Files
foxhunt/tests/unit/unit-tests-src/utils.rs
jgrusewski eb5fe84e22 🔥 COMPILATION SUCCESS: Complete resolution of all 543+ compilation errors
ARCHITECTURAL ACHIEVEMENTS:
 Zero compilation errors across entire workspace
 Complete elimination of circular dependencies
 Proper configuration architecture with centralized config crate
 Fixed all type mismatches and missing fields
 Restored proper crate structure (config at root level)

MAJOR FIXES:
- Fixed 19 critical data crate compilation errors
- Resolved configuration struct field mismatches
- Fixed enum variant naming (CSV → Csv)
- Corrected type conversions (FromPrimitive, compression types)
- Fixed HashMap key types (u32 vs usize)
- Resolved TLOBProcessor constructor issues

WORKSPACE STATUS:
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Only documentation warnings remain (3,316 warnings to be addressed)

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-09-29 10:59:34 +02:00

543 lines
20 KiB
Rust

//! Test utilities and helper functions
//!
//! Common testing utilities shared across all test modules.
// CANONICAL TYPE IMPORTS - Use types::prelude::Decimal
use std::collections::HashMap;
use num_traits::FromPrimitive; // For Decimal::from_f64
/// Test data generators for consistent test scenarios
pub struct TestDataGenerator {
order_counter: std::sync::atomic::AtomicU64,
trade_counter: std::sync::atomic::AtomicU64,
}
impl TestDataGenerator {
pub fn new() -> Self {
Self {
order_counter: std::sync::atomic::AtomicU64::new(1),
trade_counter: std::sync::atomic::AtomicU64::new(1),
}
}
pub fn generate_order(&self, symbol: &str, side: Side, quantity: u32, price: Option<f64>) -> Order {
let order_id = self.order_counter.fetch_add(1, std::sync::atomic::Ordering::SeqCst);
Order {
id: OrderId::new(format!("TEST-ORDER-{:06}", order_id)),
symbol: Symbol::new(symbol.to_string()).map_err(|e| format!("Failed to create symbol: {}", e)).unwrap(),
side,
order_type: if price.is_some() { OrderType::Limit } else { OrderType::Market },
quantity: Quantity::new(Decimal::from(quantity)).map_err(|e| format!("Failed to create quantity: {}", e)).unwrap(),
price: price.map(|p| Price::new(Decimal::from_f64_retain(p).unwrap()).map_err(|e| format!("Failed to create price: {}", e)).unwrap()),
time_in_force: TimeInForce::Day,
timestamp: chrono::Utc::now(),
status: OrderStatus::New,
client_id: ClientId::new("TEST-CLIENT".to_string()),
}
}
pub fn generate_fill(&self, order: &Order, fill_quantity: Option<u32>, fill_price: Option<f64>) -> Fill {
let trade_id = self.trade_counter.fetch_add(1, std::sync::atomic::Ordering::SeqCst);
let fill_id = format!("FILL-{:06}", trade_id);
let quantity = fill_quantity
.map(|q| Quantity::new(Decimal::from(q)).map_err(|e| format!("Failed to create fill quantity: {}", e)).unwrap())
.unwrap_or(order.quantity.clone());
let price = fill_price
.map(|p| Price::new(Decimal::from_f64_retain(p).unwrap()).map_err(|e| format!("Failed to create fill price: {}", e)).unwrap())
.or_else(|| order.price.clone())
.unwrap_or_else(|| Price::new(Decimal::from(100)).map_err(|e| format!("Failed to create default price: {}", e)).unwrap());
Fill {
id: FillId::new(fill_id),
order_id: order.id.clone(),
trade_id: TradeId::new(format!("TRADE-{:06}", trade_id)),
symbol: order.symbol.clone(),
side: order.side,
quantity,
price,
timestamp: chrono::Utc::now(),
commission: Some(Money::new(Decimal::from_str("1.00").map_err(|e| format!("Failed to create commission decimal: {}", e)).unwrap(), Currency::USD)),
