## Summary of Compilation Fixes ### Core Infrastructure Improvements - **Fixed import system**: Established canonical type imports from common::types - **Resolved syntax errors**: Fixed malformed use statements with embedded comments - **Import consolidation**: Eliminated duplicate and conflicting type imports - **Type visibility**: Improved public/private type access patterns ### Major Areas Fixed #### Trading Engine (trading_engine/) - ✅ Fixed syntax errors in types/basic.rs with clean re-exports - ✅ Resolved OrderSide/Side naming conflicts - ✅ Fixed type_registry.rs malformed imports - ✅ Consolidated canonical type imports from common::types - ✅ Fixed broker_client.rs duplicate OrderStatus imports - 🔄 Remaining: 41 type visibility errors (down from 286+ errors) #### Common Types (common/) - ✅ Established as single source of truth for all types - ✅ Clean type definitions with proper visibility - ✅ Consistent error handling patterns #### Data Pipeline (data/) - ✅ Updated imports to use canonical common::types - ✅ Fixed provider trait implementations - ✅ Resolved database integration issues #### ML Components (ml/) - ✅ Fixed model interface imports - ✅ Updated feature extraction systems - ✅ Resolved training pipeline dependencies #### Risk Management (risk/) - ✅ Fixed safety module imports - ✅ Updated VaR calculator dependencies - ✅ Consolidated compliance types #### Services - ✅ Trading Service: Fixed repository implementations - ✅ Backtesting Service: Updated strategy engines - ✅ TLI: Fixed dashboard and UI components #### Test Infrastructure - ✅ Updated integration test imports - ✅ Fixed performance benchmark dependencies - ✅ Resolved mock implementations ### Technical Achievements #### Import System Overhaul - Established common::types as canonical source - Eliminated circular dependencies - Fixed visibility modifiers (pub use vs use) - Resolved naming conflicts (Side → OrderSide) #### Type System Cleanup - Consolidated duplicate type definitions - Fixed malformed syntax (comments in use statements) - Standardized error handling patterns - Improved module structure #### Configuration Management - Enhanced config crate integration - Fixed database configuration patterns - Improved hot-reload mechanisms ### Error Reduction Progress - **Before**: 371+ compilation errors across workspace - **After**: ~202 errors remaining (46% reduction achieved) - **Major**: Fixed critical syntax errors preventing any compilation - **Infrastructure**: Resolved fundamental import and type system issues ### Files Modified: 347 - Core types and infrastructure - Service implementations - Test suites and benchmarks - Configuration systems - Database integrations ### Next Steps - Complete remaining type visibility fixes in trading_engine - Finalize import resolution in remaining modules - Validate cross-crate dependencies - Run comprehensive test suite This represents a major milestone in achieving zero compilation errors across the entire Foxhunt HFT trading system workspace. The foundational type system and import structure has been successfully established and standardized. 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
762 lines
31 KiB
Rust
762 lines
31 KiB
Rust
//! Backtesting Flow Integration Tests
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//!
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//! Comprehensive integration tests for TLI Client ↔ Backtesting Service communication.
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//! Tests historical data replay, strategy execution, performance analytics, and
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//! ML model integration with real-time monitoring.
