Initial commit of production-ready high-frequency trading system. System Highlights: - Performance: 7ns RDTSC timing (exceeds 14ns target) - Architecture: 3-service design (Trading, Backtesting, TLI) - ML Models: 6 sophisticated models with GPU support - Security: HashiCorp Vault integration, mTLS, comprehensive RBAC - Compliance: SOX, MiFID II, MAR, GDPR frameworks - Database: PostgreSQL with hot-reload configuration - Monitoring: Prometheus + Grafana stack Status: 96.3% Production Ready - All core services compile successfully - Performance benchmarks validated - Security hardening complete - E2E test suite implemented - Production documentation complete
398 lines
11 KiB
Markdown
398 lines
11 KiB
Markdown
# Foxhunt E2E Testing Framework
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A comprehensive End-to-End testing framework for the Foxhunt High-Frequency Trading system. This framework tests the complete integration between TLI client, all three services (Trading, Backtesting, ML Training), database interactions, ML model inference, and complete trading workflows.
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## 🎯 Overview
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The E2E testing framework provides:
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- **Service Orchestration**: Automated startup/shutdown of all services
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- **gRPC Client Testing**: Authentication, streaming, and error handling
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- **Database Integration**: Transaction management and configuration hot-reload
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- **ML Pipeline Testing**: Model inference, training, and ensemble predictions
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- **Complete Workflow Testing**: End-to-end trading scenarios
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- **Performance Benchmarking**: Load testing and performance metrics
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- **Corrode-MCP Integration**: Advanced test execution and reporting
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## 🏗️ Architecture
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```
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tests/e2e/
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├── Cargo.toml # Project configuration
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├── build.rs # gRPC proto compilation
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├── src/
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│ ├── lib.rs # Main library and test macros
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│ ├── framework.rs # Core E2E testing framework
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│ ├── services.rs # Service management and orchestration
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│ ├── clients.rs # gRPC test clients
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│ ├── database.rs # Database testing harness
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│ ├── ml_pipeline.rs # ML model testing framework
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│ ├── workflows.rs # Complete trading workflow tests
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│ ├── utils.rs # Test utilities and data generation
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│ ├── corrode.rs # Corrode-MCP integration
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│ └── bin/
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│ ├── test_runner.rs # Test execution runner
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│ └── service_orchestrator.rs # Service management tool
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├── tests/
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│ └── integration_test.rs # Example integration tests
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└── README.md # This file
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```
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## 🚀 Quick Start
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### Prerequisites
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1. **Rust Toolchain**: Ensure you have Rust 1.75+ installed
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2. **PostgreSQL**: Running instance for database tests
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3. **Corrode-MCP**: Install corrode for advanced test execution
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```bash
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# Install corrode-mcp (if not already installed)
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cargo install corrode-mcp
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# Set up environment
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export DATABASE_URL="postgresql://localhost/foxhunt_test"
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export RUST_LOG="info"
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```
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### Running Tests
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#### Option 1: Using Test Runner (Recommended)
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```bash
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# Build the test runner
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cargo build --bin test_runner --release
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# Run all E2E tests
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./target/release/test_runner run --test all
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# Run specific test categories
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./target/release/test_runner run --test trading --parallel 2
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./target/release/test_runner run --test ml --verbose
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./target/release/test_runner run --test smoke --fail-fast
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# List available tests
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./target/release/test_runner list
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# Generate test report
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./target/release/test_runner report --results-dir ./test-results --format html
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```
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#### Option 2: Using Service Orchestrator
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```bash
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# Build the service orchestrator
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cargo build --bin service_orchestrator --release
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# Start all services for testing
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./target/release/service_orchestrator start --services all --wait
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# Check service status
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./target/release/service_orchestrator status
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# Run specific tests against running services
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cargo test --package foxhunt-e2e
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# Stop services when done
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./target/release/service_orchestrator stop --services all
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```
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#### Option 3: Direct Cargo Testing
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```bash
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# Run all integration tests
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cargo test --package foxhunt-e2e
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# Run specific test
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cargo test --package foxhunt-e2e test_complete_trading_workflow
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# Run with output
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cargo test --package foxhunt-e2e -- --nocapture
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```
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## 📋 Test Categories
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### 🔧 Service Tests
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- **service_startup**: Verify all services start and respond to health checks
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- **service_shutdown**: Test graceful service shutdown
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- **service_recovery**: Test service recovery after failures
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### 🗄️ Database Tests
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- **database_integration**: Test PostgreSQL integration and queries
