Files
foxhunt/services/trading_agent_service/tests/strategy_tests.rs
jgrusewski 54c6756345 feat(trading-agent): implement strategy coordination module (Wave 12.2.2)
Implements strategy registration and lifecycle management with TDD approach.

**Implementation**:
- StrategyCoordinator: Manages strategy configuration and status
- StrategyConfig: Strategy metadata with JSONB parameters
- Strategy types: Equal Weight, Risk Parity, ML Optimized, Mean Variance, Momentum, Mean Reversion
- Status management: Active, Paused, Stopped
- Database persistence with PostgreSQL + JSONB

**Database**:
- Migration 041: strategy_configs table
- UUID primary keys, unique strategy names
- JSONB parameters for flexible configuration
- Trigger for automatic updated_at timestamps

**Tests** (14/14 passing):
- Strategy registration with validation
- Duplicate name prevention
- List/filter strategies (all, active only)
- Status updates with validation
- Performance benchmarks (<50ms per operation)
- All 6 strategy types supported
- Empty and complex parameters

**Performance**:
- Registration: <50ms
- List: <50ms
- Update: <50ms
- All operations meet <50ms target

**Production Ready**:
- Proper error handling with thiserror
- Tracing instrumentation
- NO stubs or placeholders
- Real PostgreSQL integration

Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-16 07:49:04 +02:00

448 lines
15 KiB
Rust

//! Integration tests for strategy coordination module
use trading_agent_service::strategies::{
StrategyCoordinator, StrategyConfig, StrategyType, StrategyStatus, StrategyError,
};
use std::collections::HashMap;
fn get_test_database_url() -> String {
std::env::var("DATABASE_URL")
.unwrap_or_else(|_| "postgresql://foxhunt:foxhunt_dev_password@localhost:5432/foxhunt".to_string())
}
async fn setup_test_db() -> sqlx::PgPool {
let pool = sqlx::PgPool::connect(&get_test_database_url())
.await
.expect("Failed to connect to database");
// Run migrations
sqlx::migrate!("../../migrations")
.run(&pool)
.await
.expect("Failed to run migrations");
pool
}
#[tokio::test]
async fn test_register_strategy() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
// Create a strategy config
let mut parameters = HashMap::new();
parameters.insert("risk_limit".to_string(), 0.05);
parameters.insert("rebalance_threshold".to_string(), 0.02);
let config = StrategyConfig {
strategy_id: String::new(), // Will be generated
strategy_name: "test_equal_weight_001".to_string(),
strategy_type: StrategyType::EqualWeight,
parameters,
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
let result = coordinator.register_strategy(config).await;
assert!(result.is_ok(), "Strategy registration should succeed");
let strategy_id = result.expect("Strategy ID should be returned");
assert!(!strategy_id.is_empty(), "Strategy ID should not be empty");
// Verify it's a valid UUID
assert!(uuid::Uuid::parse_str(&strategy_id).is_ok(), "Strategy ID should be valid UUID");
}
#[tokio::test]
async fn test_register_duplicate_strategy_name() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
let mut parameters = HashMap::new();
parameters.insert("risk_limit".to_string(), 0.05);
let config1 = StrategyConfig {
strategy_id: String::new(),
strategy_name: "duplicate_test_strategy".to_string(),
strategy_type: StrategyType::RiskParity,
parameters: parameters.clone(),
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
// Register first strategy
let result1 = coordinator.register_strategy(config1).await;
assert!(result1.is_ok());
// Try to register duplicate name
let config2 = StrategyConfig {
strategy_id: String::new(),
strategy_name: "duplicate_test_strategy".to_string(),
strategy_type: StrategyType::MLOptimized,
parameters,
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
let result2 = coordinator.register_strategy(config2).await;
assert!(result2.is_err(), "Duplicate strategy name should fail");
}
#[tokio::test]
async fn test_list_strategies() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
// Register multiple strategies
for i in 0..3 {
let mut parameters = HashMap::new();
parameters.insert("risk_limit".to_string(), 0.05);
let config = StrategyConfig {
strategy_id: String::new(),
strategy_name: format!("test_strategy_list_{}", i),
strategy_type: StrategyType::EqualWeight,
parameters,
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
coordinator.register_strategy(config).await.expect("Failed to register strategy");
}
// List strategies
let result = coordinator.list_strategies().await;
assert!(result.is_ok(), "List strategies should succeed");
let strategies = result.expect("Strategies list should be returned");
assert!(strategies.len() >= 3, "Should have at least 3 strategies");
// Verify all strategies have required fields
for strategy in &strategies {
assert!(!strategy.strategy_id.is_empty());
assert!(!strategy.strategy_name.is_empty());
}
}
#[tokio::test]
async fn test_update_strategy_status() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
// Register a strategy
let mut parameters = HashMap::new();
parameters.insert("risk_limit".to_string(), 0.05);
let config = StrategyConfig {
strategy_id: String::new(),
strategy_name: "test_status_update".to_string(),
strategy_type: StrategyType::Momentum,
parameters,
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
let strategy_id = coordinator.register_strategy(config).await.expect("Failed to register");
// Update status to Paused
let result = coordinator.update_status(&strategy_id, StrategyStatus::Paused).await;
assert!(result.is_ok(), "Status update should succeed");
// Verify status changed
let strategies = coordinator.list_strategies().await.expect("Failed to list");
let updated_strategy = strategies.iter().find(|s| s.strategy_id == strategy_id);
assert!(updated_strategy.is_some());
assert_eq!(updated_strategy.unwrap().status, StrategyStatus::Paused);
}
#[tokio::test]
async fn test_update_nonexistent_strategy_status() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
// Try to update non-existent strategy
let fake_id = uuid::Uuid::new_v4().to_string();
let result = coordinator.update_status(&fake_id, StrategyStatus::Stopped).await;
assert!(result.is_err(), "Updating non-existent strategy should fail");
}
#[tokio::test]
async fn test_get_active_strategies() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
// Register strategies with different statuses
let statuses = vec![
StrategyStatus::Active,
StrategyStatus::Paused,
StrategyStatus::Active,
StrategyStatus::Stopped,
StrategyStatus::Active,
];
for (i, status) in statuses.iter().enumerate() {
let mut parameters = HashMap::new();
parameters.insert("risk_limit".to_string(), 0.05);
let config = StrategyConfig {
strategy_id: String::new(),
strategy_name: format!("test_active_filter_{}", i),
strategy_type: StrategyType::EqualWeight,
parameters,
status: status.clone(),
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
coordinator.register_strategy(config).await.expect("Failed to register");
}
// Get only active strategies
let result = coordinator.get_active_strategies().await;
assert!(result.is_ok(), "Get active strategies should succeed");
let active_strategies = result.expect("Active strategies should be returned");
// Should have at least 3 active strategies from this test
let test_active_count = active_strategies
.iter()
.filter(|s| s.strategy_name.starts_with("test_active_filter_"))
.count();
assert_eq!(test_active_count, 3, "Should have exactly 3 active strategies from this test");
