- Fixed all FromPrimitive imports across codebase - Resolved all common::types import paths (219+ files) - Fixed Volume constructor issues (type alias vs struct) - Resolved all E0308 type mismatches - Fixed ExecutionReport and BrokerError imports - Added missing Price arithmetic assignment traits - Fixed Decimal to_f64 method calls with ToPrimitive - Eliminated all re-exports per architectural rules Errors reduced from 436 to 106 - 76% reduction achieved
204 lines
6.1 KiB
Rust
204 lines
6.1 KiB
Rust
//! Test helper utilities and common functions
|
|
|
|
use chrono::{DateTime, Utc};
|
|
use std::collections::HashMap;
|
|
use trading_engine::prelude::TradingOrder;
|
|
use common::*;
|
|
|
|
// Generate a simple test ID instead of using uuid
|
|
fn generate_test_id() -> String {
|
|
use std::sync::atomic::{AtomicU64, Ordering};
|
|
static COUNTER: AtomicU64 = AtomicU64::new(1);
|
|
format!("TEST_{}", COUNTER.fetch_add(1, Ordering::SeqCst))
|
|
}
|
|
|
|
/// Create a test TradingOrder with all required fields
|
|
pub fn create_test_order(
|
|
symbol: &str,
|
|
side: Side,
|
|
quantity: Decimal,
|
|
price: Decimal,
|
|
) -> TradingOrder {
|
|
TradingOrder {
|
|
id: generate_test_id().into(),
|
|
symbol: symbol.to_string(),
|
|
side,
|
|
order_type: OrderType::Limit,
|
|
quantity,
|
|
price,
|
|
time_in_force: TimeInForce::Day,
|
|
metadata: HashMap::new(),
|
|
created_at: Utc::now(),
|
|
submitted_at: None,
|
|
executed_at: None,
|
|
status: OrderStatus::Created,
|
|
fill_quantity: Decimal::ZERO,
|
|
average_fill_price: None,
|
|
}
|
|
}
|
|
|
|
/// Create a test MarketEvent with all required fields
|
|
pub fn create_test_market_event(symbol: &str, price: Decimal) -> MarketEvent {
|
|
MarketEvent::Trade {
|
|
symbol: Symbol::new(symbol.to_string()),
|
|
price: Price::from_decimal(price),
|
|
size: Quantity::from_decimal(Decimal::from(100))
|
|
.unwrap_or(Quantity::from_decimal(Decimal::from(1)).unwrap()),
|
|
timestamp: Utc::now(),
|
|
side: None,
|
|
venue: Some("TEST_VENUE".to_string()),
|
|
trade_id: Some(format!("TRADE_{}", generate_test_id())),
|
|
}
|
|
}
|
|
|
|
/// Create test configuration with sensible defaults
|
|
pub fn create_test_config() -> TestConfig {
|
|
TestConfig {
|
|
initial_capital: Decimal::from(100000),
|
|
risk_free_rate: Decimal::new(2, 2), // 2%
|
|
enable_logging: false,
|
|
}
|
|
}
|
|
|
|
#[derive(Debug, Clone)]
|
|
pub struct TestConfig {
|
|
pub initial_capital: Decimal,
|
|
pub risk_free_rate: Decimal,
|
|
pub enable_logging: bool,
|
|
}
|
|
|
|
impl Default for TestConfig {
|
|
fn default() -> Self {
|
|
create_test_config()
|
|
}
|
|
}
|
|
|
|
/// Mock implementations for testing
|
|
pub mod mock_implementations {
|
|
use std::collections::HashMap;
|
|
use std::sync::{Arc, Mutex};
|
|
use std::time::{Duration, Instant};
|
|
|
|
/// Mock performance monitor for testing
|
|
#[derive(Debug, Clone)]
|
|
pub struct MockPerformanceMonitor {
|
|
stats: Arc<Mutex<PerformanceStats>>,
|
|
}
|
|
|
|
impl MockPerformanceMonitor {
|
|
pub fn new() -> Self {
|
|
Self {
|
|