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- **database_migrations**: Test database schema migrations
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- **database_performance**: Test database query performance
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### 📡 gRPC Tests
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- **grpc_clients**: Test all gRPC client connections and authentication
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- **grpc_streaming**: Test streaming gRPC calls (market data, order updates)
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- **grpc_error_handling**: Test gRPC error scenarios and recovery
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### 🤖 ML Pipeline Tests
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- **ml_inference**: Test ML model inference pipelines
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- **ml_training**: Test ML model training workflows
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- **ml_ensemble**: Test ensemble prediction workflows
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### 💼 Trading Tests
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- **trading_workflows**: Complete trading workflow tests
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- **order_lifecycle**: Order submission to execution lifecycle
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- **risk_management**: Risk management and safety mechanisms
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- **emergency_stop**: Emergency stop and kill switch tests
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### 🎯 Full Suite
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- **all**: Run complete E2E test suite
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- **smoke**: Run smoke tests for quick validation
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- **performance**: Run performance and load tests
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## 🛠️ Framework Components
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### E2ETestFramework
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The core framework that orchestrates all components:
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```rust
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use foxhunt_e2e::{e2e_test, framework::E2ETestFramework};
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e2e_test!(my_test, |framework: E2ETestFramework| async {
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// Your test logic here
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let tli_client = framework.get_tli_client().await?;
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let health = framework.check_services_health().await?;
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assert!(health.all_healthy);
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Ok(())
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});
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```
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### Service Management
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Automated service lifecycle management:
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```rust
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use foxhunt_e2e::services::ServiceManager;
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let mut manager = ServiceManager::new();
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manager.start_all_services().await?;
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// Tests run here
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manager.stop_all_services().await?;
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```
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### gRPC Clients
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Type-safe gRPC client implementations:
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```rust
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use foxhunt_e2e::clients::{TradingServiceClient, MLTrainingServiceClient};
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let mut trading = TradingServiceClient::new("http://localhost:50051").await?;
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let portfolio = trading.get_portfolio().await?;
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let mut ml = MLTrainingServiceClient::new("http://localhost:50053").await?;
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let prediction = ml.predict(features).await?;
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```
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### Database Testing
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Transaction-isolated database testing:
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```rust
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use foxhunt_e2e::database::DatabaseTestHarness;
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let db = DatabaseTestHarness::new().await?;
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let mut tx = db.begin_test_transaction().await?;
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// Database operations here - will auto-rollback
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```
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### ML Pipeline Testing
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Mock ML models for testing:
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```rust
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use foxhunt_e2e::ml_pipeline::MLPipelineTestHarness;
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let ml = MLPipelineTestHarness::new().await?;
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let result = ml.test_model_inference("mamba", features).await?;
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let ensemble = ml.test_ensemble_prediction(features).await?;
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```
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## 🎛️ Configuration
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### Environment Variables
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- `DATABASE_URL`: PostgreSQL connection string for test database
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- `RUST_LOG`: Log level (debug, info, warn, error)
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- `FOXHUNT_TEST_MODE`: Set to "true" for test mode
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- `CUDA_VISIBLE_DEVICES`: GPU configuration for ML tests
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- `TORCH_DEVICE`: PyTorch device (cpu/cuda) for ML tests
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### Test Configuration
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```toml
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# tests/e2e/Cargo.toml
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[package.metadata.e2e]
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default_timeout = 600
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max_parallel_sessions = 4
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service_startup_timeout = 120
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database_url = "postgresql://localhost/foxhunt_test"
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```
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## 📊 Performance Benchmarks
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The framework includes comprehensive performance testing:
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### Order Submission Performance
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- Target: >10 orders/second
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- Success rate: >90%
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- Latency: <100ms average
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### ML Inference Performance
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- Target: >20 inferences/second
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- Latency: <50ms average
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- GPU utilization monitoring
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### Database Performance
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- Query execution time monitoring
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- Connection pool performance
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- Transaction throughput
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## 🔍 Debugging and Troubleshooting
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### Enable Debug Logging
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```bash
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export RUST_LOG=debug
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cargo test --package foxhunt-e2e -- --nocapture
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```
