foxhunt/tests/performance_and_stress_tests.rs

//! Comprehensive Performance and Stress Tests
//!
//! This test suite provides performance benchmarking and stress testing
//! for critical components of the Foxhunt HFT system.
#![allow(unused_crate_dependencies)]

use std::sync::atomic::{AtomicU64, Ordering};
use std::sync::Arc;
use std::time::Instant;
use std::collections::HashMap;
use tokio::sync::RwLock;

// Import common types
use common::{OrderId, OrderSide, OrderStatus, OrderType, TimeInForce};
use rust_decimal::Decimal;
use chrono::Utc;

// Import trading engine modules with correct paths
use trading_engine::timing::{HardwareTimestamp, calibrate_tsc};
use trading_engine::simd::{SimdPriceOps, AlignedPrices, AlignedVolumes};
use trading_engine::lockfree::{LockFreeRingBuffer, HftMessage};
use trading_engine::trading::order_manager::OrderManager;
use trading_engine::trading_operations::TradingOrder;

#[cfg(test)]
mod performance_and_stress_tests {
    use super::*;

    // ========================================================================
    // High-Frequency Trading Performance Tests
    // ========================================================================

    #[tokio::test]
    async fn test_order_processing_latency_target() {
        let order_manager = OrderManager::new();
        let iterations = 1_000;

        // Try to calibrate TSC, but don't fail if it doesn't work
        let _ = calibrate_tsc();

        let mut latencies_ns = Vec::with_capacity(iterations);

        // Warm up
        for _ in 0..100 {
            let order = create_test_order();
            order_manager.add_order(order).await;
        }

        // Benchmark order processing latency
        for i in 0..iterations {
            let order = create_test_order_with_id(i);

            let start_time = HardwareTimestamp::now();
            order_manager.add_order(order).await;
            let end_time = HardwareTimestamp::now();

            let latency_ns = end_time.latency_ns(&start_time);
            latencies_ns.push(latency_ns);
        }

        // Calculate percentiles
        latencies_ns.sort_unstable();
        let p50 = latencies_ns[latencies_ns.len() / 2];
        let p95 = latencies_ns[(latencies_ns.len() as f64 * 0.95) as usize];
        let p99 = latencies_ns[(latencies_ns.len() as f64 * 0.99) as usize];

        println!("Order Processing Latency Results:");
        println!("  P50: {}ns ({:.2}μs)", p50, p50 as f64 / 1000.0);
        println!("  P95: {}ns ({:.2}μs)", p95, p95 as f64 / 1000.0);
        println!("  P99: {}ns ({:.2}μs)", p99, p99 as f64 / 1000.0);

        // Verify sub-millisecond performance (relaxed for test environment)
        assert!(p95 < 10_000_000, "P95 latency {}ns exceeds 10ms", p95);
    }

    #[tokio::test]
    async fn test_simd_price_calculations_performance() {
        if !std::arch::is_x86_feature_detected!("avx2") {
            println!("Skipping SIMD test - AVX2 not available");
            return;
        }

        const ARRAY_SIZE: usize = 10_000;
        const ITERATIONS: usize = 100;

        // Generate test price data
        let prices: Vec<f64> = (0..ARRAY_SIZE).map(|i| 100.0 + (i as f64 * 0.01)).collect();
        let volumes: Vec<f64> = (0..ARRAY_SIZE).map(|i| 1000.0 + (i as f64 * 10.0)).collect();

        let aligned_prices = AlignedPrices::from_slice(&prices);
        let aligned_volumes = AlignedVolumes::from_slice(&volumes);

        // SIMD performance test
        let simd_start = Instant::now();
        let mut simd_results = Vec::new();

        // SAFETY: AVX2 support verified above
        unsafe {
            let simd_ops = SimdPriceOps::new();
            for _ in 0..ITERATIONS {
                let vwap = simd_ops.calculate_vwap_aligned(&aligned_prices, &aligned_volumes);
                simd_results.push(vwap);
            }
        }
        let simd_time = simd_start.elapsed();

        // Scalar performance test (for comparison)
        let scalar_start = Instant::now();
        let mut scalar_results = Vec::new();

        for _ in 0..ITERATIONS {
            let total_pv: f64 = prices.iter().zip(volumes.iter()).map(|(p, v)| p * v).sum();
            let total_volume: f64 = volumes.iter().sum();
            let vwap = if total_volume > 0.0 { total_pv / total_volume } else { 0.0 };
            scalar_results.push(vwap);
        }
        let scalar_time = scalar_start.elapsed();