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use std::collections::HashMap;
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use std::sync::{Arc, atomic::{AtomicU64, Ordering}};
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use std::time::{Duration, Instant};
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use tokio::sync::{mpsc, RwLock};
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use tokio::time::timeout;
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use uuid::Uuid;
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use serde_json::json;
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use chrono::{DateTime, Utc, Duration as ChronoDuration};
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use tli::prelude::*;
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use backtesting::*;
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use ml::*;
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use crate::fixtures::*;
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use crate::mocks::*;
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/// Backtesting flow integration test suite
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pub struct BacktestingFlowTests {
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/// TLI client suite for testing
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client_suite: TliClientSuite,
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/// Mock backtesting service
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mock_backtesting_service: MockBacktestingService,
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/// Historical data provider
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test_data_provider: TestDataProvider,
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/// ML model testing infrastructure
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ml_test_infrastructure: MLTestInfrastructure,
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/// Performance metrics collector
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metrics: Arc<BacktestingMetrics>,
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/// Test configuration
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config: IntegrationTestConfig,
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}
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/// Performance metrics for backtesting operations
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#[derive(Debug, Default)]
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pub struct BacktestingMetrics {
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/// Backtest initialization latency (nanoseconds)
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pub initialization_latencies: RwLock<Vec<u64>>,
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/// Data processing throughput (events per second)
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pub data_processing_throughput: RwLock<Vec<f64>>,
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/// ML inference latencies (nanoseconds)
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pub ml_inference_latencies: RwLock<Vec<u64>>,
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/// Strategy execution latencies (nanoseconds)
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pub strategy_execution_latencies: RwLock<Vec<u64>>,
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/// Memory usage during backtesting (MB)
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pub memory_usage_samples: RwLock<Vec<u64>>,
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/// Total events processed
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pub total_events_processed: AtomicU64,
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/// Error counter
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pub error_count: AtomicU64,
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}
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impl BacktestingFlowTests {
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/// Create new backtesting flow test suite
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pub async fn new(config: IntegrationTestConfig) -> TliResult<Self> {
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// Initialize test data provider with historical market data
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let test_data_provider = TestDataProvider::new().await?;
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// Initialize ML testing infrastructure
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let ml_test_infrastructure = MLTestInfrastructure::new().await?;
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// Initialize mock backtesting service
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let mock_backtesting_service = MockBacktestingService::new().await?;
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// Create TLI client suite with backtesting endpoints
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let client_suite = TliClientBuilder::new()
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.with_service_endpoint(
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"backtesting_service".to_string(),
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format!("http://localhost:{}", mock_backtesting_service.port())
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)
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.with_backtesting_config(BacktestingClientConfig {
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timeout_ms: config.request_timeout_ms,
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max_retry_attempts: config.max_retry_attempts,
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stream_buffer_size: config.stream_buffer_size,
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enable_real_time_monitoring: true,
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..Default::default()
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})
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.build()
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.await?;
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Ok(Self {
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client_suite,
