#![allow(unexpected_cfgs)] #![cfg(feature = "__trading_service_integration")] //! Unit Tests for Trading Service ML Order Functionality //! //! This test suite covers the core ML order submission and prediction retrieval logic. //! Tests are designed to validate: //! - ML order submission with ensemble predictions //! - Single-model ML order submission //! - ML prediction history retrieval with filtering //! - ML model performance metrics calculation //! - Integration with SharedMLStrategy from common crate //! //! 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 chrono::Utc; use sqlx::PgPool; use tokio; use tonic::Request; use uuid::Uuid; use trading_service::proto::trading::{ trading_service_server::TradingService, MLOrderRequest, MLOrderResponse, MLPerformanceRequest, MLPerformanceResponse, MLPredictionsRequest, MLPredictionsResponse, }; 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, model_filter: Option<&str>, ) -> Uuid { let prediction_id = Uuid::new_v4(); // Use model_filter to set individual model signals let (dqn_signal, mamba2_signal, ppo_signal, tft_signal) = match model_filter { Some("DQN") => (0.9, 0.5, 0.5, 0.5), Some("MAMBA2") => (0.5, 0.9, 0.5, 0.5), Some("PPO") => (0.5, 0.5, 0.9, 0.5), Some("TFT") => (0.5, 0.5, 0.5, 0.9), _ => (0.7, 0.7, 0.7, 0.7), // Ensemble }; 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, $6, 0.7, $7, 0.7, $8, 0.7, $9, 0.7, 'test_account', NOW() ) "#, prediction_id, symbol, action, confidence, confidence, dqn_signal, mamba2_signal, ppo_signal, tft_signal, ) .execute(pool) .await .expect("Failed to seed ensemble_predictions"); prediction_id } /// Helper: Seed ml_model_performance table with deterministic metrics async fn seed_model_performance( pool: &PgPool, model_name: &str, total_predictions: i32, correct_predictions: i32, avg_pnl: f64, sharpe_ratio: f64, ) { let accuracy = if total_predictions > 0 { (correct_predictions as f64 / total_predictions as f64) * 100.0 } else { 0.0 }; sqlx::query!( r#" INSERT INTO ml_model_performance ( model_name, total_predictions, predictions_with_outcomes, correct_predictions, accuracy, avg_pnl, sharpe_ratio ) VALUES ( $1, $2, $2, $3, $4, $5, $6 ) ON CONFLICT (model_name) DO UPDATE SET total_predictions = EXCLUDED.total_predictions, predictions_with_outcomes = EXCLUDED.predictions_with_outcomes, correct_predictions = EXCLUDED.correct_predictions, accuracy = EXCLUDED.accuracy, avg_pnl = EXCLUDED.avg_pnl, sharpe_ratio = EXCLUDED.sharpe_ratio "#, model_name, total_predictions, correct_predictions, accuracy, avg_pnl, 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; } } // ============================================================================ // TEST 1: ML Order Submission with Ensemble Voting // ============================================================================ #[tokio::test] async fn test_ml_order_submission_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) 0.65, 0.70, 0.75, 0.80, 0.85, // Strong bullish signals 4520.0, 4480.0, // Bollinger bands (wide) 120.0, // ATR (high volatility) 4490.0, 4500.0, 4510.0, // EMAs (trending up) 0.70, 0.75, 0.80, // Additional bullish indicators 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, // More features ]; 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: tonic::Response = service.submit_ml_order(request).await?; let ml_order = response.into_inner(); // Assert: Verify ensemble vote was calculated 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, got: {}", ml_order.action ); assert!( ml_order.confidence > 0.0 && ml_order.confidence <= 1.0, "Confidence should be 0-1, got: {}", ml_order.confidence ); // Verify prediction stored in database if let Ok(pred_id) = Uuid::parse_str(&ml_order.prediction_id) { let stored = sqlx::query!( "SELECT id, ensemble_action FROM ensemble_predictions WHERE id = $1", pred_id ) .fetch_optional(&pool) .await?; assert!