1 if fails else 0)
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