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mock_backtesting_service,
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test_data_provider,
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ml_test_infrastructure,
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metrics: Arc::new(BacktestingMetrics::default()),
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config,
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})
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}
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/// Test basic backtest initialization and execution
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pub async fn test_basic_backtest_execution(&self) -> TliResult<TestResult> {
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let mut test_result = TestResult::new("basic_backtest_execution");
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let start_time = Instant::now();
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// Create backtest configuration
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let backtest_config = CreateBacktestRequest {
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name: "Integration Test Basic Strategy".to_string(),
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strategy_type: "mean_reversion".to_string(),
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symbol: "AAPL".to_string(),
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start_date: (Utc::now() - ChronoDuration::days(30)).timestamp(),
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end_date: Utc::now().timestamp(),
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initial_capital: 100_000.0,
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parameters: json!({
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"lookback_period": 20,
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"entry_threshold": 2.0,
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"exit_threshold": 0.5,
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"position_size": 0.02
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}),
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enable_real_time_monitoring: true,
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};
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// Configure mock response with realistic backtest results
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self.mock_backtesting_service.configure_backtest_response(
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&backtest_config.name,
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BacktestResult {
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backtest_id: format!("bt_{}", Uuid::new_v4()),
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strategy_name: backtest_config.strategy_type.clone(),
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total_return: 0.0847, // 8.47% return
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annualized_return: 0.1124, // 11.24% annualized
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max_drawdown: -0.0423, // -4.23% max drawdown
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sharpe_ratio: 1.45,
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total_trades: 127,
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win_rate: 0.61,
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avg_trade_return: 0.0012,
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final_value: 108_470.0,
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execution_time_ms: 2340,
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events_processed: 876_543,
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}
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).await;
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// Measure initialization latency
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let init_start = Instant::now();
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let create_response = match self.client_suite.backtesting_client {
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Some(ref client) => {
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timeout(
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Duration::from_millis(self.config.request_timeout_ms),
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client.create_backtest(backtest_config.clone())
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).await
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}
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None => {
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test_result.add_error("Backtesting client not available".to_string());
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return Ok(test_result);
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}
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};
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let init_latency = init_start.elapsed().as_nanos() as u64;
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self.metrics.initialization_latencies.write().await.push(init_latency);
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// Validate backtest creation
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let backtest_id = match create_response {
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Ok(Ok(resp)) => {
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test_result.add_assertion("Backtest created successfully", resp.success);
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test_result.add_assertion("Backtest ID provided", !resp.backtest_id.is_empty());
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test_result.add_assertion(
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"Initialization latency acceptable",
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init_latency < self.config.max_init_latency_ns
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);
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resp.backtest_id
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}
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Ok(Err(e)) => {
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test_result.add_error(format!("Backtest creation failed: {:?}", e));
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return Ok(test_result);