// All returned strategies should be active
for strategy in &active_strategies {
assert_eq!(strategy.status, StrategyStatus::Active);
}
}
#[tokio::test]
async fn test_get_strategy_by_id() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
// Register a strategy
let mut parameters = HashMap::new();
parameters.insert("risk_limit".to_string(), 0.08);
parameters.insert("lookback_period".to_string(), 20.0);
let config = StrategyConfig {
strategy_id: String::new(),
strategy_name: "test_get_by_id".to_string(),
strategy_type: StrategyType::MeanReversion,
parameters: parameters.clone(),
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
let strategy_id = coordinator.register_strategy(config).await.expect("Failed to register");
// Get strategy by ID
let result = coordinator.get_strategy(&strategy_id).await;
assert!(result.is_ok(), "Get strategy by ID should succeed");
let strategy = result.expect("Strategy should be returned");
assert_eq!(strategy.strategy_id, strategy_id);
assert_eq!(strategy.strategy_name, "test_get_by_id");
assert_eq!(strategy.strategy_type, StrategyType::MeanReversion);
assert_eq!(strategy.parameters.get("risk_limit"), Some(&0.08));
}
#[tokio::test]
async fn test_get_nonexistent_strategy() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
let fake_id = uuid::Uuid::new_v4().to_string();
let result = coordinator.get_strategy(&fake_id).await;
assert!(result.is_err(), "Getting non-existent strategy should fail");
}
#[tokio::test]
async fn test_strategy_performance() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
let mut parameters = HashMap::new();
parameters.insert("risk_limit".to_string(), 0.05);
let config = StrategyConfig {
strategy_id: String::new(),
strategy_name: "test_performance".to_string(),
strategy_type: StrategyType::EqualWeight,
parameters,
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
let start = std::time::Instant::now();
let result = coordinator.register_strategy(config).await;
let duration = start.elapsed();
assert!(result.is_ok(), "Strategy registration should succeed");
// Performance target: < 50ms
assert!(
duration.as_millis() < 50,
"Strategy registration took {}ms (target: <50ms)",
duration.as_millis()
);
println!("Strategy registration completed in {}ms", duration.as_millis());
}
#[tokio::test]
async fn test_list_strategies_performance() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
let start = std::time::Instant::now();
let result = coordinator.list_strategies().await;
let duration = start.elapsed();
assert!(result.is_ok(), "List strategies should succeed");
// Performance target: < 50ms
assert!(
duration.as_millis() < 50,
"List strategies took {}ms (target: <50ms)",
duration.as_millis()
);
println!("List strategies completed in {}ms", duration.as_millis());
}
#[tokio::test]
async fn test_update_status_performance() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
// Register a strategy first
let mut parameters = HashMap::new();
parameters.insert("risk_limit".to_string(), 0.05);
let config = StrategyConfig {
strategy_id: String::new(),
strategy_name: "test_update_performance".to_string(),
strategy_type: StrategyType::RiskParity,
parameters,
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
let strategy_id = coordinator.register_strategy(config).await.expect("Failed to register");
// Measure update performance
let start = std::time::Instant::now();
let result = coordinator.update_status(&strategy_id, StrategyStatus::Paused).await;
let duration = start.elapsed();
assert!(result.is_ok(), "Status update should succeed");
// Performance target: < 50ms
assert!(
duration.as_millis() < 50,
"Status update took {}ms (target: <50ms)",
duration.as_millis()
);
println!("Status update completed in {}ms", duration.as_millis());
}
#[tokio::test]
async fn test_all_strategy_types() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
let strategy_types = vec![
StrategyType::EqualWeight,
StrategyType::RiskParity,
StrategyType::MLOptimized,
StrategyType::MeanVariance,
StrategyType::Momentum,
StrategyType::MeanReversion,
];
for (i, strategy_type) in strategy_types.iter().enumerate() {
let mut parameters = HashMap::new();
parameters.insert("risk_limit".to_string(), 0.05);
let config = StrategyConfig {
strategy_id: String::new(),
strategy_name: format!("test_type_{}_{:?}", i, strategy_type),
strategy_type: strategy_type.clone(),
parameters,
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
let result = coordinator.register_strategy(config).await;
assert!(
result.is_ok(),
"Should be able to register {:?} strategy",
strategy_type
);
}
}
#[tokio::test]
async fn test_empty_parameters() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
let config = StrategyConfig {
strategy_id: String::new(),
strategy_name: "test_empty_params".to_string(),
strategy_type: StrategyType::EqualWeight,
parameters: HashMap::new(), // Empty parameters
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
let result = coordinator.register_strategy(config).await;
assert!(result.is_ok(), "Empty parameters should be allowed");
}
#[tokio::test]
async fn test_complex_parameters() {
let pool = setup_test_db().await;
let coordinator = StrategyCoordinator::new(pool);
let mut parameters = HashMap::new();
parameters.insert("risk_limit".to_string(), 0.05);
parameters.insert("rebalance_threshold".to_string(), 0.02);
parameters.insert("lookback_period".to_string(), 20.0);
parameters.insert("volatility_target".to_string(), 0.15);
parameters.insert("max_position_size".to_string(), 0.10);
let config = StrategyConfig {
strategy_id: String::new(),
strategy_name: "test_complex_params".to_string(),
strategy_type: StrategyType::MLOptimized,
parameters: parameters.clone(),
status: StrategyStatus::Active,
created_at: chrono::Utc::now(),
updated_at: chrono::Utc::now(),
};
let strategy_id = coordinator.register_strategy(config).await.expect("Failed to register");
// Verify parameters were stored correctly
let strategy = coordinator.get_strategy(&strategy_id).await.expect("Failed to get strategy");
assert_eq!(strategy.parameters.len(), 5);
assert_eq!(strategy.parameters.get("risk_limit"), Some(&0.05));
assert_eq!(strategy.parameters.get("lookback_period"), Some(&20.0));
}