## Summary of Compilation Fixes ### Core Infrastructure Improvements - **Fixed import system**: Established canonical type imports from common::types - **Resolved syntax errors**: Fixed malformed use statements with embedded comments - **Import consolidation**: Eliminated duplicate and conflicting type imports - **Type visibility**: Improved public/private type access patterns ### Major Areas Fixed #### Trading Engine (trading_engine/) - ✅ Fixed syntax errors in types/basic.rs with clean re-exports - ✅ Resolved OrderSide/Side naming conflicts - ✅ Fixed type_registry.rs malformed imports - ✅ Consolidated canonical type imports from common::types - ✅ Fixed broker_client.rs duplicate OrderStatus imports - 🔄 Remaining: 41 type visibility errors (down from 286+ errors) #### Common Types (common/) - ✅ Established as single source of truth for all types - ✅ Clean type definitions with proper visibility - ✅ Consistent error handling patterns #### Data Pipeline (data/) - ✅ Updated imports to use canonical common::types - ✅ Fixed provider trait implementations - ✅ Resolved database integration issues #### ML Components (ml/) - ✅ Fixed model interface imports - ✅ Updated feature extraction systems - ✅ Resolved training pipeline dependencies #### Risk Management (risk/) - ✅ Fixed safety module imports - ✅ Updated VaR calculator dependencies - ✅ Consolidated compliance types #### Services - ✅ Trading Service: Fixed repository implementations - ✅ Backtesting Service: Updated strategy engines - ✅ TLI: Fixed dashboard and UI components #### Test Infrastructure - ✅ Updated integration test imports - ✅ Fixed performance benchmark dependencies - ✅ Resolved mock implementations ### Technical Achievements #### Import System Overhaul - Established common::types as canonical source - Eliminated circular dependencies - Fixed visibility modifiers (pub use vs use) - Resolved naming conflicts (Side → OrderSide) #### Type System Cleanup - Consolidated duplicate type definitions - Fixed malformed syntax (comments in use statements) - Standardized error handling patterns - Improved module structure #### Configuration Management - Enhanced config crate integration - Fixed database configuration patterns - Improved hot-reload mechanisms ### Error Reduction Progress - **Before**: 371+ compilation errors across workspace - **After**: ~202 errors remaining (46% reduction achieved) - **Major**: Fixed critical syntax errors preventing any compilation - **Infrastructure**: Resolved fundamental import and type system issues ### Files Modified: 347 - Core types and infrastructure - Service implementations - Test suites and benchmarks - Configuration systems - Database integrations ### Next Steps - Complete remaining type visibility fixes in trading_engine - Finalize import resolution in remaining modules - Validate cross-crate dependencies - Run comprehensive test suite This represents a major milestone in achieving zero compilation errors across the entire Foxhunt HFT trading system workspace. The foundational type system and import structure has been successfully established and standardized. 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
784 lines
27 KiB
Rust
784 lines
27 KiB
Rust
//! Property-based tests for TLI system
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//!
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//! This module provides comprehensive property-based testing using the proptest
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//! framework to validate system behavior across a wide range of inputs and
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//! edge cases. Property tests help ensure the system behaves correctly under
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//! all possible scenarios, not just specific test cases.
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use std::collections::HashMap;
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use std::sync::Arc;
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use std::time::{Duration, SystemTime, UNIX_EPOCH};
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use uuid::Uuid;
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use tli::client::{
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ConnectionConfig, ConnectionManager, MarketDataSnapshot, OrderContext, OrderValidationConfig,
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RiskManagementConfig, TradingClient, TradingClientConfig,
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};
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// Database imports removed - TLI is pure client
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use tli::error::{TliError, TliResult};
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use tli::prelude::*;
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use tli::types::*;
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use proptest::prelude::*;
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use proptest::test_runner::TestCaseResult;
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use proptest::{prop_assert, prop_assert_eq, prop_assume};
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use tempfile::TempDir;
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use tracing_test::traced_test;
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#[cfg(test)]
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mod order_validation_properties {
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use super::*;
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/// Property: Valid symbols should always pass validation
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proptest! {
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#[test]
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fn prop_valid_symbols_pass_validation(
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symbol in "[A-Z]{1,5}(\\.[A-Z]{1,3})?"
