Move 17 library crates into crates/, CLI binary into bin/fxt, consolidate 10 test crates into testing/, split config crate from deployment config files. Root directory reduced from 38+ to ~17 directories. All Cargo.toml paths and build.rs proto refs updated. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
568 lines
18 KiB
Rust
568 lines
18 KiB
Rust
//! Integration tests for database-backed configuration
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//!
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//! These tests verify that the DatabaseConfigLoader correctly loads
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//! configurations from PostgreSQL and that the migration seed data
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//! creates valid configurations.
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//!
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//! ## Prerequisites
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//! - PostgreSQL database running
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//! - Migrations 015 and 016 applied
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//! - Database connection string in DATABASE_URL environment variable
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//!
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//! ## Test Coverage
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//! - Load production, development, and aggressive strategies
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//! - Validate configuration parameters
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//! - Test hot-reload notifications
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#![allow(unused_crate_dependencies)]
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//! - Verify model and feature associations
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#![cfg(feature = "postgres")]
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use adaptive_strategy::config_types::{
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AdaptiveStrategyConfig, ExecutionAlgorithm, PositionSizingMethod, RegimeDetectionMethod,
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};
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use adaptive_strategy::database_loader::DatabaseConfigLoader;
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use std::env;
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/// Helper to get database URL from environment
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fn get_database_url() -> String {
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env::var("DATABASE_URL").unwrap_or_else(|_| {
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"postgresql://postgres:postgres@localhost:5432/foxhunt_test".to_string()
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})
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}
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/// Helper to create a DatabaseConfigLoader for testing
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async fn create_loader() -> DatabaseConfigLoader {
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let url = get_database_url();
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DatabaseConfigLoader::new(&url)
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.await
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.expect("Failed to create DatabaseConfigLoader")
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}
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// ============================================================================
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// CONFIGURATION LOADING TESTS
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// ============================================================================
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#[tokio::test]
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async fn test_load_production_config() {
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let loader = create_loader().await;
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let config = loader
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.load_config("default-production")
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.await
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.expect("Failed to load config")
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.expect("Production config not found");
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// Verify basic metadata
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assert_eq!(config.strategy_id, "default-production");
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assert_eq!(config.name, "Production Default Strategy");
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// Verify conservative production values
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assert_eq!(config.general.execution_interval.as_millis(), 100);
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assert_eq!(config.general.max_concurrent_operations, 10);
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// Verify conservative risk settings
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assert_eq!(config.risk.max_position_size, 0.05); // 5%
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assert_eq!(config.risk.max_leverage, 1.5);
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assert_eq!(config.risk.kelly_fraction, 0.25);
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assert_eq!(
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config.risk.position_sizing_method,
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PositionSizingMethod::Kelly
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);
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// Verify ensemble settings
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assert_eq!(config.ensemble.max_parallel_models, 4);
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assert_eq!(config.ensemble.min_model_weight, 0.01);
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assert_eq!(config.ensemble.max_model_weight, 0.50);
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// Verify execution settings
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assert_eq!(config.execution.algorithm, ExecutionAlgorithm::TWAP);
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assert_eq!(config.execution.max_order_size, 10000.0);
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assert!(config.execution.smart_routing_enabled);
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// Verify regime detection
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assert_eq!(config.regime.detection_method, RegimeDetectionMethod::HMM);
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assert_eq!(config.regime.lookback_window, 252);
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// Verify models loaded
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assert!(!config.models.is_empty(), "No models loaded");
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assert_eq!(config.models.len(), 3); // Production has 3 models
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// Verify model weights sum to approximately 1.0
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let total_weight: f64 = config.models.iter().map(|m| m.initial_weight).sum();
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assert!(
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(total_weight - 1.0).abs() < 0.01,
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"Model weights sum to {} (expected 1.0)",
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total_weight
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);
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// Verify features loaded
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assert!(!config.features.is_empty(), "No features loaded");
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}
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#[tokio::test]
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async fn test_load_development_config() {
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let loader = create_loader().await;
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let config = loader
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.load_config("development")
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.await
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.expect("Failed to load config")
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.expect("Development config not found");
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assert_eq!(config.strategy_id, "development");
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assert_eq!(config.name, "Development Strategy");
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// Verify permissive development settings
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assert_eq!(config.general.execution_interval.as_millis(), 50); // Faster
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assert_eq!(config.general.max_concurrent_operations, 20); // Higher concurrency
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// Verify higher risk limits
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assert_eq!(config.risk.max_position_size, 0.20); // 20% (higher)
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assert_eq!(config.risk.max_leverage, 3.0); // Higher leverage
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assert_eq!(config.risk.kelly_fraction, 0.50); // More aggressive
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// Verify more models
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assert_eq!(config.ensemble.max_parallel_models, 8);
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assert_eq!(config.models.len(), 5); // Development has 5 models
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// Verify execution algorithm
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assert_eq!(config.execution.algorithm, ExecutionAlgorithm::VWAP);
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// Verify regime detection method
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assert_eq!(
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config.regime.detection_method,