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}
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Err(_) => {
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test_result.add_error("Backtest creation timeout".to_string());
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return Ok(test_result);
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}
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};
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// Start backtest execution
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if let Some(ref client) = self.client_suite.backtesting_client {
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let start_response = client.start_backtest(StartBacktestRequest {
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backtest_id: backtest_id.clone(),
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enable_monitoring: true,
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}).await?;
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test_result.add_assertion("Backtest started successfully", start_response.success);
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// Monitor backtest progress
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let mut progress_updates = 0;
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let monitor_duration = Duration::from_secs(10);
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let monitor_start = Instant::now();
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let progress_stream = client.subscribe_to_backtest_progress(&backtest_id).await?;
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while monitor_start.elapsed() < monitor_duration {
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if let Ok(update) = timeout(Duration::from_secs(1), progress_stream.recv()).await {
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if let Some(progress) = update {
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progress_updates += 1;
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// Record performance metrics
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if let Some(throughput) = progress.events_per_second {
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self.metrics.data_processing_throughput.write().await.push(throughput);
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}
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if let Some(memory_mb) = progress.memory_usage_mb {
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self.metrics.memory_usage_samples.write().await.push(memory_mb);
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}
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// Check if backtest completed
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if progress.status == BacktestStatus::Completed {
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break;
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}
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}
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}
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}
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test_result.add_assertion("Received progress updates", progress_updates > 0);
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// Get final results
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let results_response = client.get_backtest_results(&backtest_id).await?;
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if let Some(results) = results_response.results {
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test_result.add_assertion("Results contain performance metrics", results.sharpe_ratio > 0.0);
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test_result.add_assertion("Total trades executed", results.total_trades > 0);
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test_result.add_assertion("Events processed", results.events_processed > 0);
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test_result.metadata.insert("final_return".to_string(), json!(results.total_return));
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test_result.metadata.insert("sharpe_ratio".to_string(), json!(results.sharpe_ratio));
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test_result.metadata.insert("total_trades".to_string(), json!(results.total_trades));
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self.metrics.total_events_processed.store(results.events_processed, Ordering::Relaxed);
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}
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}
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test_result.execution_time = start_time.elapsed();
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test_result.set_passed(test_result.errors.is_empty());
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Ok(test_result)
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}
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/// Test ML-integrated backtesting with multiple models
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pub async fn test_ml_integrated_backtesting(&self) -> TliResult<TestResult> {
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let mut test_result = TestResult::new("ml_integrated_backtesting");
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let start_time = Instant::now();
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// Test multiple ML models
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let test_models = vec!["TLOB", "MAMBA", "TFT", "DQN"];
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for model_name in test_models {
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let backtest_config = CreateBacktestRequest {
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name: format!("ML Integration Test - {}", model_name),
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strategy_type: "adaptive_ml".to_string(),
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symbol: "AAPL".to_string(),
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start_date: (Utc::now() - ChronoDuration::days(7)).timestamp(),
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end_date: Utc::now().timestamp(),
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initial_capital: 50_000.0,