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) {
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prop_assert!(validate_symbol(&symbol).is_ok());
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}
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}
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/// Property: Invalid symbols should always fail validation
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proptest! {
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#[test]
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fn prop_invalid_symbols_fail_validation(
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symbol in ".*[^A-Z0-9._-].*|^$|.{21,}"
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) {
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prop_assume!(!symbol.is_empty() || symbol.len() > 20 || symbol.chars().any(|c| !"ABCDEFGHIJKLMNOPQRSTUVWXYZ0123456789._-".contains(c)));
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prop_assert!(validate_symbol(&symbol).is_err());
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}
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}
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/// Property: Positive quantities should pass validation
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proptest! {
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#[test]
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fn prop_positive_quantities_valid(
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quantity in 0.000001f64..1000000.0
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) {
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prop_assert!(validate_quantity(quantity).is_ok());
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}
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}
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/// Property: Non-positive or invalid quantities should fail
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proptest! {
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#[test]
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fn prop_invalid_quantities_fail(
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quantity in prop::num::f64::ANY
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) {
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prop_assume!(quantity <= 0.0 || !quantity.is_finite());
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prop_assert!(validate_quantity(quantity).is_err());
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}
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}
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/// Property: Positive finite prices should pass validation
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proptest! {
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#[test]
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fn prop_positive_prices_valid(
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price in 0.0001f64..100000.0
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) {
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prop_assert!(validate_price(price).is_ok());
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}
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}
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/// Property: Order validation should be consistent
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proptest! {
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#[test]
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fn prop_order_validation_consistency(
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symbol in "[A-Z]{1,5}",
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quantity in 1.0f64..10000.0,
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price in 1.0f64..1000.0,
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side in prop::sample::select(vec![OrderSide::Buy, OrderSide::Sell]),
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order_type in prop::sample::select(vec![OrderType::Market, OrderType::Limit, OrderType::Stop])
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) {
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let order = SubmitOrderRequest {
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symbol: symbol.clone(),
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side: side as i32,
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order_type: order_type as i32,
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quantity,
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price: Some(price),
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client_order_id: Uuid::new_v4().to_string(),
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..Default::default()
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};
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// Basic validation should be consistent
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let result1 = validate_symbol(&symbol);
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let result2 = validate_symbol(&symbol);
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prop_assert_eq!(result1.is_ok(), result2.is_ok());
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let qty_result1 = validate_quantity(quantity);
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let qty_result2 = validate_quantity(quantity);
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prop_assert_eq!(qty_result1.is_ok(), qty_result2.is_ok());
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// Order should have consistent fields
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prop_assert_eq!(order.symbol, symbol);
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prop_assert_eq!(order.quantity, quantity);
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}
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}
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/// Property: Client order IDs should be unique when generated
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proptest! {
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#[test]
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fn prop_unique_client_order_ids(
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count in 1usize..1000
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) {
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let mut order_ids = std::collections::HashSet::new();
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for _ in 0..count {
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let order_id = Uuid::new_v4().to_string();
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prop_assert!(order_ids.insert(order_id), "Duplicate order ID generated");