(stored.is_some(), "Prediction should be stored in database"); cleanup_test_data(&pool, &[pred_id]).await; } Ok(()) } // ============================================================================ // TEST 2: ML Order Submission with Single Model Filter // ============================================================================ #[tokio::test] async fn test_ml_order_submission_single_model() -> Result<()> { let (service, pool) = create_test_service().await; // Arrange: DQN-specific features let features: Vec = vec![ 4500.0, 4510.0, 4490.0, 4505.0, 100000.0, 0.6, 0.7, 0.8, 0.85, 0.9, 4520.0, 4480.0, 120.0, 4490.0, 4500.0, 4510.0, 0.7, 0.75, 0.8, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, ]; let request = Request::new(MLOrderRequest { symbol: "ES.FUT".to_string(), account_id: "test_account".to_string(), use_ensemble: false, model_name: Some("DQN".to_string()), features, }); // Act let response = service.submit_ml_order(request).await?; let ml_order = response.into_inner(); // Assert: Verify correct model used (stored in prediction metadata or logs) assert!( !ml_order.prediction_id.is_empty(), "Prediction ID should exist" ); // Query database to verify DQN signal is dominant if let Ok(pred_id) = Uuid::parse_str(&ml_order.prediction_id) { let stored = sqlx::query!( r#" SELECT dqn_signal, dqn_confidence, mamba2_signal, ppo_signal FROM ensemble_predictions WHERE id = $1 "#, pred_id ) .fetch_optional(&pool) .await?; if let Some(pred) = stored { // For single-model submission, DQN should be used // (implementation detail: may set DQN signal higher or only use DQN) assert!( pred.dqn_signal.unwrap_or(0.0) >= 0.0, "DQN signal should be set" ); } cleanup_test_data(&pool, &[pred_id]).await; } Ok(()) } // ============================================================================ // TEST 3: Get ML Predictions with Model Filter // ============================================================================ #[tokio::test] async fn test_get_ml_predictions_filtering() -> Result<()> { let (service, pool) = create_test_service().await; // Arrange: Seed predictions with different model dominance let pred1 = seed_ensemble_predictions(&pool, "ES.FUT", "BUY", 0.85, Some("DQN")).await; let pred2 = seed_ensemble_predictions(&pool, "ES.FUT", "SELL", 0.75, Some("DQN")).await; let pred3 = seed_ensemble_predictions(&pool, "ES.FUT", "BUY", 0.90, Some("MAMBA2")).await; // Act: Query with implicit DQN filter (filter by high DQN signal) let request = Request::new(MLPredictionsRequest { symbol: "ES.FUT".to_string(), model_name: Some("DQN".to_string()), limit: 100, start_time: None, end_time: None, }); let response: tonic::Response = service.get_ml_predictions(request).await?; let predictions = response.into_inner(); // Assert: Should return predictions (filtering by model may be optional) assert!( predictions.predictions.len() >= 2, "Should return at least 2 predictions for ES.FUT" ); // Verify all predictions are for ES.FUT assert!( predictions.predictions.iter().all(|p| p.symbol == "ES.FUT"), "All predictions should be for ES.FUT" ); // Cleanup cleanup_test_data(&pool, &[pred1, pred2, pred3]).await; Ok(()) } // ============================================================================ // TEST 4: ML Performance Calculation // ============================================================================ #[tokio::test] async fn test_ml_performance_calculation() -> Result<()> { let (service, pool) = create_test_service().await; // Arrange: Seed predictions with known outcomes (65% win rate for DQN) seed_model_performance(&pool, "DQN", 100, 65, 1250.0, 1.85).await; let request = Request::new(MLPerformanceRequest { model_name: Some("DQN".to_string()), start_time: None, end_time: None, }); // Act let response: tonic::Response = service.get_ml_performance(request).await?; let performance = response.into_inner(); // Assert: Verify calculated metrics assert_eq!( performance.models.len(), 1, "Should return exactly 1 model (DQN)" ); let dqn_perf = &performance.models[0]; assert_eq!(dqn_perf.model_name, "DQN"); assert_eq!(dqn_perf.total_predictions, 100); assert!( (dqn_perf.accuracy - 65.0).abs() < 1.0, "Accuracy should be ~65%, got: {}", dqn_perf.accuracy ); assert!