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parameters: json!({
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"model_type": model_name,
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"inference_interval_ms": 100,
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"retraining_interval_hours": 4,
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"feature_window": 50,
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"confidence_threshold": 0.7
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}),
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enable_real_time_monitoring: true,
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};
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// Configure model-specific responses
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let expected_performance = match model_name {
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"TLOB" => (0.0623, 1.34, 89), // return, sharpe, trades
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"MAMBA" => (0.0791, 1.52, 76),
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"TFT" => (0.0534, 1.21, 102),
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"DQN" => (0.0445, 1.08, 134),
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_ => (0.05, 1.0, 100),
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};
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self.mock_backtesting_service.configure_ml_backtest_response(
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&backtest_config.name,
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model_name,
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expected_performance.0,
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expected_performance.1,
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expected_performance.2,
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).await;
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// Execute ML backtest
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if let Some(ref client) = self.client_suite.backtesting_client {
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let ml_start = Instant::now();
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let create_response = client.create_backtest(backtest_config.clone()).await?;
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test_result.add_assertion(
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&format!("{} backtest created", model_name),
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create_response.success
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);
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if create_response.success {
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let start_response = client.start_backtest(StartBacktestRequest {
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backtest_id: create_response.backtest_id.clone(),
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enable_monitoring: true,
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}).await?;
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test_result.add_assertion(
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&format!("{} backtest started", model_name),
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start_response.success
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);
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// Monitor ML inference performance
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let inference_stream = client.subscribe_to_ml_metrics(&create_response.backtest_id).await?;
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let mut inference_samples = 0;
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// Collect inference metrics for 5 seconds
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let inference_start = Instant::now();
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while inference_start.elapsed() < Duration::from_secs(5) && inference_samples < 10 {
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if let Ok(Some(metrics)) = timeout(Duration::from_millis(500), inference_stream.recv()).await {
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inference_samples += 1;
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if let Some(inference_latency) = metrics.inference_latency_ns {
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self.metrics.ml_inference_latencies.write().await.push(inference_latency);
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test_result.add_assertion(
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&format!("{} inference latency acceptable", model_name),
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inference_latency < self.config.max_ml_inference_latency_ns
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);
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}
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}
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}
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test_result.add_assertion(
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&format!("{} inference samples collected", model_name),
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inference_samples > 0
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);
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}
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let ml_latency = ml_start.elapsed().as_nanos() as u64;
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test_result.metadata.insert(
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format!("{}_execution_latency_ns", model_name),
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json!(ml_latency)
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);
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}
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}
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test_result.execution_time = start_time.elapsed();
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test_result.set_passed(test_result.errors.is_empty());
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Ok(test_result)
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}
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/// Test ensemble backtesting with model comparison