        // Verify results are equivalent
        assert_eq!(simd_results.len(), scalar_results.len());
        for (simd, scalar) in simd_results.into_iter().zip(scalar_results.into_iter()) {
            assert!(
                (simd - scalar).abs() < 1e-10,
                "SIMD and scalar results differ: {} vs {}",
                simd,
                scalar
            );
        }

        let simd_throughput = (ITERATIONS * ARRAY_SIZE) as f64 / simd_time.as_secs_f64();
        let scalar_throughput = (ITERATIONS * ARRAY_SIZE) as f64 / scalar_time.as_secs_f64();
        let speedup = scalar_time.as_secs_f64() / simd_time.as_secs_f64();

        println!("SIMD Performance Comparison:");
        println!("  SIMD time: {:?}", simd_time);
        println!("  Scalar time: {:?}", scalar_time);
        println!("  SIMD throughput: {:.0} ops/sec", simd_throughput);
        println!("  Scalar throughput: {:.0} ops/sec", scalar_throughput);
        println!("  Speedup ratio: {:.2}x", speedup);

        // SIMD should provide some speedup
        assert!(simd_time <= scalar_time, "SIMD not faster than scalar");
    }

    #[tokio::test]
    async fn test_lock_free_structures_performance() {
        const NUM_MESSAGES: usize = 100_000;

        let ring_buffer = Arc::new(
            LockFreeRingBuffer::<HftMessage>::new(1_000_000)
                .expect("Failed to create ring buffer")
        );
        let start_time = Instant::now();
        let processed_count = Arc::new(AtomicU64::new(0));

        // Spawn producer task
        let buffer_clone = Arc::clone(&ring_buffer);
        let producer_handle = tokio::spawn(async move {
            let mut local_count = 0;
            for msg_id in 0..NUM_MESSAGES {
                let message = HftMessage::new(1, [msg_id as u64, 0, 0, 0, 0, 0, 0, 0]);

                while buffer_clone.try_push(message).is_err() {
                    tokio::task::yield_now().await; // Back pressure
                }
                local_count += 1;
            }
            local_count
        });

        // Spawn consumer task
        let buffer_clone = Arc::clone(&ring_buffer);
        let counter_clone = Arc::clone(&processed_count);
        let consumer_handle = tokio::spawn(async move {
            let mut local_count = 0;
            loop {
                if let Some(_event) = buffer_clone.try_pop() {
                    local_count += 1;
                    counter_clone.fetch_add(1, Ordering::Relaxed);
                } else {
                    tokio::task::yield_now().await;
                }

                // Check if we've processed all messages
                if counter_clone.load(Ordering::Relaxed) >= NUM_MESSAGES as u64 {
                    break;
                }
            }
            local_count
        });

        // Wait for completion
        let total_produced = producer_handle.await.expect("Producer task failed");
        let total_consumed = consumer_handle.await.expect("Consumer task failed");

        let total_time = start_time.elapsed();
        let throughput = NUM_MESSAGES as f64 / total_time.as_secs_f64();

        println!("Lock-Free Ring Buffer Performance:");
        println!("  Total messages: {}", NUM_MESSAGES);
        println!("  Produced: {}, Consumed: {}", total_produced, total_consumed);
        println!("  Processing time: {:?}", total_time);
        println!("  Throughput: {:.0} messages/sec", throughput);

        assert_eq!(total_produced, NUM_MESSAGES);
        assert_eq!(total_consumed, NUM_MESSAGES);
        assert!(
            throughput > 100_000.0,
            "Lock-free throughput {:.0} below 100K messages/s",
            throughput
        );
    }

    // ========================================================================
    // Stress Testing - System Under Load
    // ========================================================================

    #[tokio::test]
    async fn test_concurrent_order_processing_stress() {
        let order_manager = Arc::new(RwLock::new(OrderManager::new()));
        let concurrent_traders = 10;
        let orders_per_trader = 100;
        let total_orders = concurrent_traders * orders_per_trader;

        let start_time = Instant::now();
        let success_counter = Arc::new(AtomicU64::new(0));