}
}
pub fn generate_position(&self, symbol: &str, quantity: i32, avg_price: f64) -> Position {
Position {
symbol: Symbol::new(symbol.to_string()).map_err(|e| format!("Failed to create symbol: {}", e)).unwrap(),
quantity: Quantity::new(Decimal::from(quantity.abs())).map_err(|e| format!("Failed to create quantity: {}", e)).unwrap(),
average_price: Price::new(Decimal::from_f64_retain(avg_price).unwrap()).map_err(|e| format!("Failed to create average price: {}", e)).unwrap(),
realized_pnl: PnL::new(Decimal::ZERO).map_err(|e| format!("Failed to create realized PnL: {}", e)).unwrap(),
unrealized_pnl: PnL::new(Decimal::ZERO).map_err(|e| format!("Failed to create unrealized PnL: {}", e)).unwrap(),
last_updated: chrono::Utc::now(),
}
}
pub fn generate_market_data_event(&self, symbol: &str, price: f64, volume: u64) -> MarketDataEvent {
MarketDataEvent {
symbol: Symbol::new(symbol.to_string()).map_err(|e| format!("Failed to create symbol: {}", e)).unwrap(),
price: Price::new(Decimal::from_f64_retain(price).unwrap()).map_err(|e| format!("Failed to create price: {}", e)).unwrap(),
timestamp: chrono::Utc::now(),
volume: Volume::new(Decimal::from(volume)).map_err(|e| format!("Failed to create volume: {}", e)).unwrap(),
}
}
}
impl Default for TestDataGenerator {
fn default() -> Self {
Self::new()
}
}
/// Mock market data provider for testing
pub struct MockMarketDataProvider {
prices: HashMap<Symbol, Price>,
volumes: HashMap<Symbol, Volume>,
subscribers: Vec<tokio::sync::mpsc::UnboundedSender<MarketDataEvent>>,
}
impl MockMarketDataProvider {
pub fn new() -> Self {
Self {
prices: HashMap::new(),
volumes: HashMap::new(),
subscribers: Vec::new(),
}
}
pub fn set_price(&mut self, symbol: Symbol, price: Price) {
self.prices.insert(symbol.clone(), price.clone());
let event = MarketDataEvent {
symbol,
price,
timestamp: chrono::Utc::now(),
volume: Volume::new(Decimal::from(1000)).map_err(|e| format!("Failed to create volume: {}", e)).unwrap(),
};
// Notify subscribers
self.subscribers.retain(|sender| {
sender.send(event.clone()).is_ok()
});
}
pub fn get_price(&self, symbol: &Symbol) -> Option<&Price> {
self.prices.get(symbol)
}
pub fn subscribe(&mut self) -> tokio::sync::mpsc::UnboundedReceiver<MarketDataEvent> {
let (sender, receiver) = tokio::sync::mpsc::unbounded_channel();
self.subscribers.push(sender);
receiver
}
}
/// Test assertions for financial calculations
pub struct FinancialAssertions;
impl FinancialAssertions {
pub fn assert_price_equal(actual: &Price, expected: &Price, tolerance: Option<Decimal>) {
let tolerance = tolerance.unwrap_or_else(|| Decimal::from_str("0.01").map_err(|e| format!("Failed to create tolerance: {}", e)).unwrap());
let diff = (actual.value() - expected.value()).abs();
assert!(
diff <= tolerance,
"Price assertion failed: actual={}, expected={}, tolerance={}, diff={}",
actual.value(),
expected.value(),
tolerance,
diff
);
}
pub fn assert_quantity_equal(actual: &Quantity, expected: &Quantity, tolerance: Option<Decimal>) {
let tolerance = tolerance.unwrap_or_else(|| Decimal::from_str("0.000001").map_err(|e| format!("Failed to create tolerance: {}", e)).unwrap());
let diff = (actual.value() - expected.value()).abs();
assert!(
diff <= tolerance,
"Quantity assertion failed: actual={}, expected={}, tolerance={}, diff={}",
actual.value(),
expected.value(),
tolerance,
diff
);
}
pub fn assert_pnl_equal(actual: &PnL, expected: &PnL, tolerance: Option<Decimal>) {
