Regression testing and readability additions for reward curve log2 (#5610)

Co-Authored-By: thiolliere <gui.thiolliere@gmail.com>
This commit is contained in:
Hoani Bryson
2020-04-24 01:43:28 +12:00
committed by GitHub
parent 67200c1f5b
commit aabbf52909
2 changed files with 85 additions and 24 deletions
@@ -268,10 +268,14 @@ impl INPoS {
}
}
// calculates x from:
// y = i_0 + (i_ideal * x_ideal - i_0) * 2^((x_ideal - x)/d)
// See web3 docs for the details
fn compute_opposite_after_x_ideal(&self, y: u32) -> u32 {
if y == self.i_0 {
return u32::max_value();
}
// Note: the log term calculated here represents a per_million value
let log = log2(self.i_ideal_times_x_ideal - self.i_0, y - self.i_0);
let term: u32 = ((self.d as u64 * log as u64) / 1_000_000).try_into().unwrap();
+81 -24
View File
@@ -1,48 +1,65 @@
use std::convert::TryInto;
/// Return Per-million value.
/// Simple u32 power of 2 function - simply uses a bit shift
macro_rules! pow2 {
($n:expr) => {
1_u32 << $n
}
}
/// Returns the k_th per_million taylor term for a log2 function
fn taylor_term(k: u32, y_num: u128, y_den: u128) -> u32 {
let _2_div_ln_2: u128 = 2_885_390u128;
if k == 0 {
(_2_div_ln_2 * (y_num).pow(1) / (y_den).pow(1)).try_into().unwrap()
} else {
let mut res = _2_div_ln_2 * (y_num).pow(3) / (y_den).pow(3);
for _ in 1..k {
res = res * (y_num).pow(2) / (y_den).pow(2);
}
res /= 2 * k as u128 + 1;
res.try_into().unwrap()
}
}
/// Performs a log2 operation using a rational fraction
///
/// result = log2(p/q) where p/q is bound to [1, 1_000_000]
/// Where:
/// * q represents the numerator of the rational fraction input
/// * p represents the denominator of the rational fraction input
/// * result represents a per-million output of log2
pub fn log2(p: u32, q: u32) -> u32 {
assert!(p >= q);
assert!(p >= q); // keep p/q bound to [1, inf)
assert!(p <= u32::max_value()/2);
// This restriction should not be mandatory. But function is only tested and used for this.
assert!(p <= 1_000_000);
assert!(q <= 1_000_000);
// log2(1) = 0
if p == q {
return 0
}
// find the power of 2 where q * 2^n <= p < q * 2^(n+1)
let mut n = 0u32;
while !(p >= (1u32 << n)*q) || !(p < (1u32 << (n+1))*q) {
while !(p >= pow2!(n) * q) || !(p < pow2!(n + 1) * q) {
n += 1;
assert!(n < 32); // cannot represent 2^32 in u32
}
assert!(p < (1u32 << (n+1)) * q);
assert!(p < pow2!(n + 1) * q);
let y_num: u32 = (p - (1u32 << n) * q).try_into().unwrap();
let y_den: u32 = (p + (1u32 << n) * q).try_into().unwrap();
let _2_div_ln_2 = 2_885_390u32;
let taylor_term = |k: u32| -> u32 {
if k == 0 {
(_2_div_ln_2 as u128 * (y_num as u128).pow(1) / (y_den as u128).pow(1))
.try_into().unwrap()
} else {
let mut res = _2_div_ln_2 as u128 * (y_num as u128).pow(3) / (y_den as u128).pow(3);
for _ in 1..k {
res = res * (y_num as u128).pow(2) / (y_den as u128).pow(2);
}
res /= 2 * k as u128 + 1;
res.try_into().unwrap()
}
};
let y_num: u32 = (p - pow2!(n) * q).try_into().unwrap();
let y_den: u32 = (p + pow2!(n) * q).try_into().unwrap();
// Loop through each Taylor series coefficient until it reaches 10^-6
let mut res = n * 1_000_000u32;
let mut k = 0;
loop {
let term = taylor_term(k);
let term = taylor_term(k, y_num.into(), y_den.into());
if term == 0 {
break
}
@@ -68,3 +85,43 @@ fn test_log() {
}
}
}
#[test]
#[should_panic]
fn test_log_p_must_be_greater_than_q() {
let p: u32 = 1_000;
let q: u32 = 1_001;
let _ = log2(p, q);
}
#[test]
#[should_panic]
fn test_log_p_upper_bound() {
let p: u32 = 1_000_001;
let q: u32 = 1_000_000;
let _ = log2(p, q);
}
#[test]
#[should_panic]
fn test_log_q_limit() {
let p: u32 = 1_000_000;
let q: u32 = 0;
let _ = log2(p, q);
}
#[test]
fn test_log_of_one_boundary() {
let p: u32 = 1_000_000;
let q: u32 = 1_000_000;
assert_eq!(log2(p, q), 0);
}
#[test]
fn test_log_of_largest_input() {
let p: u32 = 1_000_000;
let q: u32 = 1;
let expected = 19_931_568;
let tolerance = 100;
assert!((log2(p, q) as i32 - expected as i32).abs() < tolerance);
}