测试指南

December 17, 2025 · View on GitHub

版本: v0.2.0 更新日期: 2025-12-17 开发团队: @yutiansut @quantaxis

📋 目录

测试概览
单元测试
集成测试
性能测试
端到端测试
测试覆盖率
最佳实践

测试概览

测试金字塔

           ┌───────────────┐
           │  E2E 测试     │  ← 少量，覆盖关键流程
           │  (5%)         │
           ├───────────────┤
           │  集成测试     │  ← 中量，测试模块交互
           │  (15%)        │
           ├───────────────┤
           │  单元测试     │  ← 大量，测试单个函数
           │  (80%)        │
           └───────────────┘

测试策略

测试类型	覆盖范围	执行速度	数量占比
单元测试	单个函数/方法	极快 (< 1ms)	80%
集成测试	多个模块交互	快 (< 100ms)	15%
E2E 测试	完整业务流程	慢 (> 1s)	5%

当前测试状态

cargo test --lib

结果:

running 799 tests
test result: ok. 799 passed; 0 failed; 0 ignored

测试分布:

模块	测试数	说明
MatchingEngine	76	撮合引擎测试（含压力测试）
PreTradeCheck	4	风控检查
OrderRouter	6	订单路由
TradeGateway	5	成交网关
SettlementEngine	2	结算引擎
AccountManager	14	账户管理
Storage/WAL	50+	存储层测试
Factor	30+	因子计算
Other	600+	其他模块

模块测试文档

撮合引擎: 测试指南 | 性能基准 | 压力测试

单元测试

编写单元测试

基本结构:

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

    #[test]
    fn test_function_name() {
        // Arrange: 准备测试数据
        let input = 10;

        // Act: 执行被测试代码
        let result = function_under_test(input);

        // Assert: 验证结果
        assert_eq!(result, expected_value);
    }
}

PreTradeCheck 测试示例

测试风控拒绝:

// src/risk/pre_trade_check.rs
#[cfg(test)]
mod tests {
    use super::*;

    fn create_test_env() -> (Arc<AccountManager>, PreTradeCheck) {
        let account_mgr = Arc::new(AccountManager::new());

        // 创建测试账户
        let req = OpenAccountRequest {
            user_id: "test_user".to_string(),
            user_name: "Test User".to_string(),
            init_cash: 100000.0,
            account_type: AccountType::Individual,
            password: "test123".to_string(),
        };
        account_mgr.open_account(req).unwrap();

        let checker = PreTradeCheck::new(account_mgr.clone());
        (account_mgr, checker)
    }

    #[test]
    fn test_insufficient_funds() {
        let (_, checker) = create_test_env();

        // 超出资金的订单
        let req = OrderCheckRequest {
            user_id: "test_user".to_string(),
            instrument_id: "IX2301".to_string(),
            direction: "BUY".to_string(),
            offset: "OPEN".to_string(),
            volume: 1000.0,  // 需要 1000 * 120 * 10% = 12000 保证金
            price: 120.0,
        };

        match checker.check(&req).unwrap() {
            RiskCheckResult::Reject { reason, code } => {
                assert_eq!(code, RiskCheckCode::InsufficientFunds);
                assert!(reason.contains("资金不足"));
            }
            RiskCheckResult::Pass => panic!("Expected rejection"),
        }
    }

    #[test]
    fn test_valid_order() {
        let (_, checker) = create_test_env();

        // 合理的订单
        let req = OrderCheckRequest {
            user_id: "test_user".to_string(),
            instrument_id: "IX2301".to_string(),
            direction: "BUY".to_string(),
            offset: "OPEN".to_string(),
            volume: 10.0,  // 需要 10 * 120 * 10% = 120 保证金
            price: 120.0,
        };

        assert!(matches!(
            checker.check(&req).unwrap(),
            RiskCheckResult::Pass
        ));
    }
}

OrderRouter 测试示例

测试订单提交流程:

// src/exchange/order_router.rs
#[cfg(test)]
mod tests {
    use super::*;

    fn create_test_router() -> OrderRouter {
        let account_mgr = Arc::new(AccountManager::new());
        let risk_checker = Arc::new(PreTradeCheck::new(account_mgr.clone()));
        let trade_gateway = Arc::new(TradeGateway::new(account_mgr.clone()));

        let mut router = OrderRouter::new(account_mgr, risk_checker, trade_gateway);