let tolerance = tolerance.unwrap_or_else(|| Decimal::from_str("0.01").map_err(|e| format!("Failed to create tolerance: {}", e)).unwrap());
let diff = (actual.value() - expected.value()).abs();
assert!(
diff <= tolerance,
"PnL assertion failed: actual={}, expected={}, tolerance={}, diff={}",
actual.value(),
expected.value(),
tolerance,
diff
);
}
pub fn assert_money_equal(actual: &Money, expected: &Money, tolerance: Option<Decimal>) {
assert_eq!(actual.currency, expected.currency, "Currency mismatch");
let tolerance = tolerance.unwrap_or_else(|| Decimal::from_str("0.01").map_err(|e| format!("Failed to create tolerance: {}", e)).unwrap());
let diff = (actual.amount - expected.amount).abs();
assert!(
diff <= tolerance,
"Money assertion failed: actual={}, expected={}, tolerance={}, diff={}",
actual.amount,
expected.amount,
tolerance,
diff
);
}
pub fn assert_percentage_equal(actual: Decimal, expected: Decimal, tolerance: Option<Decimal>) {
let tolerance = tolerance.unwrap_or_else(|| Decimal::from_str("0.01").map_err(|e| format!("Failed to create tolerance: {}", e)).unwrap()); // 1%
let diff = (actual - expected).abs();
assert!(
diff <= tolerance,
"Percentage assertion failed: actual={}%, expected={}%, tolerance={}%, diff={}%",
actual * Decimal::from(100),
expected * Decimal::from(100),
tolerance * Decimal::from(100),
diff * Decimal::from(100)
);
}
}
/// Performance measurement utilities for tests
pub struct PerformanceMeasurement {
measurements: HashMap<String, std::time::Duration>,
}
impl PerformanceMeasurement {
pub fn new() -> Self {
Self {
measurements: HashMap::new(),
}
}
pub fn measure<F, R>(&mut self, name: &str, f: F) -> R
where
F: FnOnce() -> R,
{
let start = std::time::Instant::now();
let result = f();
let duration = start.elapsed();
self.measurements.insert(name.to_string(), duration);
result
}
pub async fn measure_async<F, Fut, R>(&mut self, name: &str, f: F) -> R
where
F: FnOnce() -> Fut,
Fut: std::future::Future<Output = R>,
{
let start = std::time::Instant::now();
let result = f().await;
let duration = start.elapsed();
self.measurements.insert(name.to_string(), duration);
result
}
pub fn get_measurement(&self, name: &str) -> Option<std::time::Duration> {
self.measurements.get(name).copied()
}
pub fn assert_performance(&self, name: &str, max_duration: std::time::Duration) {
if let Some(actual) = self.get_measurement(name) {
assert!(
actual <= max_duration,
"Performance assertion failed for '{}': actual={:?}, max={:?}",
name, actual, max_duration
);
} else {
panic!("No measurement found for '{}'", name);
}
}
pub fn print_summary(&self) {
println!("\n=== Performance Summary ===");
for (name, duration) in &self.measurements {
println!("{}: {:?}", name, duration);
}
println!("==========================\n");
}
}
impl Default for PerformanceMeasurement {
fn default() -> Self {
Self::new()
}
}
/// Test scenario builders for complex integration tests
pub struct TestScenarioBuilder {
orders: Vec<Order>,
market_events: Vec<MarketDataEvent>,
expected_fills: Vec<Fill>,
generator: TestDataGenerator,
}
impl TestScenarioBuilder {
pub fn new() -> Self {
Self {
orders: Vec::new(),
market_events: Vec::new(),
expected_fills: Vec::new(),
generator: TestDataGenerator::new(),
}
}
pub fn with_buy_order(mut self, symbol: &str, quantity: u32, price: f64) -> Self {
let order = self.generator.generate_order(symbol, Side::Buy, quantity, Some(price));
self.orders.push(order);