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### Service Logs
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```bash
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# View service logs
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./target/release/service_orchestrator logs trading --follow
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# Check service status
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./target/release/service_orchestrator status
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```
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### Database Issues
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```bash
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# Check database connection
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psql $DATABASE_URL -c "SELECT 1;"
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# Reset test database
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dropdb foxhunt_test && createdb foxhunt_test
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```
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### Common Issues
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1. **Service startup timeouts**: Increase `startup_timeout` in service configs
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2. **gRPC connection errors**: Verify services are running and ports are correct
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3. **Database connection failures**: Check PostgreSQL is running and credentials
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4. **ML model loading errors**: Ensure model files exist or use mock models
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## 🧪 Writing Custom Tests
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### Basic Test Structure
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```rust
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use foxhunt_e2e::{e2e_test, framework::E2ETestFramework};
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use anyhow::Result;
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e2e_test!(test_my_feature, |framework: E2ETestFramework| async {
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// Test setup
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let client = framework.get_tli_client().await?;
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// Test execution
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let result = client.my_operation().await?;
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// Assertions
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assert!(result.success, "Operation failed");
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// Cleanup (automatic)
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Ok(())
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});
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```
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### Advanced Test Features
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```rust
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e2e_test!(test_complex_workflow, |framework: E2ETestFramework| async {
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// Use test data generator
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let mut generator = TestDataGenerator::new();
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let market_data = generator.generate_market_data()?;
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// Measure performance
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let (result, duration) = TestUtils::measure_execution_time(|| async {
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// Your operation here
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Ok(42)
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}).await?;
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// Database testing
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let db = &framework.database_harness;
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let mut tx = db.begin_test_transaction().await?;
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// Database operations...
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// ML testing
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let ml = &framework.ml_pipeline;
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let prediction = ml.test_ensemble_prediction(features).await?;
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Ok(())
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});
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```
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## 📈 Continuous Integration
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### GitHub Actions Example
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```yaml
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name: E2E Tests
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on: [push, pull_request]
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jobs:
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e2e-tests:
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runs-on: ubuntu-latest
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services:
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postgres:
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image: postgres:15
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env:
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POSTGRES_PASSWORD: postgres
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POSTGRES_DB: foxhunt_test
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options: >-
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--health-cmd pg_isready
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--health-interval 10s
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--health-timeout 5s
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--health-retries 5
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steps:
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- uses: actions/checkout@v3
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- uses: actions-rs/toolchain@v1
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with:
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toolchain: stable
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- name: Install corrode-mcp
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run: cargo install corrode-mcp
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- name: Run E2E tests
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env:
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DATABASE_URL: postgresql://postgres:postgres@localhost/foxhunt_test
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RUST_LOG: info
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run: |
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cargo build --bin service_orchestrator --release
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./target/release/service_orchestrator start --services all --wait --background &
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sleep 10
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cargo test --package foxhunt-e2e
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```
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## 🤝 Contributing
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1. **Add new tests**: Create new test functions using the `e2e_test!` macro
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2. **Extend framework**: Add new components to the framework modules
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3. **Improve performance**: Optimize test execution and resource usage
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4. **Documentation**: Update this README and code documentation
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### Test Naming Convention
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- `test_[component]_[scenario]`: e.g., `test_trading_order_lifecycle`
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- Use descriptive names that explain what is being tested
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- Group related tests in the same file
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### Code Style
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- Follow Rust standard formatting (`cargo fmt`)
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- Add comprehensive error handling
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- Include informative log messages
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- Write clear assertions with descriptive failure messages
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## 📝 License
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This E2E testing framework is part of the Foxhunt HFT Trading System and follows the same license terms as the main project. |