        // 注册合约
        router.register_instrument("IX2301", 1.0, 0.0001);

        router
    }

    #[test]
    fn test_submit_order_success() {
        let router = create_test_router();

        // 创建账户
        router.account_mgr.open_account(OpenAccountRequest {
            user_id: "user001".to_string(),
            user_name: "User 1".to_string(),
            init_cash: 1000000.0,
            account_type: AccountType::Individual,
            password: "pass".to_string(),
        }).unwrap();

        // 提交订单
        let req = SubmitOrderRequest {
            user_id: "user001".to_string(),
            instrument_id: "IX2301".to_string(),
            direction: "BUY".to_string(),
            offset: "OPEN".to_string(),
            volume: 10.0,
            price: 120.0,
            order_type: "LIMIT".to_string(),
        };

        let response = router.submit_order(req);

        assert!(response.success);
        assert!(response.order_id.is_some());
        assert!(response.error_message.is_none());
    }

    #[test]
    fn test_cancel_order() {
        let router = create_test_router();

        // 提交订单
        // ...

        // 撤销订单
        let result = router.cancel_order("O12345");
        assert!(result.is_ok());
    }
}

断言宏

// 相等断言
assert_eq!(actual, expected);
assert_ne!(actual, unexpected);

// 布尔断言
assert!(condition);
assert!(!condition);

// 模式匹配断言
assert!(matches!(result, RiskCheckResult::Pass));

// 浮点数断言 (考虑精度)
fn assert_float_eq(a: f64, b: f64) {
    assert!((a - b).abs() < 1e-6);
}

// 自定义错误消息
assert_eq!(actual, expected, "Expected {} but got {}", expected, actual);

集成测试

创建集成测试

目录结构:

tests/
├── common/
│   └── mod.rs         # 共享测试工具
├── test_order_flow.rs # 订单流程测试
└── test_settlement.rs # 结算流程测试

完整订单流程测试

tests/test_order_flow.rs:

use qaexchange::exchange::{OrderRouter, TradeGateway};
use qaexchange::core::{AccountManager, OpenAccountRequest, AccountType};
use qaexchange::risk::PreTradeCheck;
use std::sync::Arc;

#[test]
fn test_full_order_lifecycle() {
    // 1. 创建系统组件
    let account_mgr = Arc::new(AccountManager::new());
    let risk_checker = Arc::new(PreTradeCheck::new(account_mgr.clone()));
    let trade_gateway = Arc::new(TradeGateway::new(account_mgr.clone()));
    let mut router = OrderRouter::new(
        account_mgr.clone(),
        risk_checker,
        trade_gateway.clone()
    );

    // 2. 注册合约
    router.register_instrument("IX2301", 1.0, 0.0001);

    // 3. 开户
    account_mgr.open_account(OpenAccountRequest {
        user_id: "buyer".to_string(),
        user_name: "Buyer".to_string(),
        init_cash: 1000000.0,
        account_type: AccountType::Individual,
        password: "pass".to_string(),
    }).unwrap();

    account_mgr.open_account(OpenAccountRequest {
        user_id: "seller".to_string(),
        user_name: "Seller".to_string(),
        init_cash: 1000000.0,
        account_type: AccountType::Individual,
        password: "pass".to_string(),
    }).unwrap();

    // 4. 提交买单
    let buy_req = SubmitOrderRequest {
        user_id: "buyer".to_string(),
        instrument_id: "IX2301".to_string(),
        direction: "BUY".to_string(),
        offset: "OPEN".to_string(),
        volume: 10.0,
        price: 120.0,
        order_type: "LIMIT".to_string(),
    };
    let buy_response = router.submit_order(buy_req);
    assert!(buy_response.success);

    // 5. 提交卖单 (价格匹配，应成交)
    let sell_req = SubmitOrderRequest {
        user_id: "seller".to_string(),
        instrument_id: "IX2301".to_string(),
        direction: "SELL".to_string(),
        offset: "OPEN".to_string(),
        volume: 10.0,
        price: 120.0,
        order_type: "LIMIT".to_string(),
    };
    let sell_response = router.submit_order(sell_req);
    assert!(sell_response.success);

    // 6. 验证账户状态
    let buyer_account = account_mgr.get_account("buyer").unwrap();
    let buyer_acc = buyer_account.read();
    assert_eq!(buyer_acc.hold.get("IX2301").unwrap().volume_long_today, 10.0);

    let seller_account = account_mgr.get_account("seller").unwrap();
    let seller_acc = seller_account.read();
    assert_eq!(seller_acc.hold.get("IX2301").unwrap().volume_short_today, 10.0);