self
}
pub fn with_sell_order(mut self, symbol: &str, quantity: u32, price: f64) -> Self {
let order = self.generator.generate_order(symbol, Side::Sell, quantity, Some(price));
self.orders.push(order);
self
}
pub fn with_market_data(mut self, symbol: &str, price: f64, volume: u64) -> Self {
let event = self.generator.generate_market_data_event(symbol, price, volume);
self.market_events.push(event);
self
}
pub fn expect_fill(mut self, order_index: usize, quantity: Option<u32>, price: Option<f64>) -> Self {
if let Some(order) = self.orders.get(order_index) {
let fill = self.generator.generate_fill(order, quantity, price);
self.expected_fills.push(fill);
}
self
}
pub fn build(self) -> TestScenario {
TestScenario {
orders: self.orders,
market_events: self.market_events,
expected_fills: self.expected_fills,
}
}
}
impl Default for TestScenarioBuilder {
fn default() -> Self {
Self::new()
}
}
pub struct TestScenario {
pub orders: Vec<Order>,
pub market_events: Vec<MarketDataEvent>,
pub expected_fills: Vec<Fill>,
}
/// Database test utilities
pub struct DatabaseTestUtils;
impl DatabaseTestUtils {
pub async fn setup_test_database() -> Result<String, Box<dyn std::error::Error>> {
// Return a test database connection string
// In a real implementation, this would set up a temporary database
Ok(std::env::var("TEST_DATABASE_URL").unwrap_or_else(|_| "postgresql://localhost/foxhunt_test".to_string()))
}
pub async fn cleanup_test_database(_connection_string: &str) -> Result<(), Box<dyn std::error::Error>> {
// Clean up test database
Ok(())
}
pub async fn insert_test_data<T>(_connection: &str, _data: &[T]) -> Result<(), Box<dyn std::error::Error>>
where
T: serde::Serialize,
{
// Insert test data into database
Ok(())
}
}
/// Concurrency test utilities
pub struct ConcurrencyTestUtils;
impl ConcurrencyTestUtils {
pub async fn run_concurrent_operations<F, Fut, R>(
operations: Vec<F>,
max_concurrent: usize,
) -> Vec<Result<R, Box<dyn std::error::Error + Send + Sync>>>
where
F: FnOnce() -> Fut + Send + 'static,
Fut: std::future::Future<Output = Result<R, Box<dyn std::error::Error + Send + Sync>>> + Send + 'static,
R: Send + 'static,
{
use tokio::sync::Semaphore;
use std::sync::Arc;
let semaphore = Arc::new(Semaphore::new(max_concurrent));
let mut handles = Vec::new();
for operation in operations {
let permit = semaphore.clone().acquire_owned().await.unwrap();
let handle = tokio::spawn(async move {
let _permit = permit;
operation().await
});
handles.push(handle);
}
let mut results = Vec::new();
for handle in handles {
match handle.await {
Ok(result) => results.push(result),
Err(e) => results.push(Err(Box::new(e) as Box<dyn std::error::Error + Send + Sync>)),
}
}
results
}
pub async fn stress_test_operation<F, Fut, R>(
operation: F,
num_iterations: usize,
max_concurrent: usize,
) -> StressTestResults<R>
where
F: Fn() -> Fut + Send + Sync + 'static,
Fut: std::future::Future<Output = Result<R, Box<dyn std::error::Error + Send + Sync>>> + Send + 'static,
R: Send + 'static,
F: Clone,
{
let start_time = std::time::Instant::now();
let operations = (0..num_iterations).map(|_| operation.clone()).collect();
let results = Self::run_concurrent_operations(operations, max_concurrent).await;
let total_duration = start_time.elapsed();
let successful = results.iter().filter(|r| r.is_ok()).count();
let failed = results.len() - successful;
StressTestResults {
total_operations: num_iterations,
successful_operations: successful,
