#![allow(unexpected_cfgs)] #![cfg(feature = "__trading_service_integration")] //! RED Phase Tests for ML-specific gRPC methods //! //! These tests are written FIRST (TDD RED phase) and should initially FAIL. //! They define the expected behavior of ML trading methods: //! - SubmitMLOrder: Submit ML-generated trading orders //! - GetMLPredictions: Query ML prediction history //! - GetMLPerformance: Get ML model performance metrics //! //! Test Data Setup: //! - Uses real PostgreSQL database with test schema //! - Seeds ensemble_predictions table with test data //! - Seeds ml_model_performance table with metrics //! - Cleans up after each test use anyhow::Result; use sqlx::PgPool; use tokio; use tonic::Request; use uuid::Uuid; use trading_service::proto::trading::{ trading_service_server::TradingService, MLOrderRequest, MLPerformanceRequest, MLPredictionsRequest, }; use trading_service::services::trading::TradingServiceImpl; use trading_service::state::TradingServiceState; /// Helper: Create test trading service instance async fn create_test_service() -> (TradingServiceImpl, PgPool) { // Get database URL from environment let database_url = std::env::var("DATABASE_URL").unwrap_or_else(|_| { "postgresql://foxhunt:foxhunt_dev_password@localhost:5432/foxhunt".to_string() }); let pool = PgPool::connect(&database_url) .await .expect("Failed to connect to test database"); // Create trading service state let state = TradingServiceState::new_for_test(pool.clone()) .await .expect("Failed to create trading service state"); let service = TradingServiceImpl::new(std::sync::Arc::new(state)); (service, pool) } /// Helper: Seed ensemble_predictions table with test data async fn seed_ensemble_predictions( pool: &PgPool, symbol: &str, action: &str, confidence: f64, ) -> Uuid { let prediction_id = Uuid::new_v4(); sqlx::query!( r#" INSERT INTO ensemble_predictions ( id, symbol, ensemble_action, ensemble_signal, ensemble_confidence, dqn_signal, dqn_confidence, mamba2_signal, mamba2_confidence, ppo_signal, ppo_confidence, tft_signal, tft_confidence, account_id, timestamp ) VALUES ( $1, $2, $3, $4, $5, 0.5, 0.5, 0.6, 0.6, 0.7, 0.7, 0.8, 0.8, 'test_account', NOW() ) "#, prediction_id, symbol, action, confidence, confidence, ) .execute(pool) .await .expect("Failed to seed ensemble_predictions"); prediction_id } /// Helper: Seed ml_model_performance table async fn seed_model_performance(pool: &PgPool, model_name: &str, accuracy: f64, sharpe_ratio: f64) { sqlx::query!( r#" INSERT INTO ml_model_performance ( model_name, total_predictions, predictions_with_outcomes, correct_predictions, accuracy, avg_pnl, sharpe_ratio ) VALUES ( $1, 100, 80, 60, $2, 150.0, $3 ) ON CONFLICT (model_name) DO UPDATE SET accuracy = EXCLUDED.accuracy, sharpe_ratio = EXCLUDED.sharpe_ratio "#, model_name, accuracy, sharpe_ratio, ) .execute(pool) .await .expect("Failed to seed ml_model_performance"); } /// Helper: Clean up test data async fn cleanup_test_data(pool: &PgPool, prediction_ids: &[Uuid]) { for id in prediction_ids { let _ = sqlx::query!