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RegimeDetectionMethod::Threshold
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);
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}
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#[tokio::test]
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async fn test_load_aggressive_config() {
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let loader = create_loader().await;
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let config = loader
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.load_config("aggressive")
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.await
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.expect("Failed to load config")
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.expect("Aggressive config not found");
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assert_eq!(config.strategy_id, "aggressive");
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assert_eq!(config.name, "Aggressive High-Frequency Strategy");
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// Verify HFT settings
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assert_eq!(config.general.execution_interval.as_millis(), 10); // 10ms HFT
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assert_eq!(config.general.max_concurrent_operations, 50); // Very high concurrency
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// Verify aggressive risk settings
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assert_eq!(config.risk.max_position_size, 0.15); // 15%
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assert_eq!(config.risk.kelly_fraction, 0.40);
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assert_eq!(
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config.risk.position_sizing_method,
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PositionSizingMethod::PPO
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);
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// Verify minimal ensemble for speed
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assert_eq!(config.ensemble.max_parallel_models, 2); // Only 2 for latency
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assert_eq!(config.models.len(), 2); // Aggressive has 2 models
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// Verify execution algorithm
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assert_eq!(config.execution.algorithm, ExecutionAlgorithm::IS);
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assert_eq!(config.execution.max_slippage_bps, 5.0); // Tight slippage
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// Verify regime detection
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assert_eq!(
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config.regime.detection_method,
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RegimeDetectionMethod::MLClassifier
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);
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assert_eq!(config.regime.lookback_window, 50); // Short window for HFT
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}
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#[tokio::test]
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async fn test_nonexistent_config() {
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let loader = create_loader().await;
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let result = loader
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.load_config("nonexistent-strategy")
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.await
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.expect("Should not error");
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assert!(
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result.is_none(),
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"Should return None for nonexistent strategy"
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);
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}
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// ============================================================================
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// VALIDATION TESTS
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// ============================================================================
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#[tokio::test]
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async fn test_production_config_validation() {
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let loader = create_loader().await;
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let config = loader
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.load_config("default-production")
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.await
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.expect("Failed to load")
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.expect("Config not found");
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// Validate should succeed for production config
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config
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.validate()
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.expect("Production config should be valid");
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}
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#[tokio::test]
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async fn test_development_config_validation() {
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let loader = create_loader().await;
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let config = loader
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.load_config("development")
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.await
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.expect("Failed to load")
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.expect("Config not found");
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config
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.validate()
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.expect("Development config should be valid");
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}
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#[tokio::test]
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async fn test_aggressive_config_validation() {
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let loader = create_loader().await;
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let config = loader
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.load_config("aggressive")
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.await
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.expect("Failed to load")
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.expect("Config not found");
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config
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.validate()
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.expect("Aggressive config should be valid");
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}
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// ============================================================================
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// MODEL CONFIGURATION TESTS
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// ============================================================================
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#[tokio::test]
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async fn test_production_models() {
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let loader = create_loader().await;
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let config = loader
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.load_config("default-production")
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.await
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.expect("Failed to load")
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.expect("Config not found");
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// Verify expected models
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let model_types: Vec<String> = config.models.iter().map(|m| m.model_type.clone()).collect();
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assert!(model_types.contains(&"mamba2".to_string()));
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assert!(model_types.contains(&"tlob".to_string()));
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assert!(model_types.contains(&"lstm".to_string()));
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// Verify all models are enabled
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for model in &config.models {
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assert!(model.enabled, "Model {} should be enabled", model.name);
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}
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// Verify model parameters are valid JSON
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for model in &config.models {
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assert!(
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model.parameters.is_object(),
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"Model {} should have object parameters",
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model.name
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);
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}
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}
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#[tokio::test]
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async fn test_development_models() {
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let loader = create_loader().await;
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let config = loader
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.load_config("development")
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.await
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.expect("Failed to load")
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.expect("Config not found");