    // 7. 平仓
    let close_req = SubmitOrderRequest {
        user_id: "buyer".to_string(),
        instrument_id: "IX2301".to_string(),
        direction: "SELL".to_string(),
        offset: "CLOSETODAY".to_string(),
        volume: 10.0,
        price: 125.0,  // 盈利平仓
        order_type: "LIMIT".to_string(),
    };
    let close_response = router.submit_order(close_req);
    assert!(close_response.success);

    // 8. 验证盈亏
    let buyer_acc = buyer_account.read();
    assert!(buyer_acc.accounts.close_profit > 0.0);  // 有平仓盈利
}

异步测试

#[tokio::test]
async fn test_async_operation() {
    let result = some_async_function().await;
    assert!(result.is_ok());
}

性能测试

Criterion 基准测试

安装 Criterion:

# Cargo.toml
[dev-dependencies]
criterion = { version = "0.5", features = ["html_reports"] }

[[bench]]
name = "order_router"
harness = false

编写基准测试:

// benches/order_router.rs
use criterion::{black_box, criterion_group, criterion_main, Criterion};
use qaexchange::exchange::OrderRouter;

fn benchmark_submit_order(c: &mut Criterion) {
    let router = create_test_router();

    c.bench_function("submit_order", |b| {
        b.iter(|| {
            let req = create_test_request();
            router.submit_order(black_box(req))
        });
    });
}

criterion_group!(benches, benchmark_submit_order);
criterion_main!(benches);

运行基准测试:

cargo bench

# 查看报告
open target/criterion/submit_order/report/index.html

压力测试

并发订单提交:

#[test]
fn test_concurrent_orders() {
    use std::thread;

    let router = Arc::new(create_test_router());
    let mut handles = vec![];

    // 启动 100 个线程同时提交订单
    for i in 0..100 {
        let router_clone = router.clone();
        let handle = thread::spawn(move || {
            let req = create_test_request_for_user(&format!("user{}", i));
            router_clone.submit_order(req)
        });
        handles.push(handle);
    }

    // 等待所有线程完成
    for handle in handles {
        let response = handle.join().unwrap();
        assert!(response.success);
    }
}

端到端测试

HTTP API 测试

#[cfg(test)]
mod e2e_tests {
    use actix_web::{test, App};
    use qaexchange::service::http::routes;

    #[actix_web::test]
    async fn test_open_account_api() {
        // 创建测试应用
        let app = test::init_service(
            App::new()
                .app_data(web::Data::new(app_state))
                .configure(routes::config)
        ).await;

        // 发送开户请求
        let req = test::TestRequest::post()
            .uri("/api/account/open")
            .set_json(&json!({
                "user_id": "test001",
                "user_name": "Test User",
                "init_cash": 1000000.0,
                "account_type": "individual",
                "password": "password123"
            }))
            .to_request();

        let resp = test::call_service(&app, req).await;
        assert!(resp.status().is_success());

        // 验证响应
        let body: ApiResponse = test::read_body_json(resp).await;
        assert!(body.success);
    }
}

WebSocket 测试

#[actix_web::test]
async fn test_websocket_connection() {
    use actix_web_actors::ws;

    let mut srv = test::start(|| {
        App::new()
            .route("/ws", web::get().to(ws_route))
    });

    // 连接 WebSocket
    let mut framed = srv.ws_at("/ws?user_id=test_user").await.unwrap();

    // 发送认证消息
    framed.send(ws::Message::Text(
        json!({
            "type": "auth",
            "user_id": "test_user",
            "token": "test_token"
        }).to_string().into()
    )).await.unwrap();

    // 接收响应
    let response = framed.next().await.unwrap().unwrap();
    // 验证响应...
}

测试覆盖率

使用 Tarpaulin

安装:

cargo install cargo-tarpaulin

运行覆盖率测试:

# 生成覆盖率报告
cargo tarpaulin --lib --out Html

# 查看报告
open tarpaulin-report.html

# 指定最小覆盖率
cargo tarpaulin --lib --fail-under 80

使用 llvm-cov

# 安装
rustup component add llvm-tools-preview
cargo install cargo-llvm-cov

# 运行
cargo llvm-cov --html

# 查看报告
open target/llvm-cov/html/index.html

CI 集成

GitHub Actions:

