mango-explorer/tests/test_healthcalculator.py

from .data import load_data_from_directory

from decimal import Decimal


def test_empty() -> None:
    group, cache, account, open_orders = load_data_from_directory("tests/testdata/empty")
    frame = account.to_dataframe(group, open_orders, cache)

    # Typescript says: 0
    assert account.init_health(frame) == Decimal("0")

    # Typescript says: 0
    assert account.maint_health(frame) == Decimal("0")

    # Typescript says: 100
    assert account.init_health_ratio(frame) == Decimal("100")

    # Typescript says: 100
    assert account.maint_health_ratio(frame) == Decimal("100")

    # Typescript says: 0
    assert account.total_value(frame) == Decimal("0")

    # Typescript says: 0
    assert account.leverage(frame) == Decimal("0")

    assert not account.is_liquidatable(frame)


def test_1deposit() -> None:
    group, cache, account, open_orders = load_data_from_directory("tests/testdata/1deposit")
    frame = account.to_dataframe(group, open_orders, cache)

    # Typescript says: 37904260000.05905822642118252475
    assert account.init_health(frame) == Decimal("37904.2600000591928892771752953600134")

    # Typescript says: 42642292500.06652466908819931746
    assert account.maint_health(frame) == Decimal("42642.2925000665920004368222072800150")

    # Typescript says: 100
    assert account.init_health_ratio(frame) == Decimal("100")

    # Typescript says: 100
    assert account.maint_health_ratio(frame) == Decimal("100")

    # Typescript says: 47380.32499999999999928946
    assert account.total_value(frame) == Decimal("47380.3250000739911115964691192000167")

    # Typescript says: 0
    assert account.leverage(frame) == Decimal("0")

    assert not account.is_liquidatable(frame)


def test_account1() -> None:
    group, cache, account, open_orders = load_data_from_directory("tests/testdata/account1")
    frame = account.to_dataframe(group, open_orders, cache)

    # Typescript says: 454884281.15520619643754685058
    assert account.init_health(frame) == Decimal("454.88428115521887496581258174978975")

    # Typescript says: 901472688.63722587052636470162
    assert account.maint_health(frame) == Decimal("901.47268863723220971375597908220329")

    # Typescript says: 10.48860467608925262084
    assert account.init_health_ratio(frame) == Decimal("10.4886046760897514671034971997305770")

    # Typescript says: 20.785925232226531989
    assert account.maint_health_ratio(frame) == Decimal("20.7859252322269328739250898812969450")

    # Typescript says: 1348.25066158888197520582
    assert account.total_value(frame) == Decimal("1348.25066711924554446169937641461683")

    # Typescript says: 3.21671490144456129201
    assert account.leverage(frame) == Decimal("3.21671488765457268128834463982425497")

    assert not account.is_liquidatable(frame)


def test_account2() -> None:
    group, cache, account, open_orders = load_data_from_directory("tests/testdata/account2")
    frame = account.to_dataframe(group, open_orders, cache)

    # Typescript says: 7516159604.84918334545095675026
    assert account.init_health(frame) == Decimal("7516.1596048492430563556697582309637")

    # Typescript says: 9618709877.45119083596852505025
    assert account.maint_health(frame) == Decimal("9618.7098774512206992595893853316522")

    # Typescript says: 24.80680004365716229131
    assert account.init_health_ratio(frame) == Decimal("24.8068000436574936267384623925241840")

    # Typescript says: 31.74618756817508824497
    assert account.maint_health_ratio(frame) == Decimal("31.7461875681752057505441268626950890")

    # Typescript says: 11721.35669142618275273549
    assert account.total_value(frame) == Decimal("11721.3566920531983421635090124323407")

    # Typescript says: 3.56338611204225585993
    assert account.leverage(frame) == Decimal("3.56338611185164025806595342485346312")

    assert not account.is_liquidatable(frame)


def test_account3() -> None:
    group, cache, account, open_orders = load_data_from_directory("tests/testdata/account3")
    frame = account.to_dataframe(group, open_orders, cache)