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// Development should have more models
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assert_eq!(config.models.len(), 5);
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let model_types: Vec<String> = config.models.iter().map(|m| m.model_type.clone()).collect();
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// Verify comprehensive model set
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assert!(model_types.contains(&"mamba2".to_string()));
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assert!(model_types.contains(&"tlob".to_string()));
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assert!(model_types.contains(&"dqn".to_string()));
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assert!(model_types.contains(&"ppo".to_string()));
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assert!(model_types.contains(&"liquid".to_string()));
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}
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#[tokio::test]
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async fn test_aggressive_models() {
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let loader = create_loader().await;
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let config = loader
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.load_config("aggressive")
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.await
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.expect("Failed to load")
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.expect("Config not found");
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// Aggressive should have minimal models for speed
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assert_eq!(config.models.len(), 2);
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// Verify HFT-optimized models
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let model_types: Vec<String> = config.models.iter().map(|m| m.model_type.clone()).collect();
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assert!(model_types.contains(&"tlob".to_string()));
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assert!(model_types.contains(&"ppo".to_string()));
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// Verify weights favor TLOB (60/40 split)
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let tlob_model = config
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.models
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.iter()
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.find(|m| m.model_type == "tlob")
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.expect("TLOB model not found");
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assert_eq!(tlob_model.initial_weight, 0.60);
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}
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// ============================================================================
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// FEATURE CONFIGURATION TESTS
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// ============================================================================
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#[tokio::test]
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async fn test_production_features() {
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let loader = create_loader().await;
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let config = loader
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.load_config("default-production")
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.await
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.expect("Failed to load")
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.expect("Config not found");
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// Verify core features present
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let feature_names: Vec<String> = config.features.iter().map(|f| f.name.clone()).collect();
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assert!(feature_names.contains(&"vpin".to_string()));
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assert!(feature_names.contains(&"order_flow".to_string()));
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assert!(feature_names.contains(&"bid_ask_spread".to_string()));
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assert!(feature_names.contains(&"volatility".to_string()));
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// Verify required features
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let required_features: Vec<&str> = config
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.features
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.iter()
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.filter(|f| f.required)
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.map(|f| f.name.as_str())
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.collect();
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assert!(
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!required_features.is_empty(),
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"Should have at least one required feature"
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);
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assert!(required_features.contains(&"vpin"));
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}
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#[tokio::test]
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async fn test_development_features() {
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let loader = create_loader().await;
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let config = loader
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.load_config("development")
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.await
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.expect("Failed to load")
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.expect("Config not found");
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// Development should have more features
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assert!(
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config.features.len() >= 6,
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"Development should have at least 6 features"
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);
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let feature_names: Vec<String> = config.features.iter().map(|f| f.name.clone()).collect();
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// Verify extended feature set
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assert!(feature_names.contains(&"vpin".to_string()));
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assert!(feature_names.contains(&"depth_imbalance".to_string()));
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assert!(feature_names.contains(&"rsi".to_string()));
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assert!(feature_names.contains(&"macd".to_string()));
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}
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#[tokio::test]
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async fn test_aggressive_features() {
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let loader = create_loader().await;
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let config = loader
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.load_config("aggressive")
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.await
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.expect("Failed to load")
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.expect("Config not found");
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// Aggressive should have minimal features for speed
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assert_eq!(config.features.len(), 3);
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let feature_names: Vec<String> = config.features.iter().map(|f| f.name.clone()).collect();
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// Verify minimal feature set
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assert!(feature_names.contains(&"vpin".to_string()));
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assert!(feature_names.contains(&"bid_ask_spread".to_string()));
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assert!(feature_names.contains(&"volatility".to_string()));
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}
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// ============================================================================
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// HOT-RELOAD TESTS
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// ============================================================================
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#[tokio::test]
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async fn test_hot_reload_notification() {
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// This test would verify PostgreSQL NOTIFY/LISTEN hot-reload
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// Ignored by default as it requires full database setup
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let loader = create_loader().await;
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// TODO: Implement hot-reload test
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// 1. Listen for notifications
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// 2. Update configuration in database
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// 3. Verify notification received
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// 4. Reload configuration
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// 5. Verify new values loaded
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let _config = loader
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.load_config("default-production")
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.await
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.expect("Failed to load");
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// Placeholder for actual hot-reload test
