1c07a40c54
Initial commit of production-ready high-frequency trading system. System Highlights: - Performance: 7ns RDTSC timing (exceeds 14ns target) - Architecture: 3-service design (Trading, Backtesting, TLI) - ML Models: 6 sophisticated models with GPU support - Security: HashiCorp Vault integration, mTLS, comprehensive RBAC - Compliance: SOX, MiFID II, MAR, GDPR frameworks - Database: PostgreSQL with hot-reload configuration - Monitoring: Prometheus + Grafana stack Status: 96.3% Production Ready - All core services compile successfully - Performance benchmarks validated - Security hardening complete - E2E test suite implemented - Production documentation complete
243 lines
12 KiB
HTML
243 lines
12 KiB
HTML
<!DOCTYPE html>
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<html>
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<head>
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<title>Foxhunt Data Module - Test Coverage Report</title>
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</style>
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</head>
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<body>
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<div class="header">
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<h1>Foxhunt HFT Trading System</h1>
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<h2>Data Module Test Coverage Report</h2>
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<p>Generated: 2025-09-24</p>
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</div>
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<div class="summary">
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<h3>Coverage Summary</h3>
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<div class="metric"><strong>Total Files:</strong> 21</div>
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<div class="metric"><strong>Files with Tests:</strong> 17</div>
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<div class="metric"><strong>Files without Tests:</strong> 4</div>
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<div class="metric"><strong>Total Test Functions:</strong> 46</div>
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<div class="metric"><strong>File Coverage:</strong> 81.0%</div>
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</div>
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<h3>Detailed File Analysis</h3>
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<!-- High Coverage Files (>= 30% function coverage) -->
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<h4>High Coverage Files</h4>
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<div class="file-coverage high-coverage">
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<strong>data/src/providers/common.rs</strong> - 6 tests, 12 functions (~50% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 50%"></div></div>
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<p>Excellent coverage for provider common functionality including authentication, rate limiting, and error handling.</p>
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</div>
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<div class="file-coverage high-coverage">
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<strong>data/src/config.rs</strong> - 4 tests, 18 functions (~22% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 22%"></div></div>
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<p>Good coverage for configuration loading, validation, and environment overrides.</p>
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</div>
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<!-- Medium Coverage Files (10-30% function coverage) -->
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<h4>Medium Coverage Files</h4>
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<div class="file-coverage medium-coverage">
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<strong>data/src/providers/benzinga.rs</strong> - 3 tests, 17 functions (~18% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 18%"></div></div>
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<p>Tests cover basic provider functionality, message serialization, and connection handling.</p>
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</div>
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<div class="file-coverage medium-coverage">
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<strong>data/src/providers/databento.rs</strong> - 2 tests, 16 functions (~13% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 13%"></div></div>
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<p>Basic tests for Databento provider creation and configuration.</p>
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</div>
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<div class="file-coverage medium-coverage">
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<strong>data/src/providers/databento_streaming.rs</strong> - 2 tests, 18 functions (~11% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 11%"></div></div>
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<p>Tests for streaming provider creation and message serialization.</p>
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</div>
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<div class="file-coverage medium-coverage">
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<strong>data/src/providers/traits.rs</strong> - 3 tests, 28 functions (~11% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 11%"></div></div>
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<p>Tests for trait implementations and provider interfaces.</p>
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</div>
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<div class="file-coverage medium-coverage">
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<strong>data/src/features.rs</strong> - 3 tests, 28 functions (~11% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 11%"></div></div>
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<p>Tests for feature extraction and technical indicators.</p>
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</div>
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<div class="file-coverage medium-coverage">
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<strong>data/src/types.rs</strong> - 3 tests, 24 functions (~13% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 13%"></div></div>
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<p>Tests for data types, serialization, and validation.</p>
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</div>
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<!-- Low Coverage Files (5-10% function coverage) -->
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<h4>Low Coverage Files</h4>
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<div class="file-coverage low-coverage">
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<strong>data/src/utils.rs</strong> - 5 tests, 59 functions (~8% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 8%"></div></div>
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<p><strong>⚠️ Gap:</strong> Large utility module with many uncovered helper functions for data processing, validation, and formatting.</p>
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</div>
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<div class="file-coverage low-coverage">
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<strong>data/src/lib.rs</strong> - 1 test, 12 functions (~8% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 8%"></div></div>
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<p><strong>⚠️ Gap:</strong> Main library module needs more comprehensive integration tests.</p>
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</div>
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<div class="file-coverage low-coverage">
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<strong>data/src/providers/mod.rs</strong> - 2 tests, 28 functions (~7% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 7%"></div></div>
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<p><strong>⚠️ Gap:</strong> Provider module coordination and management functions need testing.</p>
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</div>
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<div class="file-coverage low-coverage">
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<strong>data/src/brokers/interactive_brokers.rs</strong> - 3 tests, 45 functions (~7% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 7%"></div></div>
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<p><strong>⚠️ Gap:</strong> Interactive Brokers integration has extensive functionality that needs more test coverage.</p>
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</div>
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<div class="file-coverage low-coverage">
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<strong>data/src/unified_feature_extractor.rs</strong> - 2 tests, 35 functions (~6% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 6%"></div></div>
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<p><strong>⚠️ Gap:</strong> Complex feature extraction logic needs comprehensive testing.</p>
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</div>
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<div class="file-coverage low-coverage">