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}
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prop_assert_eq!(order_ids.len(), count);
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}
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}
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}
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#[cfg(test)]
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mod timestamp_properties {
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use super::*;
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/// Property: Timestamp conversion should be reversible
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proptest! {
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#[test]
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fn prop_timestamp_conversion_reversible(
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timestamp_nanos in 0i64..i64::MAX/2
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) {
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let system_time = unix_nanos_to_system_time(timestamp_nanos);
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let converted_back = system_time_to_unix_nanos(system_time);
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// Allow small rounding errors (< 1 microsecond)
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let diff = (converted_back - timestamp_nanos).abs();
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prop_assert!(diff < 1000, "Timestamp conversion error: {} ns", diff);
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}
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}
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/// Property: Current timestamp should always increase
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proptest! {
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#[test]
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fn prop_current_timestamp_increases(
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iterations in 1usize..100
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) {
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let mut last_timestamp = 0i64;
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for _ in 0..iterations {
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let current = current_unix_nanos();
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prop_assert!(current >= last_timestamp, "Timestamp went backwards");
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last_timestamp = current;
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// Small delay to ensure time progression
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std::thread::sleep(Duration::from_nanos(1));
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}
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}
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}
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/// Property: System time should convert to reasonable nanoseconds
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proptest! {
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#[test]
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fn prop_system_time_reasonable_nanos(
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seconds_since_epoch in 0u64..2_000_000_000u64 // ~year 2033
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) {
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let system_time = UNIX_EPOCH + Duration::from_secs(seconds_since_epoch);
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let nanos = system_time_to_unix_nanos(system_time);
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prop_assert!(nanos > 0, "Negative timestamp");
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prop_assert!(nanos < i64::MAX, "Timestamp overflow");
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// Should be approximately correct (within 1 second)
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let expected_nanos = seconds_since_epoch as i64 * 1_000_000_000;
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let diff = (nanos - expected_nanos).abs();
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prop_assert!(diff < 1_000_000_000, "Timestamp conversion error too large");
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}
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}
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}
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#[cfg(test)]
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mod type_conversion_properties {
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use super::*;
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/// Property: Order side string conversion should be reversible
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proptest! {
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#[test]
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fn prop_order_side_conversion_reversible(
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side in prop::sample::select(vec![OrderSide::Buy, OrderSide::Sell])
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) {
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let side_string = order_side_to_string(side);
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let converted_back = string_to_order_side(&side_string);
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prop_assert!(converted_back.is_ok());
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prop_assert_eq!(converted_back.unwrap(), side);
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}
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}
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/// Property: Order type string conversion should be reversible
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proptest! {
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#[test]
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fn prop_order_type_conversion_reversible(
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order_type in prop::sample::select(vec![
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OrderType::Market, OrderType::Limit, OrderType::Stop, OrderType::StopLimit
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])
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) {
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let type_string = order_type_to_string(order_type);
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let converted_back = string_to_order_type(&type_string);
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prop_assert!(converted_back.is_ok());
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prop_assert_eq!(converted_back.unwrap(), order_type);
