Testing and CI/CD

Under development

This lesson is part of the course scaffold and is being actively written. The learning objectives and outline below define its final scope.

Learning objectives

By the end of this lesson you will be able to:

• Write unit, property-based, and regression tests for signal, portfolio, and execution code, and choose the appropriate kind for each component
• Test stochastic code deterministically with seeded runs, and write statistical assertions with a controlled false-alarm rate where determinism is impossible
• Build golden-file backtest tests that snapshot P&L and positions and flag any unintended change across a refactor
• Configure a CI/CD pipeline that gates deployment on linting, type checks, the test suite, and backtest regression checks

Outline

1. The testing pyramid for trading systems — what to test at each level
2. Unit tests — pure functions, fixtures, and the special hazards of time
3. Property-based testing — invariants of signals and portfolios with Hypothesis
4. Testing stochastic code — seeding, tolerances, statistical assertions
5. Golden-file backtest tests — snapshotting results, reviewing intentional diffs
6. Regression tests — pinning every fixed bug so it stays fixed
7. CI pipelines — lint, type-check, test, and backtest gates on every merge
8. CD and deployment gating — promoting builds, rollback, and who can ship

Prerequisites

• Git and Code Review