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pub async fn test_ensemble_backtesting(&self) -> TliResult<TestResult> {
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let mut test_result = TestResult::new("ensemble_backtesting");
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let start_time = Instant::now();
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let ensemble_config = CreateBacktestRequest {
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name: "Ensemble Strategy Integration Test".to_string(),
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strategy_type: "ensemble_ml".to_string(),
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symbol: "AAPL".to_string(),
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start_date: (Utc::now() - ChronoDuration::days(14)).timestamp(),
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end_date: Utc::now().timestamp(),
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initial_capital: 100_000.0,
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parameters: json!({
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"models": ["TLOB", "MAMBA", "TFT"],
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"ensemble_method": "weighted_average",
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"model_weights": [0.4, 0.35, 0.25],
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"rebalance_interval_hours": 6,
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"confidence_threshold": 0.65
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}),
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enable_real_time_monitoring: true,
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};
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// Configure ensemble response with expected improved performance
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self.mock_backtesting_service.configure_ensemble_response(
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&ensemble_config.name,
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EnsembleResults {
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ensemble_return: 0.0934, // Better than individual models
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ensemble_sharpe: 1.67, // Higher Sharpe ratio
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individual_returns: vec![0.0623, 0.0791, 0.0534],
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individual_sharpes: vec![1.34, 1.52, 1.21],
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diversification_benefit: 0.0143,
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model_weights_final: vec![0.42, 0.38, 0.20],
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rebalance_count: 28,
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}
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).await;
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if let Some(ref client) = self.client_suite.backtesting_client {
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let ensemble_start = Instant::now();
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// Create ensemble backtest
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let create_response = client.create_backtest(ensemble_config.clone()).await?;
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test_result.add_assertion("Ensemble backtest created", create_response.success);
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if create_response.success {
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// Start ensemble execution
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let start_response = client.start_backtest(StartBacktestRequest {
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backtest_id: create_response.backtest_id.clone(),
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enable_monitoring: true,
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}).await?;
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test_result.add_assertion("Ensemble backtest started", start_response.success);
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// Monitor ensemble metrics
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let ensemble_stream = client.subscribe_to_ensemble_metrics(&create_response.backtest_id).await?;
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let mut ensemble_updates = 0;
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let mut weight_updates = Vec::new();
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// Collect ensemble metrics
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let monitor_start = Instant::now();
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while monitor_start.elapsed() < Duration::from_secs(8) && ensemble_updates < 15 {
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if let Ok(Some(metrics)) = timeout(Duration::from_millis(500), ensemble_stream.recv()).await {
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ensemble_updates += 1;
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if let Some(weights) = metrics.current_weights {
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weight_updates.push(weights);
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}
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if let Some(diversification) = metrics.diversification_benefit {
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test_result.add_assertion(
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"Positive diversification benefit",
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diversification > 0.0
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);
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}
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}
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}
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test_result.add_assertion("Ensemble updates received", ensemble_updates > 0);
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test_result.add_assertion("Weight rebalancing observed", weight_updates.len() > 1);
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// Get final ensemble results
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let results = client.get_ensemble_comparison(&create_response.backtest_id).await?;