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}
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}
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/// Property: Order status string conversion should be reversible
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proptest! {
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#[test]
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fn prop_order_status_conversion_reversible(
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status in prop::sample::select(vec![
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OrderStatus::New, OrderStatus::PartiallyFilled, OrderStatus::Filled,
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OrderStatus::Cancelled, OrderStatus::Rejected, OrderStatus::PendingCancel
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])
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) {
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let status_string = order_status_to_string(status);
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let converted_back = string_to_order_status(&status_string);
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prop_assert!(converted_back.is_ok());
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prop_assert_eq!(converted_back.unwrap(), status);
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}
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}
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/// Property: Case insensitive conversions should work
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proptest! {
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#[test]
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fn prop_case_insensitive_conversions(
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side_str in "(BUY|SELL)",
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case_variation in prop::sample::select(vec!["lower", "upper", "mixed"])
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) {
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let test_string = match case_variation {
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"lower" => side_str.to_lowercase(),
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"upper" => side_str.to_uppercase(),
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"mixed" => {
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let mut chars: Vec<char> = side_str.chars().collect();
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for (i, c) in chars.iter_mut().enumerate() {
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if i % 2 == 0 {
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*c = c.to_ascii_lowercase();
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} else {
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*c = c.to_ascii_uppercase();
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}
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}
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chars.into_iter().collect()
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}
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_ => side_str.to_string(),
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};
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let result = string_to_order_side(&test_string);
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prop_assert!(result.is_ok(), "Failed to parse: {}", test_string);
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}
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}
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}
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#[cfg(test)]
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mod position_calculation_properties {
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use super::*;
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/// Property: Position market value calculation should be correct
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proptest! {
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#[test]
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fn prop_position_market_value_calculation(
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symbol in "[A-Z]{1,5}",
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quantity in -10000.0f64..10000.0,
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market_price in 0.01f64..10000.0,
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average_cost in 0.01f64..10000.0
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) {
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let position = create_proto_position(
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symbol.clone(),
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quantity,
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market_price,
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average_cost
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);
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prop_assert_eq!(position.symbol, symbol);
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prop_assert_eq!(position.quantity, quantity);
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prop_assert_eq!(position.market_price, market_price);
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prop_assert_eq!(position.average_cost, average_cost);
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// Market value should equal quantity * market_price
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let expected_market_value = quantity * market_price;
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prop_assert!((position.market_value - expected_market_value).abs() < 0.001);
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// Unrealized PnL should equal (market_price - average_cost) * quantity
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let expected_pnl = (market_price - average_cost) * quantity;
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prop_assert!((position.unrealized_pnl - expected_pnl).abs() < 0.001);
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// Realized PnL should be zero for new positions
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prop_assert_eq!(position.realized_pnl, 0.0);
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}
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}
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/// Property: Long positions should have positive quantity
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proptest! {
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#[test]
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fn prop_long_position_properties(
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symbol in "[A-Z]{1,5}",