("DELETE FROM ensemble_predictions WHERE id = $1", id) .execute(pool) .await; } } // ============================================================================ // RED PHASE TESTS (Should FAIL initially) // ============================================================================ #[tokio::test] async fn test_submit_ml_order_with_ensemble() -> Result<()> { let (service, pool) = create_test_service().await; // Arrange: Create 26 features (OHLCV + 21 technical indicators) let features: Vec = vec![ // OHLCV (5 features) 4500.0, 4510.0, 4490.0, 4505.0, 100000.0, // Technical indicators (21 features) 0.5, 0.6, 0.7, 0.8, 0.9, // RSI, MACD, etc. 4500.0, 4480.0, // Bollinger bands 100.0, // ATR 4490.0, 4500.0, 4510.0, // EMAs 0.6, 0.7, 0.8, // Additional indicators 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, // More features to reach 26 ]; let request = Request::new(MLOrderRequest { symbol: "ES.FUT".to_string(), account_id: "test_account".to_string(), use_ensemble: true, model_name: None, features, }); // Act let response = service.submit_ml_order(request).await?; let ml_order = response.into_inner(); // Assert assert!( !ml_order.order_id.is_empty(), "Order ID should not be empty" ); assert!( !ml_order.prediction_id.is_empty(), "Prediction ID should not be empty" ); assert!( ml_order.action == "BUY" || ml_order.action == "SELL" || ml_order.action == "HOLD", "Action should be BUY, SELL, or HOLD" ); assert!( ml_order.confidence >= 0.0 && ml_order.confidence <= 1.0, "Confidence should be 0-1" ); assert_eq!( ml_order.executed, ml_order.action != "HOLD", "Should execute if not HOLD" ); // Cleanup if let Ok(pred_id) = Uuid::parse_str(&ml_order.prediction_id) { cleanup_test_data(&pool, &[pred_id]).await; } Ok(()) } #[tokio::test] async fn test_submit_ml_order_below_confidence_threshold() -> Result<()> { let (service, pool) = create_test_service().await; // Arrange: Create features that should produce low confidence (<60%) let features: Vec = vec![ // Neutral market conditions (low signal) 4500.0, 4501.0, 4499.0, 4500.0, 50000.0, 0.5, 0.5, 0.5, 0.5, 0.5, // Neutral indicators 4500.0, 4500.0, 50.0, // Low volatility 4500.0, 4500.0, 4500.0, 0.5, 0.5, 0.5, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, ]; let request = Request::new(MLOrderRequest { symbol: "ES.FUT".to_string(), account_id: "test_account".to_string(), use_ensemble: true, model_name: None, features, }); // Act let response = service.submit_ml_order(request).await?; let ml_order = response.into_inner(); // Assert assert_eq!(ml_order.action, "HOLD", "Should HOLD with low confidence"); assert!(!ml_order.executed, "Should not execute with low confidence"); assert!(ml_order.confidence < 0.60, "Confidence should be below 60%"); // Cleanup if let Ok(pred_id) = Uuid::parse_str(&ml_order.prediction_id) { cleanup_test_data(&pool, &[pred_id]).await; } Ok(()) } #[tokio::test] async fn test_get_ml_predictions_with_filter() -> Result<()> { let (service, pool) = create_test_service().await; // Arrange: Seed 3 predictions for ES.FUT let pred1 = seed_ensemble_predictions(&pool, "ES.FUT", "BUY", 0.85).await; let pred2 = seed_ensemble_predictions(&pool, "ES.FUT", "SELL", 0.75).await; let pred3 = seed_ensemble_predictions(&pool, "NQ.FUT", "BUY", 0.90).await; let request = Request::new(MLPredictionsRequest { symbol: "ES.FUT".to_string(), model_name: None, limit: 10, start_time: None, end_time: None, }); // Act let response = service.get_ml_predictions(request).await?; let predictions = response.into_inner(); // Assert assert!( predictions.predictions.len() >= 2, "Should return at least 2 ES.FUT predictions" ); assert!( predictions.predictions.iter().all(|p| p.symbol == "ES.FUT"), "All predictions should be for ES.FUT" ); assert!( predictions .predictions .iter() .any(|p| p.ensemble_action == "BUY"), "Should include BUY prediction" ); assert!