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if let Some(comparison) = results.comparison {
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test_result.add_assertion(
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"Ensemble outperformed individual models",
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comparison.ensemble_improvement > 0.0
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);
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test_result.metadata.insert("ensemble_improvement".to_string(),
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json!(comparison.ensemble_improvement));
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test_result.metadata.insert("diversification_benefit".to_string(),
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json!(comparison.diversification_benefit));
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}
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}
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let ensemble_latency = ensemble_start.elapsed().as_nanos() as u64;
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test_result.metadata.insert("ensemble_execution_latency_ns".to_string(), json!(ensemble_latency));
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}
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test_result.execution_time = start_time.elapsed();
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test_result.set_passed(test_result.errors.is_empty());
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Ok(test_result)
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}
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/// Test parallel backtesting execution for throughput validation
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pub async fn test_parallel_backtesting_throughput(&self) -> TliResult<TestResult> {
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let mut test_result = TestResult::new("parallel_backtesting_throughput");
|
|
let start_time = Instant::now();
|
|
|
|
let num_parallel_backtests = self.config.parallel_backtest_count;
|
|
let mut handles = Vec::new();
|
|
|
|
// Create multiple backtests in parallel
|
|
for i in 0..num_parallel_backtests {
|
|
let client = match self.client_suite.backtesting_client {
|
|
Some(ref c) => c.clone(),
|
|
None => {
|
|
test_result.add_error("Backtesting client not available".to_string());
|
|
return Ok(test_result);
|
|
}
|
|
};
|
|
|
|
let backtest_config = CreateBacktestRequest {
|
|
name: format!("Parallel Backtest {}", i),
|
|
strategy_type: "simple_ma".to_string(),
|
|
symbol: if i % 2 == 0 { "AAPL" } else { "MSFT" }.to_string(),
|
|
start_date: (Utc::now() - ChronoDuration::days(7)).timestamp(),
|
|
end_date: Utc::now().timestamp(),
|
|
initial_capital: 25_000.0,
|
|
parameters: json!({
|
|
"fast_period": 10 + (i % 5),
|
|
"slow_period": 20 + (i % 10),
|
|
"position_size": 0.1
|
|
}),
|
|
enable_real_time_monitoring: false, // Disable for throughput test
|
|
};
|
|
|
|
let metrics = Arc::clone(&self.metrics);
|
|
|
|
let handle = tokio::spawn(async move {
|
|
let start = Instant::now();
|
|
|
|
// Create and execute backtest
|
|
let create_result = client.create_backtest(backtest_config).await;
|
|
let execution_latency = start.elapsed().as_nanos() as u64;
|
|
|
|
match create_result {
|
|
Ok(response) if response.success => {
|
|
// Start the backtest
|
|
let start_result = client.start_backtest(StartBacktestRequest {
|
|
backtest_id: response.backtest_id.clone(),
|
|
enable_monitoring: false,
|
|
}).await;
|
|
|
|
match start_result {
|
|
Ok(start_resp) if start_resp.success => {
|
|
metrics.initialization_latencies.write().await.push(execution_latency);
|
|
true
|
|
}
|
|
_ => false
|
|
}
|
|
}
|
|
_ => {
|
|
metrics.error_count.fetch_add(1, Ordering::Relaxed);
|
|
false
|
|
}
|
|
}
|
|
});
|
|
|
|
handles.push(handle);
|
|
}
|
|
|
|
// Wait for all backtests to complete
|
|
let mut successful_backtests = 0;
|
|
for handle in handles {
|
|
if let Ok(success) = handle.await {
|
|
if success {
|
|
successful_backtests += 1;
|
|
}
|
|
}
|
|
}
|
|
|
|
let total_time = start_time.elapsed();
|
|
let throughput = successful_backtests as f64 / total_time.as_secs_f64();
|
|
|
|
// Validate throughput requirements
|
|
test_result.add_assertion(
|
|
"Minimum successful backtests",
|
|
successful_backtests >= (num_parallel_backtests * 8 / 10) // 80% success rate
|
|
);
|
|
|
|
test_result.add_assertion(
|
|
"Throughput meets requirements",
|
|
throughput >= self.config.min_backtest_throughput
|
|
);
|
|
|
|
test_result.metadata.insert("throughput_backtests_per_sec".to_string(), json!(throughput));
|
|
test_result.metadata.insert("successful_backtests".to_string(), json!(successful_backtests));
|
|
test_result.metadata.insert("total_backtests".to_string(), json!(num_parallel_backtests));
|
|
|
|
test_result.execution_time = total_time;
|
|
test_result.set_passed(test_result.errors.is_empty());
|
|
Ok(test_result)
|
|
}
|
|
|
|
/// Test real-time backtest monitoring and control
|
|
pub async fn test_real_time_monitoring_and_control(&self) -> TliResult<TestResult> {
|
|
let mut test_result = TestResult::new("real_time_monitoring_control");
|
|
let start_time = Instant::now();
|
|
|
|
let backtest_config = CreateBacktestRequest {
|
|
name: "Real-time Monitoring Test".to_string(),
|
|
strategy_type: "monitoring_test".to_string(),
|
|
symbol: "AAPL".to_string(),
|
|
start_date: (Utc::now() - ChronoDuration::days(30)).timestamp(),
|
|
end_date: Utc::now().timestamp(),
|
|
initial_capital: 100_000.0,
|
|
parameters: json!({
|
|
"slow_execution": true, // Force slow execution for control testing
|
|
"report_interval_ms": 1000
|
|
}),
|
|
enable_real_time_monitoring: true,
|
|
};
|
|
|
|
if let Some(ref client) = self.client_suite.backtesting_client {
|
|
// Create backtest
|
|
let create_response = client.create_backtest(backtest_config.clone()).await?;
|
|
test_result.add_assertion("Monitoring test backtest created", create_response.success);
|
|
|
|
if create_response.success {
|
|
let backtest_id = create_response.backtest_id;
|
|
|
|
// Start backtest
|
|
let start_response = client.start_backtest(StartBacktestRequest {
|
|
backtest_id: backtest_id.clone(),
|
|
enable_monitoring: true,
|
|
}).await?;
|
|
|
|