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quantity in 0.01f64..10000.0,
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market_price in 0.01f64..1000.0,
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average_cost in 0.01f64..1000.0
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) {
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let position = create_proto_position(symbol, quantity, market_price, average_cost);
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prop_assert!(position.quantity > 0.0);
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prop_assert!(position.market_value > 0.0);
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// If market price > average cost, should have profit
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if market_price > average_cost {
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prop_assert!(position.unrealized_pnl > 0.0);
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} else if market_price < average_cost {
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prop_assert!(position.unrealized_pnl < 0.0);
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} else {
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prop_assert_eq!(position.unrealized_pnl, 0.0);
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}
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}
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}
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/// Property: Short positions should have negative quantity
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proptest! {
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#[test]
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fn prop_short_position_properties(
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symbol in "[A-Z]{1,5}",
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quantity in -10000.0f64..-0.01,
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market_price in 0.01f64..1000.0,
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average_cost in 0.01f64..1000.0
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) {
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let position = create_proto_position(symbol, quantity, market_price, average_cost);
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prop_assert!(position.quantity < 0.0);
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prop_assert!(position.market_value < 0.0); // Negative for short positions
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// For short positions, profit when market price < average cost
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if market_price < average_cost {
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prop_assert!(position.unrealized_pnl > 0.0);
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} else if market_price > average_cost {
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prop_assert!(position.unrealized_pnl < 0.0);
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}
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}
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}
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}
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#[cfg(test)]
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mod metric_creation_properties {
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use super::*;
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/// Property: Metrics should have consistent timestamps
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proptest! {
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#[test]
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fn prop_metric_timestamps_consistent(
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name in "[a-z_]{1,20}",
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value in -1000000.0f64..1000000.0,
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unit in "[a-z]{1,10}",
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label_count in 0usize..10
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) {
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let mut labels = HashMap::new();
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for i in 0..label_count {
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labels.insert(format!("label_{}", i), format!("value_{}", i));
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}
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let before = current_unix_nanos();
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let metric = create_metric(name.clone(), value, unit.clone(), labels.clone());
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let after = current_unix_nanos();
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prop_assert_eq!(metric.name, name);
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prop_assert_eq!(metric.value, value);
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prop_assert_eq!(metric.unit, unit);
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prop_assert_eq!(metric.labels, labels);
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// Timestamp should be within reasonable range
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prop_assert!(metric.timestamp_unix_nanos >= before);
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prop_assert!(metric.timestamp_unix_nanos <= after);
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}
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}
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/// Property: Metric values should handle all finite numbers
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proptest! {
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#[test]
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fn prop_metric_values_finite(
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value in prop::num::f64::POSITIVE | prop::num::f64::NEGATIVE
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) {
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prop_assume!(value.is_finite());
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let metric = create_metric(
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"test_metric".to_string(),
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value,
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"units".to_string(),
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HashMap::new()
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);
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prop_assert_eq!(metric.value, value);
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prop_assert!(metric.value.is_finite());
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}
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}