( (dqn_perf.sharpe_ratio - 1.85).abs() < 0.1, "Sharpe ratio should be ~1.85, got: {}", dqn_perf.sharpe_ratio ); Ok(()) } // ============================================================================ // TEST 5: ML Performance All Models // ============================================================================ #[tokio::test] async fn test_ml_performance_all_models() -> Result<()> { let (service, pool) = create_test_service().await; // Arrange: Seed performance for all 4 models seed_model_performance(&pool, "DQN", 100, 65, 1250.0, 1.85).await; seed_model_performance(&pool, "MAMBA2", 120, 84, 1680.0, 2.10).await; seed_model_performance(&pool, "PPO", 90, 54, 900.0, 1.50).await; seed_model_performance(&pool, "TFT", 110, 77, 1540.0, 1.95).await; let request = Request::new(MLPerformanceRequest { model_name: None, // Get all models start_time: None, end_time: None, }); // Act let response = service.get_ml_performance(request).await?; let performance = response.into_inner(); // Assert: All models should be returned assert!( performance.models.len() >= 4, "Should return at least 4 models, got: {}", performance.models.len() ); // Verify each model exists let model_names: Vec<&str> = performance .models .iter() .map(|m| m.model_name.as_str()) .collect(); assert!(model_names.contains(&"DQN"), "Should include DQN"); assert!(model_names.contains(&"MAMBA2"), "Should include MAMBA2"); assert!(model_names.contains(&"PPO"), "Should include PPO"); assert!(model_names.contains(&"TFT"), "Should include TFT"); // Verify MAMBA2 has best metrics let mamba2 = performance .models .iter() .find(|m| m.model_name == "MAMBA2") .expect("MAMBA2 should exist"); assert!( (mamba2.accuracy - 70.0).abs() < 1.0, "MAMBA2 accuracy should be ~70%" ); assert!( (mamba2.sharpe_ratio - 2.10).abs() < 0.1, "MAMBA2 Sharpe should be ~2.10" ); Ok(()) } // ============================================================================ // TEST 6: SharedMLStrategy Integration Test // ============================================================================ #[tokio::test] async fn test_shared_ml_strategy_integration() -> Result<()> { use common::ml_strategy::{ MLModelAdapter, MLPrediction, ProductionFeatureExtractor225, SharedMLStrategy, }; struct MockExtractor; impl ProductionFeatureExtractor225 for MockExtractor { fn update( &mut self, _price: f64, _volume: f64, _timestamp: chrono::DateTime, ) -> Result<()> { Ok(()) } fn extract_features(&mut self) -> Result> { Ok(vec![0.1; 225]) } } struct MockAdapter; impl MLModelAdapter for MockAdapter { fn predict(&self, features: &[f64]) -> Result { let sum: f64 = features.iter().sum::() / features.len().max(1) as f64; let pv = 1.0 / (1.0 + (-sum).exp()); Ok(MLPrediction { model_id: "mock_v1".to_string(), prediction_value: pv, confidence: 0.5 + (pv - 0.5).abs() * 0.8, features: features.to_vec(), timestamp: Utc::now(), inference_latency_us: 10, }) } fn model_id(&self) -> &str { "mock_v1" } fn validate_prediction(&mut self, _prediction: &MLPrediction, _actual_outcome: bool) {} } // Arrange: Create strategy with mock adapter and 60% confidence threshold let strategy = SharedMLStrategy::new( Box::new(MockExtractor), vec![Box::new(MockAdapter)], 0.6, ); // Act: Get ensemble prediction with realistic market data let predictions = strategy .get_ensemble_prediction( 4500.0, // price 100000.0, // volume Utc::now(), ) .await?; // Assert: Should have at least 1 prediction from injected model adapter assert!( !predictions.is_empty(), "Should return at least 1 prediction from model adapter" ); // Calculate ensemble vote let vote_result = strategy.calculate_ensemble_vote(&predictions); assert!( vote_result.is_some(), "Should calculate ensemble vote from predictions" ); let (vote, confidence) = vote_result.unwrap(); // Verify vote and confidence ranges assert!( vote >= 0.0 && vote <= 1.0, "Vote should be 0-1, got: {}", vote ); assert!( confidence >= 0.0 && confidence <= 1.0, "Confidence should be 0-1, got: {}", confidence ); Ok(()) }