        // Launch concurrent trading sessions
        let mut trader_handles = Vec::new();

        for trader_id in 0..concurrent_traders {
            let manager_clone = Arc::clone(&order_manager);
            let success_clone = Arc::clone(&success_counter);

            let handle = tokio::spawn(async move {
                let mut local_success = 0;

                for order_id in 0..orders_per_trader {
                    let order = TradingOrder {
                        id: OrderId::from(format!("TRADER{:03}_{:06}", trader_id, order_id)),
                        symbol: format!("SYMBOL{:02}", order_id % 10),
                        side: if order_id % 2 == 0 { OrderSide::Buy } else { OrderSide::Sell },
                        order_type: OrderType::Limit,
                        quantity: Decimal::from((order_id + 1) * 1000),
                        price: Decimal::new(10000 + order_id as i64, 4), // e.g. 1.0001
                        time_in_force: TimeInForce::GoodTillCancel,
                        account_id: None,
                        metadata: HashMap::new(),
                        created_at: Utc::now(),
                        submitted_at: None,
                        executed_at: None,
                        status: OrderStatus::New,
                        fill_quantity: Decimal::ZERO,
                        average_fill_price: Some(Decimal::ZERO),
                    };

                    let mgr = manager_clone.write().await;
                    mgr.add_order(order).await;
                    local_success += 1;
                    success_clone.fetch_add(1, Ordering::Relaxed);

                    // Simulate realistic trading pace
                    if order_id % 10 == 0 {
                        tokio::task::yield_now().await;
                    }
                }

                local_success
            });

            trader_handles.push(handle);
        }

        // Wait for all traders to complete
        let mut total_success = 0;

        for handle in trader_handles {
            let success = handle.await.expect("Trader task failed");
            total_success += success;
        }

        let total_time = start_time.elapsed();
        let throughput = total_success as f64 / total_time.as_secs_f64();

        println!("Concurrent Order Processing Stress Test:");
        println!("  Concurrent traders: {}", concurrent_traders);
        println!("  Orders per trader: {}", orders_per_trader);
        println!("  Total orders: {}", total_orders);
        println!("  Successful orders: {}", total_success);
        println!("  Total time: {:?}", total_time);
        println!("  Throughput: {:.0} orders/sec", throughput);

        // All orders should succeed
        assert_eq!(total_success, total_orders);
    }

    #[tokio::test]
    async fn test_memory_pressure_handling() {
        // Test system behavior under memory pressure
        let large_allocation_size = 100_000; // 100K elements
        let num_allocations = 10;

        let mut allocations = Vec::new();

        println!("Starting memory pressure test...");

        // Gradually increase memory pressure
        for i in 0..num_allocations {
            let allocation: Vec<f64> = (0..large_allocation_size)
                .map(|j| (i * large_allocation_size + j) as f64)
                .collect();

            allocations.push(allocation);

            // Test system responsiveness under memory pressure
            if i % 5 == 0 {
                // Verify system can still process orders
                let order_manager = OrderManager::new();
                let test_order = create_test_order();

                let start_time = Instant::now();
                order_manager.add_order(test_order).await;
                let latency = start_time.elapsed();

                assert!(
                    latency.as_millis() < 1000,
                    "Order latency {}ms too high under memory pressure",
                    latency.as_millis()
                );
            }
        }

        // Clean up
        allocations.clear();

        // Force some async yields
        for _ in 0..10 {
            tokio::task::yield_now().await;
        }

        println!("Memory pressure test completed successfully");
    }
}

// ============================================================================
// Test Utilities and Helper Functions
// ============================================================================

fn create_test_order() -> TradingOrder {
    TradingOrder {
        id: OrderId::from(uuid::Uuid::new_v4().to_string()),
        symbol: "EURUSD".to_string(),
        side: OrderSide::Buy,
        order_type: OrderType::Limit,
        quantity: Decimal::from(10000),
        price: Decimal::new(12345, 4), // 1.2345
        time_in_force: TimeInForce::GoodTillCancel,
        account_id: None,
        metadata: HashMap::new(),
        created_at: Utc::now(),
        submitted_at: None,
        executed_at: None,
        status: OrderStatus::New,
        fill_quantity: Decimal::ZERO,
        average_fill_price: Some(Decimal::ZERO),
    }
}

fn create_test_order_with_id(id: usize) -> TradingOrder {
    TradingOrder {
        id: OrderId::from(format!("TEST_ORDER_{:06}", id)),
        symbol: "EURUSD".to_string(),
        side: if id % 2 == 0 { OrderSide::Buy } else { OrderSide::Sell },
        order_type: OrderType::Limit,
        quantity: Decimal::from((id + 1) * 1000),
        price: Decimal::new(12345 + id as i64, 4), // 1.2345 + small increment
        time_in_force: TimeInForce::GoodTillCancel,
        account_id: None,
        metadata: HashMap::new(),
        created_at: Utc::now(),
        submitted_at: None,
        executed_at: None,
        status: OrderStatus::New,
        fill_quantity: Decimal::ZERO,
        average_fill_price: Some(Decimal::ZERO),
    }
}