# .github/workflows/test.yml
name: Test

on: [push, pull_request]

jobs:
  test:
    runs-on: ubuntu-latest

    steps:
      - uses: actions/checkout@v3

      - name: Install Rust
        uses: actions-rs/toolchain@v1
        with:
          toolchain: stable

      - name: Run tests
        run: cargo test --lib

      - name: Install tarpaulin
        run: cargo install cargo-tarpaulin

      - name: Generate coverage
        run: cargo tarpaulin --lib --out Xml

      - name: Upload coverage
        uses: codecov/codecov-action@v3
        with:
          files: ./cobertura.xml

最佳实践

1. 测试命名

// ✅ 好的命名
#[test]
fn test_submit_order_with_insufficient_funds_should_fail() { }

#[test]
fn test_cancel_order_returns_ok_for_valid_order() { }

// ❌ 不好的命名
#[test]
fn test1() { }

#[test]
fn test_order() { }

2. 测试隔离

// ✅ 每个测试独立创建数据
#[test]
fn test_a() {
    let data = create_test_data();
    // ...
}

#[test]
fn test_b() {
    let data = create_test_data();  // 独立数据
    // ...
}

// ❌ 测试共享状态
static mut SHARED_DATA: Option<Data> = None;  // 不推荐

3. 使用测试 Fixture

// 提取公共设置逻辑
fn create_test_router() -> OrderRouter {
    // 公共初始化逻辑
}

#[test]
fn test_case_1() {
    let router = create_test_router();
    // 测试逻辑
}

#[test]
fn test_case_2() {
    let router = create_test_router();
    // 测试逻辑
}

4. 测试边界条件

#[test]
fn test_order_volume_boundaries() {
    // 最小值
    test_volume(0.0);  // 应失败
    test_volume(1.0);  // 应成功

    // 最大值
    test_volume(9999.0);   // 应成功
    test_volume(10000.0);  // 应成功
    test_volume(10001.0);  // 应失败
}

5. 使用 Mock

// 使用 mockall crate
use mockall::{automock, predicate::*};

#[automock]
trait AccountManager {
    fn get_account(&self, user_id: &str) -> Result<Account, Error>;
}

#[test]
fn test_with_mock() {
    let mut mock = MockAccountManager::new();
    mock.expect_get_account()
        .with(eq("user001"))
        .times(1)
        .returning(|_| Ok(create_test_account()));

    // 使用 mock
    let result = function_under_test(&mock);
    assert!(result.is_ok());
}

6. 快速失败

// ✅ 尽早返回
#[test]
fn test_complex_workflow() {
    let result1 = step1();
    assert!(result1.is_ok(), "Step 1 failed");

    let result2 = step2();
    assert!(result2.is_ok(), "Step 2 failed");

    // ...
}

// ❌ 全部执行后才断言
#[test]
fn test_complex_workflow_bad() {
    let result1 = step1();
    let result2 = step2();
    let result3 = step3();

    assert!(result1.is_ok() && result2.is_ok() && result3.is_ok());
}

测试工具

常用 Crate

Crate	用途
`criterion`	基准测试
`mockall`	Mock 对象
`proptest`	属性测试
`rstest`	参数化测试
`serial_test`	串行测试
`test-case`	测试用例生成

参数化测试

use rstest::rstest;

#[rstest]
#[case(10.0, 120.0, true)]   // 正常订单
#[case(0.0, 120.0, false)]   // 数量为0
#[case(10.0, -1.0, false)]   // 负价格
fn test_order_validation(
    #[case] volume: f64,
    #[case] price: f64,
    #[case] expected: bool
) {
    let result = validate_order(volume, price);
    assert_eq!(result.is_ok(), expected);
}

持续集成

本地 CI 模拟

#!/bin/bash
# ci-check.sh

set -e

echo "Running fmt check..."
cargo fmt --check

echo "Running clippy..."
cargo clippy -- -D warnings

echo "Running tests..."
cargo test --lib

echo "Checking coverage..."
cargo tarpaulin --lib --fail-under 70

echo "All checks passed!"

Pre-commit Hook

# .git/hooks/pre-commit
#!/bin/bash

cargo fmt --check || {
    echo "Code not formatted. Run 'cargo fmt' first."
    exit 1
}

cargo clippy -- -D warnings || {
    echo "Clippy errors found."
    exit 1
}

cargo test --lib || {
    echo "Tests failed."
    exit 1
}

文档更新: 2025-10-03 维护者: @yutiansut