✅ Validation Results: - PPO training: 24.2s (1 epoch, 950 samples, dim=225) - Feature extraction: 105μs/bar (9.5x faster than target) - Model checkpoint: 293KB (147KB actor + 146KB critic) - GPU memory: 145MB used (96.4% headroom) - Zero dimension mismatches 📊 Success Criteria (5/5): ✅ Feature dimension = 225 (Wave C 201 + Wave D 24) ✅ Model state_dim = 225 ✅ Training completed without errors ✅ Checkpoint saved successfully ✅ No dimension mismatch errors 📁 Training Data Ready: - ES.FUT: 2.9MB, 180 days - NQ.FUT: 4.4MB, 180 days - 6E.FUT: 2.8MB, 180 days - ZN.FUT: 65KB, 90 days (clean) 🚀 Next: Full production model retraining (4 models, ~10min GPU time) 🤖 Generated with Claude Code (https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
381 lines
7.9 KiB
Markdown
381 lines
7.9 KiB
Markdown
# Wave 4 CI/CD Integration Guide
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**Version**: 1.0
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**Date**: 2025-10-22
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**Status**: Production Ready
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**Author**: Agent W4-5 (Test Documentation Specialist)
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---
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## Overview
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This guide describes the CI/CD integration strategy for automated testing in the Foxhunt HFT Trading System.
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---
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## 1. GitHub Actions Workflow
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### Complete Workflow (.github/workflows/test.yml)
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```yaml
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name: Test Suite
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on:
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push:
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branches: [main, develop]
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pull_request:
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branches: [main, develop]
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env:
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CARGO_TERM_COLOR: always
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RUST_BACKTRACE: 1
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jobs:
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unit-tests:
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name: Unit Tests
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v4
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- uses: dtolnay/rust-toolchain@stable
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- uses: Swatinem/rust-cache@v2
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- run: cargo test --workspace --lib
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- run: cargo test --doc
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integration-tests:
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name: Integration Tests
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runs-on: ubuntu-latest
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services:
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postgres:
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image: timescaledb/timescaledb:latest-pg16
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env:
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POSTGRES_USER: foxhunt
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POSTGRES_PASSWORD: foxhunt_dev_password
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POSTGRES_DB: foxhunt
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ports:
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- 5432:5432
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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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redis:
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image: redis:7-alpine
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ports:
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- 6379:6379
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options: >-
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--health-cmd "redis-cli ping"
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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@v4
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- uses: dtolnay/rust-toolchain@stable
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- uses: Swatinem/rust-cache@v2
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- name: Install SQLx CLI
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run: cargo install sqlx-cli --no-default-features --features postgres
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- name: Run migrations
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run: cargo sqlx migrate run
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env:
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DATABASE_URL: postgresql://foxhunt:foxhunt_dev_password@localhost:5432/foxhunt
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- name: Run integration tests
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run: cargo test --workspace --test "*"
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env:
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DATABASE_URL: postgresql://foxhunt:foxhunt_dev_password@localhost:5432/foxhunt
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REDIS_URL: redis://localhost:6379
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e2e-tests:
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name: E2E Tests
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runs-on: ubuntu-latest
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needs: [unit-tests, integration-tests]
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steps:
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- uses: actions/checkout@v4
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- uses: dtolnay/rust-toolchain@stable
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- uses: Swatinem/rust-cache@v2
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- name: Start services
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run: docker-compose -f tests/docker/docker-compose.test.yml up -d
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- name: Wait for services
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run: |
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timeout 60 bash -c 'until docker-compose -f tests/docker/docker-compose.test.yml ps | grep healthy; do sleep 2; done'
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- name: Run E2E tests
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run: cargo test -p tli e2e:: -p foxhunt_e2e
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- name: Cleanup
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if: always()
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run: docker-compose -f tests/docker/docker-compose.test.yml down -v
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coverage:
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name: Code Coverage
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v4
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- uses: dtolnay/rust-toolchain@stable
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- uses: Swatinem/rust-cache@v2
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- uses: taiki-e/install-action@cargo-llvm-cov
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- name: Generate coverage
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run: cargo llvm-cov --workspace --lcov --output-path lcov.info
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- name: Upload to Codecov
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uses: codecov/codecov-action@v4
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with:
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files: lcov.info
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fail_ci_if_error: false
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clippy:
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name: Clippy
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v4
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- uses: dtolnay/rust-toolchain@stable
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with:
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components: clippy
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- uses: Swatinem/rust-cache@v2
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- run: cargo clippy --workspace --all-targets -- -D warnings
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fmt:
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name: Rustfmt
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v4
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- uses: dtolnay/rust-toolchain@stable
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with:
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components: rustfmt
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- run: cargo fmt --all -- --check
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```
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---
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## 2. Nightly Stress Tests (.github/workflows/nightly.yml)
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```yaml
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name: Nightly Stress Tests
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on:
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schedule:
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- cron: '0 2 * * *' # 2 AM UTC daily
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workflow_dispatch:
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jobs:
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stress-tests:
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name: Stress Tests
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runs-on: ubuntu-latest-8core
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timeout-minutes: 120
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steps:
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- uses: actions/checkout@v4
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- uses: dtolnay/rust-toolchain@stable
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- uses: Swatinem/rust-cache@v2
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- name: Run stress tests
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run: cargo test --release --features stress-test
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env:
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RUST_LOG: info
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benchmarks:
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name: Performance Benchmarks
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runs-on: ubuntu-latest-8core
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steps:
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- uses: actions/checkout@v4
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- uses: dtolnay/rust-toolchain@stable
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- uses: Swatinem/rust-cache@v2
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- name: Run benchmarks
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run: cargo bench --workspace
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- name: Upload benchmark results
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uses: actions/upload-artifact@v4
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with:
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name: benchmark-results
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path: target/criterion/
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- name: Compare with baseline
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run: |
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if [ -f baseline/bench_results.json ]; then
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cargo install criterion-compare
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criterion-compare baseline/bench_results.json target/criterion/
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fi
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```
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---
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## 3. Pre-Commit Hooks (.git/hooks/pre-commit)
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```bash
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#!/bin/bash
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set -e
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echo "Running pre-commit checks..."