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}
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#[cfg(test)]
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// Database and encryption property tests removed - TLI is pure client
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#[cfg(test)]
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mod event_properties {
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use super::*;
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/// Property: Event IDs should be unique
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proptest! {
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#[test]
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fn prop_event_ids_unique(
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count in 1usize..1000
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) {
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let mut event_ids = std::collections::HashSet::new();
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for i in 0..count {
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let event = TliEvent {
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event_id: Uuid::new_v4().to_string(),
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event_type: EventType::MarketData,
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source_service: "test_service".to_string(),
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timestamp: current_unix_nanos() + i as i64,
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data: serde_json::json!({"index": i}),
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metadata: HashMap::new(),
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};
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prop_assert!(event_ids.insert(event.event_id.clone()), "Duplicate event ID");
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}
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prop_assert_eq!(event_ids.len(), count);
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}
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}
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|
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/// Property: Event timestamps should be reasonable
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proptest! {
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#[test]
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fn prop_event_timestamps_reasonable(
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event_type in prop::sample::select(vec![
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EventType::MarketData, EventType::OrderUpdate, EventType::RiskAlert
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]),
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source_service in "[a-z_]{1,20}",
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timestamp_offset in -3600i64..3600i64 // +/- 1 hour
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) {
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let base_timestamp = current_unix_nanos();
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let event_timestamp = base_timestamp + (timestamp_offset * 1_000_000_000); // Convert to nanos
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let event = TliEvent {
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event_id: Uuid::new_v4().to_string(),
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event_type,
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source_service,
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timestamp: event_timestamp,
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data: serde_json::json!({}),
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metadata: HashMap::new(),
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};
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// Timestamp should be within reasonable range
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let now = current_unix_nanos();
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let diff = (event.timestamp - now).abs();
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prop_assert!(diff < 7200 * 1_000_000_000, "Timestamp too far from current time"); // 2 hours
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}
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}
|
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|
/// Property: Event serialization should be reversible
|
|
proptest! {
|
|
#[test]
|
|
fn prop_event_serialization_reversible(
|
|
event_type in prop::sample::select(vec![
|
|
EventType::MarketData, EventType::OrderUpdate, EventType::RiskAlert,
|
|
EventType::SystemStatus, EventType::ConfigChange, EventType::Metrics
|
|
]),
|
|
source_service in "[a-z_]{1,20}",
|
|
symbol in "[A-Z]{1,5}",
|
|
price in 0.01f64..10000.0
|
|
) {
|
|
let event = TliEvent {
|
|
event_id: Uuid::new_v4().to_string(),
|
|
event_type,
|
|
source_service,
|
|
timestamp: current_unix_nanos(),
|
|
data: serde_json::json!({
|
|
"symbol": symbol,
|
|
"price": price
|
|
}),
|
|
metadata: HashMap::from([
|
|
("test_key".to_string(), "test_value".to_string())
|
|
]),
|
|
};
|
|
|
|
// Serialize to JSON
|
|
let serialized = serde_json::to_string(&event)?;
|
|
|
|
// Deserialize back
|
|
let deserialized: TliEvent = serde_json::from_str(&serialized)?;
|
|
|
|
prop_assert_eq!(event.event_id, deserialized.event_id);
|
|
prop_assert_eq!(event.source_service, deserialized.source_service);
|
|
prop_assert_eq!(event.timestamp, deserialized.timestamp);
|
|
prop_assert_eq!(event.data, deserialized.data);
|
|
prop_assert_eq!(event.metadata, deserialized.metadata);
|
|
|
|
Ok(()) as TliResult<()>
|
|
}
|
|
}
|
|
}
|
|
|
|
#[cfg(test)]
|
|
mod client_configuration_properties {
|
|
use super::*;
|
|
|
|
/// Property: Trading client config should validate properly
|
|
proptest! {
|
|
#[test]
|
|
fn prop_trading_config_validation(
|
|
request_timeout_ms in 100u64..30000,
|
|
max_order_size in 1.0f64..10000000.0,
|
|
min_order_size in 0.001f64..1.0,
|
|
var_confidence in 0.9f64..0.999
|
|
) {
|
|
let config = TradingClientConfig {
|
|
service_name: "test_service".to_string(),
|
|
request_timeout: Duration::from_millis(request_timeout_ms),
|
|
order_validation: OrderValidationConfig {
|
|
enable_pre_validation: true,
|
|
max_order_size,
|
|
min_order_size,
|
|
validate_symbols: true,
|
|
validate_market_hours: true,
|
|
},
|
|
risk_management: RiskManagementConfig {
|
|
enable_risk_monitoring: true,
|
|
max_position_exposure: 1000000.0,
|
|
var_confidence_level: var_confidence,
|
|
alert_thresholds: Default::default(),
|
|
enable_position_limits: true,
|
|
},
|
|
market_data: Default::default(),
|
|
monitoring: Default::default(),
|
|
event_streaming: Default::default(),
|
|
};
|