    # Typescript says: 341025333625.51856223547208912805
    assert account.init_health(frame) == Decimal("341025.33362550396263557255539801613")

    # Typescript says: 683477170424.20340250929429970483
    assert account.maint_health(frame) == Decimal("683477.17042418393637609525383421613")

    # Typescript says: 4.52652018845647319267
    assert account.init_health_ratio(frame) == Decimal("4.52652018845639596719637165673707200")

    # Typescript says: 9.50397353076404272088
    assert account.maint_health_ratio(frame) == Decimal("9.50397353076384339420572268801026600")

    # Typescript says: 1025929.00722205438034961844
    assert account.total_value(frame) == Decimal("1025929.00722286391011661795227041613")

    # Typescript says: 6.50157472788435697453
    assert account.leverage(frame) == Decimal("6.50157472787922998475118662978475117")

    assert not account.is_liquidatable(frame)


def test_account4() -> None:
    group, cache, account, open_orders = load_data_from_directory("tests/testdata/account4")
    frame = account.to_dataframe(group, open_orders, cache)

    # Typescript says: -848086876487.04950427436299875694
    assert account.init_health(frame) == Decimal("-848086.87648706716344229365643382143")

    # Typescript says: -433869053006.07361789143756070075
    assert account.maint_health(frame) == Decimal("-433869.05300609716344867811565222143")

    # Typescript says: -9.30655353087566084014
    assert account.init_health_ratio(frame) == Decimal("-9.30655353087574422134411842983207950")

    # Typescript says: -4.98781798472691662028
    assert account.maint_health_ratio(frame) == Decimal("-4.98781798472697013664621930744313090")

    # Typescript says: -19651.22952604663374742699
    assert account.total_value(frame) == Decimal("-19651.22952512716345506257487062143")

    # Typescript says: -421.56937094643044972031
    assert account.leverage(frame) == Decimal("-421.569370966155451390856326152441566")

    assert account.is_liquidatable(frame)


def test_account5() -> None:
    group, cache, account, open_orders = load_data_from_directory("tests/testdata/account5")
    frame = account.to_dataframe(group, open_orders, cache)

    # Typescript says: 15144959918141.09175135195858530324
    assert account.init_health(frame) == Decimal("15144959.9164410924496111317578727438")

    # Typescript says: 15361719060997.68276021614036608298
    assert account.maint_health(frame) == Decimal("15361719.0592976820704356689151633723")

    # Typescript says: 878.88913077823325181726
    assert account.init_health_ratio(frame) == Decimal("878.88913067957806527629904156619986")

    # Typescript says: 946.44498820888003365326
    assert account.maint_health_ratio(frame) == Decimal("946.444988104139788226922265421512950")

    # Typescript says: 15578478.17337437202354522015
    assert account.total_value(frame) == Decimal("15578478.2038542716912602060724540009")

    # Typescript says: 0.09884076560217636143
    assert account.leverage(frame) == Decimal("0.0988407635236814851193291170841739152")

    assert not account.is_liquidatable(frame)


def test_account6() -> None:
    group, cache, account, open_orders = load_data_from_directory("tests/testdata/account6")
    frame = account.to_dataframe(group, open_orders, cache)

    # Typescript says: 14480970069238.33686487450164648294
    assert account.init_health(frame) == Decimal("14480970.0634253312566073701425189089")

    # Typescript says: 15030566251990.17026082618337312624
    assert account.maint_health(frame) == Decimal("15030566.2461771615291113644851708626")

    # Typescript says: 215.03167137712999590349
    assert account.init_health_ratio(frame) == Decimal("215.031671290810990079530587432245126")

    # Typescript says: 236.77769605824430243501
    assert account.maint_health_ratio(frame) == Decimal("236.777695966671229330674244231095279")

    # Typescript says: 15580162.40781940827396567784
    assert account.total_value(frame) == Decimal("15580162.4347419918016153588278228163")

    # Typescript says: 0.07913870989902704878
    assert account.leverage(frame) == Decimal("0.0791387081247153498553556005902933099")

    assert not account.is_liquidatable(frame)