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# Run fast unit tests
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echo "Running unit tests..."
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cargo test --lib --quiet
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# Run clippy
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echo "Running clippy..."
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cargo clippy --workspace --all-targets --quiet -- -D warnings
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# Run rustfmt
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echo "Checking formatting..."
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cargo fmt --all -- --check
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echo "All pre-commit checks passed!"
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```
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Install with:
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```bash
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chmod +x .git/hooks/pre-commit
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```
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---
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## 4. Pre-Push Hooks (.git/hooks/pre-push)
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```bash
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#!/bin/bash
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set -e
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echo "Running pre-push checks..."
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# Run all tests
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echo "Running all tests..."
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cargo test --workspace
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# Check documentation
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echo "Checking documentation..."
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cargo doc --no-deps --workspace
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echo "All pre-push checks passed!"
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```
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---
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## 5. Performance Regression Detection
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### Baseline Storage
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```bash
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# Store performance baseline
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cargo bench --workspace -- --save-baseline main
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# Compare against baseline
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cargo bench --workspace -- --baseline main
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# Fail if regression > 10%
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cargo bench --workspace -- --baseline main --threshold 10
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```
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### Automated Regression Alerts
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```yaml
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# .github/workflows/performance.yml
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- name: Check for regressions
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run: |
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cargo bench --workspace -- --baseline main > bench_output.txt
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if grep -q "regressed" bench_output.txt; then
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echo "::error::Performance regression detected!"
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exit 1
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fi
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```
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---
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## 6. Coverage Reporting
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### Codecov Integration
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```yaml
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# codecov.yml
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coverage:
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status:
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project:
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default:
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target: 60% # Wave 4 target
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threshold: 2% # Allow 2% drop
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patch:
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default:
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target: 70% # New code should be well-tested
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ignore:
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- "tests/**"
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- "benches/**"
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- "**/tests/**"
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```
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---
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## 7. Docker Compose for CI
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```yaml
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# tests/docker/docker-compose.test.yml
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version: '3.8'
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services:
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postgres:
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image: timescaledb/timescaledb:latest-pg16
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environment:
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POSTGRES_USER: foxhunt
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POSTGRES_PASSWORD: foxhunt_test_password
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POSTGRES_DB: foxhunt_test
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ports:
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- "5432:5432"
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healthcheck:
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test: ["CMD-SHELL", "pg_isready -U foxhunt"]
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interval: 5s
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timeout: 5s
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retries: 5
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redis:
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image: redis:7-alpine
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ports:
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- "6379:6379"
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healthcheck:
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test: ["CMD", "redis-cli", "ping"]
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interval: 5s
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timeout: 3s
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retries: 5
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vault:
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image: hashicorp/vault:latest
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environment:
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VAULT_DEV_ROOT_TOKEN_ID: foxhunt-test-root
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VAULT_DEV_LISTEN_ADDRESS: 0.0.0.0:8200
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ports:
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- "8200:8200"
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cap_add:
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- IPC_LOCK
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```
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---
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## 8. Test Matrix Strategy
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```yaml
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# .github/workflows/test-matrix.yml
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strategy:
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matrix:
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os: [ubuntu-latest, macos-latest, windows-latest]
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rust: [stable, beta, nightly]
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exclude:
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- os: macos-latest
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rust: beta
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- os: windows-latest
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rust: nightly
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runs-on: ${{ matrix.os }}
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steps:
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- uses: dtolnay/rust-toolchain@${{ matrix.rust }}
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- run: cargo test --workspace
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```
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---
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**Last Updated**: 2025-10-22
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