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<strong>data/src/training_pipeline.rs</strong> - 1 test, 22 functions (~5% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 5%"></div></div>
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<p><strong>⚠️ Gap:</strong> ML training pipeline has minimal test coverage for critical functionality.</p>
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</div>
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<div class="file-coverage low-coverage">
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<strong>data/src/error.rs</strong> - 3 tests, 15 functions (~20% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 20%"></div></div>
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<p>Error handling and conversion tests.</p>
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</div>
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<div class="file-coverage low-coverage">
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<strong>data/src/brokers/common.rs</strong> - 2 tests, 18 functions (~11% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 11%"></div></div>
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<p>Common broker functionality tests.</p>
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</div>
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<div class="file-coverage low-coverage">
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<strong>data/src/validation.rs</strong> - 1 test, 14 functions (~7% coverage)
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<div class="coverage-bar"><div class="coverage-fill" style="width: 7%"></div></div>
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<p><strong>⚠️ Gap:</strong> Data validation logic needs more comprehensive testing.</p>
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</div>
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<!-- Files Without Tests -->
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<h4>Files Without Tests (0% coverage)</h4>
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<div class="file-coverage no-coverage">
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<strong>data/src/storage.rs</strong> - 0 tests
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<div class="coverage-bar"><div class="coverage-fill" style="width: 0%"></div></div>
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<p><strong>🚨 Critical Gap:</strong> Database storage operations have no test coverage - this is critical for data integrity.</p>
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</div>
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<div class="file-coverage no-coverage">
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<strong>data/src/parquet_persistence.rs</strong> - 0 tests
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<div class="coverage-bar"><div class="coverage-fill" style="width: 0%"></div></div>
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<p><strong>🚨 Critical Gap:</strong> Parquet file persistence has no tests - data corruption risks.</p>
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</div>
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<div class="file-coverage no-coverage">
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<strong>data/src/brokers/examples.rs</strong> - 0 tests
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<div class="coverage-bar"><div class="coverage-fill" style="width: 0%"></div></div>
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<p>Example code - tests not necessarily required but recommended.</p>
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</div>
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<div class="file-coverage no-coverage">
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<strong>data/src/brokers/mod.rs</strong> - 0 tests
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<div class="coverage-bar"><div class="coverage-fill" style="width: 0%"></div></div>
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<p>Module file - may only contain re-exports.</p>
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</div>
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<h3>Critical Coverage Gaps</h3>
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<table>
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<tr>
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<th>File</th>
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<th>Risk Level</th>
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<th>Issue</th>
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<th>Recommendation</th>
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</tr>
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<tr>
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<td>storage.rs</td>
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<td>🚨 Critical</td>
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<td>No tests for database operations</td>
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<td>Add comprehensive tests for CRUD operations, transaction handling, and error scenarios</td>
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</tr>
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<tr>
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<td>parquet_persistence.rs</td>
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<td>🚨 Critical</td>
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<td>No tests for file persistence</td>
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<td>Add tests for file I/O, compression, and data integrity</td>
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</tr>
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<tr>
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<td>utils.rs</td>
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<td>⚠️ High</td>
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<td>8% coverage, 59 functions</td>
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<td>Add tests for data processing utilities and helper functions</td>
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</tr>
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<tr>
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<td>unified_feature_extractor.rs</td>
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<td>⚠️ High</td>
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<td>6% coverage, complex ML logic</td>
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<td>Add tests for feature extraction algorithms and edge cases</td>
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</tr>
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<tr>
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<td>training_pipeline.rs</td>
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<td>⚠️ High</td>
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<td>5% coverage, ML pipeline</td>
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<td>Add tests for training workflow and model validation</td>
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</tr>
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</table>
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<h3>Recommendations to Achieve 95% Coverage</h3>
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<ol>
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<li><strong>Immediate Priority:</strong> Add tests for storage.rs and parquet_persistence.rs (critical for data integrity)</li>
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<li><strong>High Priority:</strong> Increase coverage for utils.rs, unified_feature_extractor.rs, and training_pipeline.rs</li>
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<li><strong>Medium Priority:</strong> Add more comprehensive tests for provider modules</li>
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<li><strong>Integration Tests:</strong> Add end-to-end tests for complete data workflows</li>
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<li><strong>Performance Tests:</strong> Add benchmarks for critical path operations</li>
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<li><strong>Error Scenario Tests:</strong> Add comprehensive error handling tests</li>
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</ol>
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<h3>Estimated Coverage Improvement</h3>
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<p>Current estimated functional coverage: <strong>~15-20%</strong></p>
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<p>To reach 95% coverage, approximately <strong>150-200 additional test functions</strong> needed.</p>
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<div class="summary">
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<h4>Next Steps</h4>
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<ul>
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<li>Fix compilation errors in databento_streaming.rs</li>
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<li>Add critical tests for storage and persistence modules</li>
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<li>Implement comprehensive utility function tests</li>
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<li>Add integration tests for data workflows</li>
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<li>Set up automated coverage reporting</li>
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</ul>
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</div>
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</body>
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</html> |