stats: Arc::new(Mutex::new(PerformanceStats::default())),
|
|
}
|
|
}
|
|
|
|
pub fn record_operation(&self, operation: &str, duration: Duration) {
|
|
if let Ok(mut stats) = self.stats.lock() {
|
|
stats.operations_count += 1;
|
|
stats.total_duration += duration;
|
|
stats.average_latency = stats.total_duration / stats.operations_count as u32;
|
|
|
|
if duration > stats.max_latency {
|
|
stats.max_latency = duration;
|
|
}
|
|
if duration < stats.min_latency || stats.min_latency == Duration::ZERO {
|
|
stats.min_latency = duration;
|
|
}
|
|
|
|
stats
|
|
.operation_latencies
|
|
.insert(operation.to_string(), duration);
|
|
}
|
|
}
|
|
|
|
pub fn record_metric(
|
|
&self,
|
|
metric_name: &str,
|
|
value: f64,
|
|
unit: &str,
|
|
) -> Result<(), &'static str> {
|
|
// Convert the metric value to a duration based on the unit
|
|
let duration = match unit {
|
|
"ns" => Duration::from_nanos(value as u64),
|
|
"us" | "μs" => Duration::from_micros(value as u64),
|
|
"ms" => Duration::from_millis(value as u64),
|
|
"s" => Duration::from_secs(value as u64),
|
|
// Non-time units - convert to a mock duration representation
|
|
"ops/sec" | "orders/sec" | "ratio" | "ns/item" => {
|
|
// For non-time units, store as microseconds for simplicity
|
|
Duration::from_micros((value * 1000.0) as u64)
|
|
}
|
|
_ => Duration::from_nanos(1000), // Default fallback
|
|
};
|
|
|
|
self.record_operation(metric_name, duration);
|
|
Ok(())
|
|
}
|
|
|
|
pub fn get_stats(&self) -> PerformanceStats {
|
|
self.stats
|
|
.lock()
|
|
.unwrap_or_else(|_| panic!("Failed to lock stats"))
|
|
.clone()
|
|
}
|
|
|
|
pub fn reset(&self) {
|
|
if let Ok(mut stats) = self.stats.lock() {
|
|
*stats = PerformanceStats::default();
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Default for MockPerformanceMonitor {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
|
|
/// Performance statistics for testing
|
|
#[derive(Debug, Clone)]
|
|
pub struct PerformanceStats {
|
|
pub operations_count: u64,
|
|
pub total_duration: Duration,
|
|
pub average_latency: Duration,
|
|
pub min_latency: Duration,
|
|
pub max_latency: Duration,
|
|
pub operation_latencies: HashMap<String, Duration>,
|
|
}
|
|
|
|
impl Default for PerformanceStats {
|
|
fn default() -> Self {
|
|
Self {
|
|
operations_count: 0,
|
|
total_duration: Duration::ZERO,
|
|
average_latency: Duration::ZERO,
|
|
min_latency: Duration::ZERO,
|
|
max_latency: Duration::ZERO,
|
|
operation_latencies: HashMap::new(),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl PerformanceStats {
|
|
pub fn throughput_per_second(&self) -> f64 {
|
|
if self.total_duration.as_secs_f64() > 0.0 {
|
|
self.operations_count as f64 / self.total_duration.as_secs_f64()
|
|
} else {
|
|
0.0
|
|
}
|
|
}
|
|
|
|
pub fn average_latency_micros(&self) -> u64 {
|
|
self.average_latency.as_micros() as u64
|
|
}
|
|
|
|
pub fn max_latency_micros(&self) -> u64 {
|
|
self.max_latency.as_micros() as u64
|
|
}
|
|
|
|
pub fn min_latency_micros(&self) -> u64 {
|
|
self.min_latency.as_micros() as u64
|
|
}
|
|
}
|
|
}
|