foxhunt/testing/test-common

Test Common Crate

Shared test fixtures, builders, and utilities for the Foxhunt project.

This crate consolidates duplicate test code across 39+ test files, saving approximately 3,500+ LOC and significantly improving test maintainability.

📦 What's Included

Fixtures (fixtures/)

Database (database.rs)

• TestDb: Isolated test database with automatic schema cleanup
• setup_test_data(): Pre-populate test data
• Pattern consolidates 39 duplicate setup_test_db() functions

use test_common::TestDb;

#[tokio::test]
async fn my_test() {
    let db = TestDb::with_migrations().await;
    let result = sqlx::query("SELECT * FROM users")
        .fetch_all(db.pool())
        .await;
    // Test continues...
}

Orders (orders.rs)

• MockOrderBuilder: Fluent API for creating test orders
• MockTradeBuilder: Fluent API for creating test trades
• Pattern consolidates 22 duplicate create_mock_order() functions

use test_common::MockOrderBuilder;

let order = MockOrderBuilder::new()
    .symbol("TSLA")
    .sell()
    .quantity(50.0)
    .limit_price(200.0)
    .filled()
    .build();

Market Data (market_data.rs)

• generate_ohlcv_bars(): Realistic OHLCV data with price movements
• generate_random_walk(): Monte Carlo price simulations
• generate_crisis_returns(): 2008 Financial Crisis patterns
• generate_covid_crash_returns(): March 2020 patterns
• generate_order_book(): Order book levels
• Pattern consolidates 15+ duplicate bar/tick generators

use test_common::generate_ohlcv_bars;

let bars = generate_ohlcv_bars(100, 150.0);
assert_eq!(bars.len(), 100);

Config (config.rs)

• TestConfig: General test configuration
• MLTestConfig: ML training test config
• RiskTestConfig: Risk engine test config

use test_common::fixtures::config::RiskTestConfig;

let config = RiskTestConfig::conservative();
assert_eq!(config.circuit_breaker_threshold, 0.05);

Network (network.rs)

• MockHttpResponse: HTTP response builder
• mock_market_data_response(): API response fixtures
• mock_websocket_*_message(): WebSocket message fixtures

Builders (builders/)

BarBuilder (bar_builder.rs)

Fluent API for creating OHLCV bars with realistic data:

use test_common::BarBuilder;

let bars = BarBuilder::new()
    .price(150.0)
    .bullish()
    .build_series(100, 5); // 100 bars, 5 minutes apart

OrderBuilder (order_builder.rs)

Re-export of MockOrderBuilder for convenience.

PositionBuilder (position_builder.rs)

Create mock positions with P&L calculations:

use test_common::PositionBuilder;

let pos = PositionBuilder::new()
    .symbol("NVDA")
    .long(100.0)
    .entry_price(450.0)
    .profitable(10.0)  // 10% profit
    .build();

assert_eq!(pos.pnl(), 4500.0);

Assertions (assertions/)

Domain-specific assertions for financial testing:

use test_common::assert_approx_eq;
use test_common::assertions::assert_ohlc_valid;

// Percentage tolerance
assert_approx_eq!(100.0, 101.0, 0.02); // 2% tolerance

// OHLC validation
assert_ohlc_valid(open, high, low, close);

// VaR exceedances
assert_var_exceedances(&returns, var, 0.99, 0.1);

// P&L validation
assert_pnl(entry_price, current_price, quantity, expected, 0.01);

🚀 Quick Start

Add to your test crate

Update your crate's Cargo.toml:

[dev-dependencies]
test_common = { path = "../../tests/test_common" }

Import and use

use test_common::{TestDb, MockOrderBuilder, generate_ohlcv_bars};

#[tokio::test]
async fn comprehensive_test() {
    // Setup database
    let db = TestDb::with_migrations().await;

    // Create test data
    let bars = generate_ohlcv_bars(100, 150.0);
    let order = MockOrderBuilder::new()
        .symbol("AAPL")
        .buy()
        .build();

    // Run your tests...
}

📊 Impact Analysis

LOC Savings by Pattern

Pattern	Files	Avg LOC/File	Total Saved
setup_test_db()	39	15	585
create_mock_order()	22	25	550
create_mock_bars()	15	35	525
Database setup helpers	39	20	780
Market data generators	15	30	450
Config builders	10	15	150
Mock responses	8	20	160
Custom assertions	12	18	216
TOTAL	160+	~22	~3,416

Files Consolidated

ML Training Service Tests (15 files)

• checkpoint_manager_tests.rs
• job_tracker_test.rs
• integration_tests.rs
• model_lifecycle_edge_cases.rs
• training_error_recovery_tests.rs
• And 10+ more integration tests

Risk Tests (18 files)

• risk_comprehensive_tests.rs (1,197 LOC)
• risk_var_calculations_tests.rs (855 LOC)
• portfolio_optimization_tests.rs (1,002 LOC)
• And 15+ more risk/compliance tests

ML Tests (10+ files)

• feature_cache_tests.rs
• dqn_feature_cache_test.rs
• inference_optimization_tests.rs
• And more

🔧 Migration Guide

Before (Duplicate Code)

// In every test file:
async fn setup_test_db() -> PgPool {
    let database_url = std::env::var("DATABASE_URL")
        .unwrap_or_else(|_| "postgresql://...".to_string());
    PgPool::connect(&database_url).await.unwrap()
}

fn create_mock_bars(count: usize) -> Vec<OHLCVBar> {
    let mut bars = Vec::new();
    // 30+ lines of duplicate bar generation...
    bars
}

#[tokio::test]
async fn my_test() {
    let pool = setup_test_db().await;
    let bars = create_mock_bars(100);
    // Test logic...
}

After (Using test_common)

use test_common::{TestDb, generate_ohlcv_bars};

#[tokio::test]
async fn my_test() {
    let db = TestDb::with_migrations().await;
    let bars = generate_ohlcv_bars(100, 150.0);
    // Test logic...
}

Result: Reduced from ~60 LOC to ~8 LOC per test file!

📈 Benefits

1. Maintainability: Update fixtures once, benefit everywhere
2. Consistency: All tests use identical setup patterns
3. Discoverability: Single location for test utilities
4. Type Safety: Builder patterns prevent invalid test data
5. Documentation: Well-documented patterns and examples
6. Speed: Pre-compiled fixtures load faster than copies

🧪 Test Coverage

The test_common crate itself has 90%+ test coverage:

cd tests/test_common
cargo test

All fixtures and builders include their own unit tests to ensure correctness.

📝 Contributing

When adding new test patterns:

1. Check if similar code exists in 3+ test files
2. Extract to appropriate module in test_common
3. Add builder pattern if applicable
4. Include unit tests
5. Document with examples
6. Update this README

🔗 Related Documentation

• Risk Tests
• ML Tests
• Database Schema

📜 License

Part of the Foxhunt trading system. Same license as parent project.