Files
foxhunt/market-data/tests/basic_test.rs
jgrusewski 2e41b5ba09 SUCCESS: Fixed 70 test compilation errors across 4 packages
Wave 9 parallel agent deployment achieved successful compilation of:
market-data, ml_training_service, backtesting, and risk packages.

## Wave 9: Multi-Package Test Fixes (4 Parallel Agents)

**Agent 1 - market-data** (5 errors → 0)
- Added rust_decimal_macros dev-dependency
- Fixed BookSide vs OrderSide type confusion in tests
- Changed OrderSide to BookSide for order book operations

**Agent 2 - ml_training_service** (3 errors → 0)
- Added tempfile dev-dependency for TempDir in tests
- Fixed DatabaseConfig initialization: connect_timeout, query_timeout
- Fixed MLConfig field access: model_config.model_type

**Agent 3 - backtesting** (30 errors → 0)
- Added missing imports: Order, OrderSide, OrderStatus, Position, Price, Quantity
- Added rust_decimal_macros for dec! macro
- Added num_traits::ToPrimitive trait
- Fixed malformed match statements (lines 781-782, 880-881)
- Added RiskSettings and FeatureSettings to public exports
- Fixed Decimal type imports in test_ml_integration.rs

**Agent 4 - risk** (32 errors → 0)
- Removed non-existent common::basic and common::operations imports
- Added FromPrimitive trait imports for Decimal conversions
- Fixed Position struct initialization (added 9 missing fields)
- Fixed ComplianceConfig initialization (market_abuse_threshold, large_exposure_threshold)
- Fixed Order::new() calls (5 parameters instead of 4)
- Fixed KillSwitch.activate() calls (added user_id and cascade params)
- Changed log::error! to tracing::error!

## Summary

 market-data: COMPILES (0 errors)
 ml_training_service: COMPILES (0 errors)
 backtesting: COMPILES (0 errors)
 risk: COMPILES (0 errors)
 trading_engine: COMPILES (0 errors)
 trading_service: COMPILES (0 errors)

Remaining: ml package (162 errors), tli examples/tests

## Files Modified

- market-data/Cargo.toml
- market-data/tests/basic_test.rs
- services/ml_training_service/Cargo.toml
- services/ml_training_service/src/database.rs
- services/ml_training_service/src/main.rs
- backtesting/src/lib.rs
- backtesting/tests/test_ml_integration.rs
- risk/src/operations.rs
- risk/src/stress_tester.rs
- risk/src/var_calculator/historical_simulation.rs
- risk/src/var_calculator/monte_carlo.rs
- risk/src/compliance.rs
- risk/src/drawdown_monitor.rs
- risk/src/safety/emergency_response.rs
- risk/src/safety/safety_coordinator.rs
- risk/src/safety/position_limiter.rs
- risk/src/safety/trading_gate.rs
2025-09-30 13:29:13 +02:00

93 lines
2.5 KiB
Rust

use chrono::Utc;
use market_data::{
error::MarketDataResult,
models::{IndicatorType, OrderBook, OrderBookLevelDb, BookSide, PriceRecord, TechnicalIndicator},
};
use rust_decimal_macros::dec;
use std::collections::HashMap;
#[test]
fn test_price_model() {
let mut price = PriceRecord::new("EURUSD".to_string(), Utc::now());
price.bid = Some(dec!(1.0850));
price.ask = Some(dec!(1.0852));
let mid = price.mid_price();
assert_eq!(mid, Some(dec!(1.0851)));
let spread = price.spread();
assert_eq!(spread, Some(dec!(0.0002)));
}
#[test]
fn test_order_book_model() {
let mut order_book = OrderBook::new("EURUSD".to_string(), Utc::now());
// Add some levels
let bid_level = OrderBookLevelDb::new(
"EURUSD".to_string(),
Utc::now(),
BookSide::Bid,
dec!(1.0850),
dec!(1000000),
0,
);
let ask_level = OrderBookLevelDb::new(
"EURUSD".to_string(),
Utc::now(),
BookSide::Ask,
dec!(1.0852),
dec!(1000000),
0,
);
order_book.bids.push(bid_level);
order_book.asks.push(ask_level);
assert_eq!(order_book.best_bid(), Some(dec!(1.0850)));
assert_eq!(order_book.best_ask(), Some(dec!(1.0852)));
assert_eq!(order_book.mid_price(), Some(dec!(1.0851)));
assert_eq!(order_book.spread(), Some(dec!(0.0002)));
}
#[test]
fn test_technical_indicator_model() {
let indicator = TechnicalIndicator::new(
"EURUSD".to_string(),
IndicatorType::Sma,
Utc::now(),
dec!(1.0851),
serde_json::json!({"period": 20}),
);
assert_eq!(indicator.symbol, "EURUSD");
assert_eq!(indicator.indicator_type, IndicatorType::Sma);
assert_eq!(indicator.value, dec!(1.0851));
}
#[test]
fn test_hash_traits() {
// Test BookSide is hashable
let mut side_map: HashMap<BookSide, i32> = HashMap::new();
side_map.insert(BookSide::Bid, 1);
side_map.insert(BookSide::Ask, 2);
assert_eq!(side_map.get(&BookSide::Bid), Some(&1));
assert_eq!(side_map.get(&BookSide::Ask), Some(&2));
// Test IndicatorType is hashable
let mut indicator_map: HashMap<IndicatorType, String> = HashMap::new();
indicator_map.insert(IndicatorType::Sma, "SMA".to_string());
indicator_map.insert(IndicatorType::Ema, "EMA".to_string());
assert_eq!(
indicator_map.get(&IndicatorType::Sma),
Some(&"SMA".to_string())
);
assert_eq!(
indicator_map.get(&IndicatorType::Ema),
Some(&"EMA".to_string())
);
}