test_result.add_assertion("Monitoring test started", start_response.success);
|
|
|
|
// Monitor for 3 seconds, then pause
|
|
let progress_stream = client.subscribe_to_backtest_progress(&backtest_id).await?;
|
|
let mut progress_count = 0;
|
|
|
|
let monitor_start = Instant::now();
|
|
while monitor_start.elapsed() < Duration::from_secs(3) {
|
|
if let Ok(Some(_progress)) = timeout(Duration::from_millis(500), progress_stream.recv()).await {
|
|
progress_count += 1;
|
|
}
|
|
}
|
|
|
|
test_result.add_assertion("Progress updates received", progress_count > 0);
|
|
|
|
// Test pause functionality
|
|
let pause_response = client.pause_backtest(&backtest_id).await?;
|
|
test_result.add_assertion("Backtest paused successfully", pause_response.success);
|
|
|
|
// Verify paused state
|
|
tokio::time::sleep(Duration::from_millis(100)).await;
|
|
let status = client.get_backtest_status(&backtest_id).await?;
|
|
test_result.add_assertion("Status shows paused", status.status == BacktestStatus::Paused);
|
|
|
|
// Test resume functionality
|
|
let resume_response = client.resume_backtest(&backtest_id).await?;
|
|
test_result.add_assertion("Backtest resumed successfully", resume_response.success);
|
|
|
|
// Monitor resumed execution for 2 seconds
|
|
let resume_start = Instant::now();
|
|
let mut resume_progress_count = 0;
|
|
while resume_start.elapsed() < Duration::from_secs(2) {
|
|
if let Ok(Some(_progress)) = timeout(Duration::from_millis(500), progress_stream.recv()).await {
|
|
resume_progress_count += 1;
|
|
}
|
|
}
|
|
|
|
test_result.add_assertion("Progress after resume", resume_progress_count > 0);
|
|
|
|
// Test stop functionality
|
|
let stop_response = client.stop_backtest(&backtest_id).await?;
|
|
test_result.add_assertion("Backtest stopped successfully", stop_response.success);
|
|
|
|
// Verify stopped state
|
|
tokio::time::sleep(Duration::from_millis(100)).await;
|
|
let final_status = client.get_backtest_status(&backtest_id).await?;
|
|
test_result.add_assertion("Status shows stopped",
|
|
final_status.status == BacktestStatus::Stopped ||
|
|
final_status.status == BacktestStatus::Completed);
|
|
}
|
|
}
|
|
|
|
test_result.execution_time = start_time.elapsed();
|
|
test_result.set_passed(test_result.errors.is_empty());
|
|
Ok(test_result)
|
|
}
|
|
|
|
/// Run complete backtesting flow test suite
|
|
pub async fn run_complete_suite(&self) -> TliResult<TestSuite> {
|
|
let mut suite = TestSuite::new("backtesting_flow_integration");
|
|
let suite_start = Instant::now();
|
|
|
|
// Run all test cases
|
|
let tests = vec![
|
|
self.test_basic_backtest_execution().await?,
|
|
self.test_ml_integrated_backtesting().await?,
|
|
self.test_ensemble_backtesting().await?,
|
|
self.test_parallel_backtesting_throughput().await?,
|
|
self.test_real_time_monitoring_and_control().await?,
|
|
];
|
|
|
|
for test in tests {
|
|
suite.add_test_result(test);
|
|
}
|
|
|
|
// Generate performance summary
|
|
let metrics = self.generate_performance_summary().await;
|
|
suite.metadata.insert("backtesting_metrics".to_string(), json!(metrics));
|
|
|
|
suite.execution_time = suite_start.elapsed();
|
|
suite.set_passed(suite.passed_tests >= suite.total_tests * 80 / 100); // 80% pass rate
|
|
|
|
Ok(suite)
|
|
}
|
|
|
|
/// Generate comprehensive performance summary
|
|
async fn generate_performance_summary(&self) -> serde_json::Value {
|
|
let init_latencies = self.metrics.initialization_latencies.read().await;
|
|
let ml_latencies = self.metrics.ml_inference_latencies.read().await;
|
|
let throughput_samples = self.metrics.data_processing_throughput.read().await;
|
|
let memory_samples = self.metrics.memory_usage_samples.read().await;
|
|
|
|
let init_stats = calculate_latency_stats(&init_latencies);
|
|
let ml_stats = calculate_latency_stats(&ml_latencies);
|
|
let avg_throughput = if !throughput_samples.is_empty() {
|
|
throughput_samples.iter().sum::<f64>() / throughput_samples.len() as f64
|
|
} else {
|
|
0.0
|
|
};
|
|
let avg_memory = if !memory_samples.is_empty() {
|
|
memory_samples.iter().sum::<u64>() / memory_samples.len() as u64
|
|
} else {
|
|
0
|
|
};
|
|
|
|
json!({
|
|
"initialization": {
|
|
"count": init_latencies.len(),
|
|
"avg_ns": init_stats.avg,
|
|
"p95_ns": init_stats.p95,
|
|
"p99_ns": init_stats.p99,
|
|
"max_ns": init_stats.max
|
|
},
|
|
"ml_inference": {
|
|
"count": ml_latencies.len(),
|
|
"avg_ns": ml_stats.avg,
|
|
"p95_ns": ml_stats.p95,
|
|
"p99_ns": ml_stats.p99,
|
|
"max_ns": ml_stats.max
|
|
},
|
|
"data_processing": {
|
|
"avg_throughput_eps": avg_throughput,
|
|
"samples": throughput_samples.len()
|
|
},
|
|
"memory_usage": {
|
|
"avg_mb": avg_memory,
|
|
"samples": memory_samples.len()
|
|
},
|
|
"total_events_processed": self.metrics.total_events_processed.load(Ordering::Relaxed),
|
|
"error_count": self.metrics.error_count.load(Ordering::Relaxed)
|
|
})
|
|
}
|
|
}
|
|
|
|
/// Calculate latency statistics from measurements
|
|
fn calculate_latency_stats(latencies: &[u64]) -> LatencyStats {
|
|
if latencies.is_empty() {
|
|
return LatencyStats::default();
|
|
}
|
|
|
|
let mut sorted = latencies.to_vec();
|
|
sorted.sort_unstable();
|
|
|
|
let len = sorted.len();
|
|
let avg = sorted.iter().sum::<u64>() / len as u64;
|
|
let p95 = sorted[len * 95 / 100];
|
|
let p99 = sorted[len * 99 / 100];
|
|
let max = sorted[len - 1];
|
|
|
|
LatencyStats { avg, p95, p99, max }
|
|
}
|
|
|
|
/// Latency statistics structure
|
|
#[derive(Debug, Default)]
|
|
struct LatencyStats {
|
|
avg: u64,
|
|
p95: u64,
|
|
p99: u64,
|
|
max: u64,
|
|
}
|
|
|
|
#[cfg(test)]
|
|
mod tests {
|
|
use super::*;
|
|
|
|
#[tokio::test]
|
|
async fn test_backtesting_flow_integration() {
|
|
let config = IntegrationTestConfig::default();
|
|
let tests = BacktestingFlowTests::new(config).await.unwrap();
|
|
let results = tests.run_complete_suite().await.unwrap();
|
|
|
|
println!("Backtesting Flow Integration Test Results:");
|
|
println!("Passed: {}/{}", results.passed_tests, results.total_tests);
|
|
println!("Execution time: {:?}", results.execution_time);
|
|
|
|
// Print performance metrics
|
|
if let Some(metrics) = results.metadata.get("backtesting_metrics") {
|
|
println!("Backtesting Metrics: {}", serde_json::to_string_pretty(metrics).unwrap());
|
|
}
|
|
|
|
assert!(results.passed, "Backtesting flow integration tests should pass");
|
|
}
|
|
} |