( predictions .predictions .iter() .any(|p| p.ensemble_action == "SELL"), "Should include SELL prediction" ); // Cleanup cleanup_test_data(&pool, &[pred1, pred2, pred3]).await; Ok(()) } #[tokio::test] async fn test_get_ml_predictions_with_limit() -> Result<()> { let (service, pool) = create_test_service().await; // Arrange: Seed 5 predictions let mut pred_ids = Vec::new(); for i in 0..5 { let action = if i % 2 == 0 { "BUY" } else { "SELL" }; let pred_id = seed_ensemble_predictions(&pool, "ES.FUT", action, 0.75).await; pred_ids.push(pred_id); } let request = Request::new(MLPredictionsRequest { symbol: "ES.FUT".to_string(), model_name: None, limit: 3, start_time: None, end_time: None, }); // Act let response = service.get_ml_predictions(request).await?; let predictions = response.into_inner(); // Assert assert!( predictions.predictions.len() <= 3, "Should respect limit of 3" ); // Cleanup cleanup_test_data(&pool, &pred_ids).await; Ok(()) } #[tokio::test] async fn test_get_ml_performance_all_models() -> Result<()> { let (service, pool) = create_test_service().await; // Arrange: Seed performance data for 4 models seed_model_performance(&pool, "DQN", 0.65, 1.2).await; seed_model_performance(&pool, "MAMBA2", 0.70, 1.5).await; seed_model_performance(&pool, "PPO", 0.62, 1.1).await; seed_model_performance(&pool, "TFT", 0.68, 1.3).await; let request = Request::new(MLPerformanceRequest { model_name: None, start_time: None, end_time: None, }); // Act let response = service.get_ml_performance(request).await?; let performance = response.into_inner(); // Assert assert!(performance.models.len() >= 4, "Should return all 4 models"); assert!( performance.models.iter().any(|m| m.model_name == "DQN"), "Should include DQN" ); assert!( performance.models.iter().any(|m| m.model_name == "MAMBA2"), "Should include MAMBA2" ); assert!( performance.models.iter().any(|m| m.model_name == "PPO"), "Should include PPO" ); assert!( performance.models.iter().any(|m| m.model_name == "TFT"), "Should include TFT" ); // Verify metrics let mamba2 = performance .models .iter() .find(|m| m.model_name == "MAMBA2") .unwrap(); assert!( (mamba2.accuracy - 0.70).abs() < 0.01, "MAMBA2 accuracy should be ~0.70" ); assert!( (mamba2.sharpe_ratio - 1.5).abs() < 0.1, "MAMBA2 Sharpe should be ~1.5" ); Ok(()) } #[tokio::test] async fn test_get_ml_performance_single_model() -> Result<()> { let (service, pool) = create_test_service().await; // Arrange: Seed performance data seed_model_performance(&pool, "DQN", 0.65, 1.2).await; seed_model_performance(&pool, "MAMBA2", 0.70, 1.5).await; let request = Request::new(MLPerformanceRequest { model_name: Some("DQN".to_string()), start_time: None, end_time: None, }); // Act let response = service.get_ml_performance(request).await?; let performance = response.into_inner(); // Assert assert_eq!(performance.models.len(), 1, "Should return only DQN"); assert_eq!(performance.models[0].model_name, "DQN"); assert!( (performance.models[0].accuracy - 0.65).abs() < 0.01, "DQN accuracy should be ~0.65" ); Ok(()) } #[tokio::test] async fn test_submit_ml_order_invalid_features() -> Result<()> { let (service, _pool) = create_test_service().await; // Arrange: Provide only 5 features (should require 26) let features: Vec = vec![4500.0, 4510.0, 4490.0, 4505.0, 100000.0]; let request = Request::new(MLOrderRequest { symbol: "ES.FUT".to_string(), account_id: "test_account".to_string(), use_ensemble: true, model_name: None, features, }); // Act let result = service.submit_ml_order(request).await; // Assert assert!(result.is_err(), "Should fail with insufficient features"); let err = result.unwrap_err(); assert!( err.message().contains("26 features"), "Error should mention 26 features requirement" ); Ok(()) }