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}
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// ============================================================================
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// COMPARISON TESTS
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// ============================================================================
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#[tokio::test]
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async fn test_strategy_comparison() {
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let loader = create_loader().await;
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let production = loader
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.load_config("default-production")
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.await
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.expect("Failed to load")
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.expect("Production not found");
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let development = loader
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.load_config("development")
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.await
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.expect("Failed to load")
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.expect("Development not found");
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let aggressive = loader
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.load_config("aggressive")
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.await
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.expect("Failed to load")
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.expect("Aggressive not found");
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// Verify execution intervals increase in speed: production > development > aggressive
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assert!(
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production.general.execution_interval > development.general.execution_interval,
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"Production should be slower than development"
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);
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assert!(
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development.general.execution_interval > aggressive.general.execution_interval,
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"Development should be slower than aggressive"
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);
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// Verify risk increases: production < development
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assert!(
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production.risk.max_position_size < development.risk.max_position_size,
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"Production should have lower position size than development"
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);
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// Verify model count decreases for speed: development > production > aggressive
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assert!(
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development.models.len() > production.models.len(),
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"Development should have more models than production"
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);
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assert!(
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production.models.len() > aggressive.models.len(),
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"Production should have more models than aggressive"
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);
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}
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// ============================================================================
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// ERROR HANDLING TESTS
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// ============================================================================
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#[tokio::test]
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async fn test_invalid_database_url() {
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let result = DatabaseConfigLoader::new("postgresql://invalid:5432/nonexistent").await;
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|
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assert!(
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result.is_err(),
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"Should fail to connect to invalid database"
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);
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}
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|
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#[tokio::test]
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async fn test_load_config_resilience() {
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let loader = create_loader().await;
|
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|
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// Test various invalid strategy IDs
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let invalid_ids = vec!["", " ", "INVALID", "123", "test-strategy-xyz"];
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for id in invalid_ids {
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let result = loader.load_config(id).await;
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match result {
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Ok(None) => {
|
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// Expected: strategy not found
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},
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Ok(Some(_)) => {
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panic!("Should not load config for invalid ID: {}", id);
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},
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Err(e) => {
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// Acceptable: database error for malformed ID
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eprintln!("Database error for ID '{}': {}", id, e);
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},
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}
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}
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}
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|
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// ============================================================================
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// HELPER TESTS
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// ============================================================================
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|
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#[tokio::test]
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async fn test_database_connection_reuse() {
|
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// Verify we can create multiple loaders and load configs
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let loader1 = create_loader().await;
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let loader2 = create_loader().await;
|
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|
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let config1 = loader1
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.load_config("default-production")
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.await
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.expect("Failed to load with loader1");
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|
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let config2 = loader2
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.load_config("default-production")
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.await
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.expect("Failed to load with loader2");
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|
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assert!(config1.is_some());
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assert!(config2.is_some());
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}
|
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|
|
#[test]
|
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fn test_config_type_conversions() {
|
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// Test enum conversions
|
|
use adaptive_strategy::config_types::{
|
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ExecutionAlgorithm, PositionSizingMethod, RegimeDetectionMethod,
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};
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// PositionSizingMethod
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let kelly = PositionSizingMethod::from_str("KELLY").expect("Failed to parse KELLY");
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assert_eq!(kelly, PositionSizingMethod::Kelly);
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assert_eq!(kelly.to_db_string(), "KELLY");
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// RegimeDetectionMethod
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let hmm = RegimeDetectionMethod::from_str("HMM").expect("Failed to parse HMM");
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|
assert_eq!(hmm, RegimeDetectionMethod::HMM);
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|
assert_eq!(hmm.to_db_string(), "HMM");
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|
|
|
// ExecutionAlgorithm
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|
let twap = ExecutionAlgorithm::from_str("TWAP").expect("Failed to parse TWAP");
|
|
assert_eq!(twap, ExecutionAlgorithm::TWAP);
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|
assert_eq!(twap.to_db_string(), "TWAP");
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|
}
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