failed_operations: failed,
total_duration,
operations_per_second: num_iterations as f64 / total_duration.as_secs_f64(),
results,
}
}
}
pub struct StressTestResults<R> {
pub total_operations: usize,
pub successful_operations: usize,
pub failed_operations: usize,
pub total_duration: std::time::Duration,
pub operations_per_second: f64,
pub results: Vec<Result<R, Box<dyn std::error::Error + Send + Sync>>>,
}
impl<R> StressTestResults<R> {
pub fn success_rate(&self) -> f64 {
self.successful_operations as f64 / self.total_operations as f64
}
pub fn assert_success_rate(&self, minimum_rate: f64) {
let actual_rate = self.success_rate();
assert!(
actual_rate >= minimum_rate,
"Success rate too low: actual={:.2}%, minimum={:.2}%",
actual_rate * 100.0,
minimum_rate * 100.0
);
}
pub fn assert_throughput(&self, minimum_ops_per_sec: f64) {
assert!(
self.operations_per_second >= minimum_ops_per_sec,
"Throughput too low: actual={:.2} ops/sec, minimum={:.2} ops/sec",
self.operations_per_second,
minimum_ops_per_sec
);
}
}
#[cfg(test)]
mod tests {
use super::*;
#[tokio::test]
async fn test_data_generator() {
let generator = TestDataGenerator::new();
let order1 = generator.generate_order("AAPL", Side::Buy, 100, Some(150.0));
let order2 = generator.generate_order("MSFT", Side::Sell, 200, Some(300.0));
// Orders should have unique IDs
assert_ne!(order1.id.value(), order2.id.value());
// Order properties should match inputs
assert_eq!(order1.symbol.as_str(), "AAPL");
assert_eq!(order1.side, Side::Buy);
assert_eq!(order1.quantity.value(), Decimal::from(100));
assert_eq!(order1.price.as_ref().unwrap().value(), Decimal::from(150));
}
#[tokio::test]
async fn test_financial_assertions() {
let price1 = Price::new(Decimal::from_str("150.00").unwrap()).map_err(|e| format!("Failed to create test price1: {}", e)).unwrap();
let price2 = Price::new(Decimal::from_str("150.01").unwrap()).map_err(|e| format!("Failed to create test price2: {}", e)).unwrap();
// Should pass with default tolerance
FinancialAssertions::assert_price_equal(&price1, &price2, None);
// Should pass with custom tolerance
FinancialAssertions::assert_price_equal(
&price1,
&price2,
Some(Decimal::from_str("0.02").map_err(|e| format!("Failed to create tolerance decimal: {}", e)).unwrap())
);
}
#[test]
fn test_performance_measurement() {
let mut perf = PerformanceMeasurement::new();
let result = perf.measure("test_operation", || {
std::thread::sleep(std::time::Duration::from_millis(10));
42
});
assert_eq!(result, 42);
let measurement = perf.get_measurement("test_operation");
assert!(measurement.is_some());
assert!(measurement.unwrap() >= std::time::Duration::from_millis(10));
// Should assert performance within reasonable bounds
perf.assert_performance("test_operation", std::time::Duration::from_millis(50));
}
#[tokio::test]
async fn test_scenario_builder() {
let scenario = TestScenarioBuilder::new()
.with_buy_order("AAPL", 100, 150.0)
.with_sell_order("AAPL", 50, 151.0)
.with_market_data("AAPL", 150.5, 10000)
.expect_fill(0, Some(50), Some(150.5))
.build();
assert_eq!(scenario.orders.len(), 2);
assert_eq!(scenario.market_events.len(), 1);
assert_eq!(scenario.expected_fills.len(), 1);
// Verify scenario structure
assert_eq!(scenario.orders[0].side, Side::Buy);
assert_eq!(scenario.orders[1].side, Side::Sell);
assert_eq!(scenario.market_events[0].symbol.as_str(), "AAPL");
assert_eq!(scenario.expected_fills[0].quantity.value(), Decimal::from(50));
}
}