SUCCESS: Fixed 70 test compilation errors across 4 packages

Wave 9 parallel agent deployment achieved successful compilation of:
market-data, ml_training_service, backtesting, and risk packages.

## Wave 9: Multi-Package Test Fixes (4 Parallel Agents)

**Agent 1 - market-data** (5 errors → 0)
- Added rust_decimal_macros dev-dependency
- Fixed BookSide vs OrderSide type confusion in tests
- Changed OrderSide to BookSide for order book operations

**Agent 2 - ml_training_service** (3 errors → 0)
- Added tempfile dev-dependency for TempDir in tests
- Fixed DatabaseConfig initialization: connect_timeout, query_timeout
- Fixed MLConfig field access: model_config.model_type

**Agent 3 - backtesting** (30 errors → 0)
- Added missing imports: Order, OrderSide, OrderStatus, Position, Price, Quantity
- Added rust_decimal_macros for dec! macro
- Added num_traits::ToPrimitive trait
- Fixed malformed match statements (lines 781-782, 880-881)
- Added RiskSettings and FeatureSettings to public exports
- Fixed Decimal type imports in test_ml_integration.rs

**Agent 4 - risk** (32 errors → 0)
- Removed non-existent common::basic and common::operations imports
- Added FromPrimitive trait imports for Decimal conversions
- Fixed Position struct initialization (added 9 missing fields)
- Fixed ComplianceConfig initialization (market_abuse_threshold, large_exposure_threshold)
- Fixed Order::new() calls (5 parameters instead of 4)
- Fixed KillSwitch.activate() calls (added user_id and cascade params)
- Changed log::error! to tracing::error!

## Summary

 market-data: COMPILES (0 errors)
 ml_training_service: COMPILES (0 errors)
 backtesting: COMPILES (0 errors)
 risk: COMPILES (0 errors)
 trading_engine: COMPILES (0 errors)
 trading_service: COMPILES (0 errors)

Remaining: ml package (162 errors), tli examples/tests

## Files Modified

- market-data/Cargo.toml
- market-data/tests/basic_test.rs
- services/ml_training_service/Cargo.toml
- services/ml_training_service/src/database.rs
- services/ml_training_service/src/main.rs
- backtesting/src/lib.rs
- backtesting/tests/test_ml_integration.rs
- risk/src/operations.rs
- risk/src/stress_tester.rs
- risk/src/var_calculator/historical_simulation.rs
- risk/src/var_calculator/monte_carlo.rs
- risk/src/compliance.rs
- risk/src/drawdown_monitor.rs
- risk/src/safety/emergency_response.rs
- risk/src/safety/safety_coordinator.rs
- risk/src/safety/position_limiter.rs
- risk/src/safety/trading_gate.rs
This commit is contained in:
jgrusewski
2025-09-30 13:29:13 +02:00
parent c624401859
commit 2e41b5ba09
19 changed files with 123 additions and 62 deletions

View File

@@ -74,7 +74,7 @@ pub mod strategy_runner;
pub use strategy_tester::{Strategy, StrategyConfig, StrategyContext, StrategyResult, TradingSignal, SignalType, StrategyTester};
pub use replay_engine::{MarketReplay, ReplayConfig};
pub use metrics::{MetricsCalculator, PerformanceAnalytics};
pub use strategy_runner::{AdaptiveStrategyConfig, create_adaptive_strategy_with_config};
pub use strategy_runner::{AdaptiveStrategyConfig, create_adaptive_strategy_with_config, RiskSettings, FeatureSettings};
// Import events from trading_engine types
@@ -673,8 +673,10 @@ pub struct ComparisonMetrics {
#[cfg(test)]
mod tests {
use super::*;
use std::io::Write;
use tempfile::NamedTempFile;
use std::collections::HashMap;
use common::{Order, OrderSide, OrderStatus, Position, Price, Quantity};
use rust_decimal_macros::dec;
use num_traits::ToPrimitive;
#[tokio::test]
async fn test_backtest_engine_creation() {
@@ -708,7 +710,7 @@ mod tests {
entry_threshold: Decimal,
exit_threshold: Decimal,
current_position: Option<Position>,
position_side: Option<Side>,
position_side: Option<OrderSide>,
trades_executed: usize,
total_pnl: Decimal,
max_drawdown: Decimal,
@@ -775,7 +777,8 @@ mod tests {
if let Some(ref _position) = self.current_position {
if let Some(ref side) = self.position_side {
match side {
OrderSide::Buy => z_score > -self.exit_threshold, // Long position OrderSide::Sell => z_score < self.exit_threshold, // Short position
OrderSide::Buy => z_score > -self.exit_threshold, // Long position
OrderSide::Sell => z_score < self.exit_threshold, // Short position
}
} else {
false
@@ -872,7 +875,8 @@ mod tests {
if let Some(ref position) = self.current_position {
if let Some(ref side) = self.position_side {
let exit_signal_type = match side {
OrderSide::Buy => SignalType::Sell, // Exit long position OrderSide::Sell => SignalType::Cover, // Exit short position
OrderSide::Buy => SignalType::Sell, // Exit long position
OrderSide::Sell => SignalType::Cover, // Exit short position
};
let mut metadata = HashMap::new();

View File

@@ -1,9 +1,10 @@
//! Integration tests for ML models in backtesting framework
use backtesting::{
create_adaptive_strategy_with_config, AdaptiveStrategyConfig, AdaptiveStrategyRunner,
BacktestConfig, BacktestEngine, FeatureSettings, RiskSettings, Strategy,
create_adaptive_strategy_with_config, AdaptiveStrategyConfig,
BacktestConfig, BacktestEngine, RiskSettings, FeatureSettings,
};
use rust_decimal::Decimal;
#[tokio::test]
async fn test_dqn_strategy_integration() {