|
|
|
// Config should be internally consistent
|
|
prop_assert!(config.order_validation.max_order_size >= config.order_validation.min_order_size);
|
|
prop_assert!(config.request_timeout.as_millis() >= 100);
|
|
prop_assert!(config.risk_management.var_confidence_level >= 0.9);
|
|
prop_assert!(config.risk_management.var_confidence_level < 1.0);
|
|
}
|
|
}
|
|
|
|
/// Property: Connection config should have reasonable timeouts
|
|
proptest! {
|
|
#[test]
|
|
fn prop_connection_config_timeouts(
|
|
timeout_ms in 100u64..60000,
|
|
max_retries in 0u32..10,
|
|
retry_delay_ms in 10u64..5000
|
|
) {
|
|
let config = ConnectionConfig {
|
|
endpoint: "http://localhost:50051".to_string(),
|
|
timeout: Duration::from_millis(timeout_ms),
|
|
max_retries,
|
|
retry_delay: Duration::from_millis(retry_delay_ms),
|
|
enable_tls: false,
|
|
enable_health_check: true,
|
|
health_check_interval: Duration::from_secs(30),
|
|
pool_size: 5,
|
|
idle_timeout: Duration::from_secs(300),
|
|
..Default::default()
|
|
};
|
|
|
|
// Timeouts should be reasonable
|
|
prop_assert!(config.timeout.as_millis() >= 100);
|
|
prop_assert!(config.timeout.as_millis() <= 60000);
|
|
prop_assert!(config.retry_delay.as_millis() >= 10);
|
|
prop_assert!(config.retry_delay.as_millis() <= 5000);
|
|
prop_assert!(config.max_retries <= 10);
|
|
}
|
|
}
|
|
}
|
|
|
|
#[cfg(test)]
|
|
mod market_data_properties {
|
|
use super::*;
|
|
|
|
/// Property: Market data snapshots should have consistent bid/ask spreads
|
|
proptest! {
|
|
#[test]
|
|
fn prop_market_data_spread_consistency(
|
|
symbol in "[A-Z]{1,5}",
|
|
mid_price in 1.0f64..1000.0,
|
|
spread in 0.01f64..10.0,
|
|
volume in 1u64..1000000
|
|
) {
|
|
let bid_price = mid_price - (spread / 2.0);
|
|
let ask_price = mid_price + (spread / 2.0);
|
|
|
|
let snapshot = MarketDataSnapshot {
|
|
symbol: symbol.clone(),
|
|
last_price: Some(mid_price),
|
|
bid_price: Some(bid_price),
|
|
ask_price: Some(ask_price),
|
|
bid_size: Some(volume),
|
|
ask_size: Some(volume),
|
|
volume: Some(volume),
|
|
timestamp: std::time::Instant::now(),
|
|
};
|
|
|
|
prop_assert_eq!(snapshot.symbol, symbol);
|
|
prop_assert!(snapshot.bid_price.unwrap() < snapshot.ask_price.unwrap());
|
|
|
|
let actual_spread = snapshot.ask_price.unwrap() - snapshot.bid_price.unwrap();
|
|
prop_assert!((actual_spread - spread).abs() < 0.001);
|
|
|
|
// Last price should be within bid/ask range (approximately)
|
|
let last = snapshot.last_price.unwrap();
|
|
prop_assert!(last >= bid_price - 0.01);
|
|
prop_assert!(last <= ask_price + 0.01);
|
|
}
|
|
}
|
|
|
|
/// Property: Market data should have reasonable volumes
|
|
proptest! {
|
|
#[test]
|
|
fn prop_market_data_volume_reasonable(
|
|
bid_size in 1u64..100000,
|
|
ask_size in 1u64..100000,
|
|
volume in 0u64..10000000
|
|
) {
|
|
let snapshot = MarketDataSnapshot {
|
|
symbol: "TEST".to_string(),
|
|
last_price: Some(100.0),
|
|
bid_price: Some(99.95),
|
|
ask_price: Some(100.05),
|
|
bid_size: Some(bid_size),
|
|
ask_size: Some(ask_size),
|
|
volume: Some(volume),
|
|
timestamp: std::time::Instant::now(),
|
|
};
|
|
|
|
prop_assert!(snapshot.bid_size.unwrap() > 0);
|
|
prop_assert!(snapshot.ask_size.unwrap() > 0);
|
|
prop_assert!(snapshot.volume.unwrap() >= 0);
|
|
}
|
|
}
|
|
}
|
|
|
|
// Property test configuration and utilities
|
|
#[cfg(test)]
|
|
mod property_test_config {
|
|
use super::*;
|
|
use proptest::test_runner::{Config, TestCaseResult, TestRunner};
|
|
|
|
/// Custom property test configuration for performance-critical tests
|
|
pub fn high_performance_config() -> Config {
|
|
Config {
|
|
cases: 10000, // More test cases for critical paths
|
|
max_shrink_iters: 1000,
|
|
timeout: 30000, // 30 second timeout
|
|
..Config::default()
|
|
}
|
|
}
|
|
|
|
/// Custom property test configuration for database tests
|
|
pub fn database_config() -> Config {
|
|
Config {
|
|
cases: 1000, // Fewer cases due to I/O overhead
|
|
max_shrink_iters: 100,
|
|
timeout: 60000, // 60 second timeout for I/O
|
|
..Config::default()
|
|
}
|
|
}
|
|
|
|
/// Property test for stress testing with custom config
|
|
#[test]
|
|
fn stress_test_order_validation() {
|
|
let mut runner = TestRunner::new(high_performance_config());
|
|
|
|
runner
|
|
.run(
|
|
&("[A-Z]{1,5}", 0.01f64..1000000.0, 0.01f64..10000.0),
|
|
|(symbol, quantity, price)| {
|
|
// Validate order components
|
|
validate_symbol(&symbol)?;
|
|
validate_quantity(quantity)?;
|
|
validate_price(price)?;
|
|
|
|
Ok(())
|
|
},
|
|
)
|
|
.unwrap();
|
|
}
|
|
|
|
/// Property test for database operations with custom config
|
|
#[test]
|
|
fn stress_test_database_operations() {
|
|
// Database stress tests removed - TLI is pure client
|
|
let mut runner = TestRunner::new(database_config());
|
|
// Use runner for other non-database tests if needed
|
|
}
|
|
}
|
|
|
|
// Performance-oriented property tests
|
|
#[cfg(test)]
|
|
mod performance_properties {
|
|
use super::*;
|
|
use std::time::Instant;
|
|
|
|
/// Property: Order validation should complete within time bounds
|
|
proptest! {
|
|
#[test]
|
|
fn prop_order_validation_performance(
|
|
symbol in "[A-Z]{1,5}",
|
|
quantity in 1.0f64..1000.0,
|
|
price in 1.0f64..500.0
|
|
) {
|
|
let start = Instant::now();
|
|
|
|
let _symbol_valid = validate_symbol(&symbol);
|
|
let _quantity_valid = validate_quantity(quantity);
|
|
let _price_valid = validate_price(price);
|
|
|
|
let duration = start.elapsed();
|
|
|
|
// Should complete in under 10 microseconds
|
|
prop_assert!(duration.as_micros() < 10, "Validation too slow: {:?}", duration);
|
|
}
|
|
}
|
|
|
|
/// Property: Type conversions should be fast
|
|
proptest! {
|
|
#[test]
|
|
fn prop_type_conversion_performance(
|
|
side in prop::sample::select(vec![OrderSide::Buy, OrderSide::Sell]),
|
|
order_type in prop::sample::select(vec![OrderType::Market, OrderType::Limit])
|
|
) {
|
|
let start = Instant::now();
|
|
|
|
let side_str = order_side_to_string(side);
|
|
let _side_back = string_to_order_side(&side_str);
|
|
|
|
let type_str = order_type_to_string(order_type);
|
|
let _type_back = string_to_order_type(&type_str);
|
|
|
|
let duration = start.elapsed();
|
|
|
|
// Should complete in under 1 microsecond
|
|
prop_assert!(duration.as_nanos() < 1000, "Type conversion too slow: {:?}", duration);
|
|
}
|
|
}
|
|
|
|
/// Property: Timestamp operations should be extremely fast
|
|
#[test]
|
|
fn prop_timestamp_performance() {
|
|
let start = Instant::now();
|
|
|
|
let _timestamp = current_unix_nanos();
|
|
let system_time = unix_nanos_to_system_time(1_000_000_000);
|
|
let _converted = system_time_to_unix_nanos(system_time);
|
|
|
|
let duration = start.elapsed();
|
|
|
|
// Should complete in under 500 nanoseconds
|
|
assert!(
|
|
duration.as_nanos() < 500,
|
|
"Timestamp ops too slow: {:?}",
|
|
duration
|
|
);
|
|
}
|
|
}
|