Add integration tests for execution persistence, metrics, and opportunity writing
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- Implemented integration tests for the execution writer to ensure trade orders and PnL are persisted correctly. - Created integration tests for the metrics calculator to summarize execution data accurately. - Added integration tests for the opportunity writer to verify event persistence. - Established PostgreSQL schema validation tests to ensure all expected tables, columns, and constraints exist. - Removed outdated unit tests that relied on DuckDB and replaced them with tests using PgStore.
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@@ -39,7 +39,7 @@ Key end-to-end latency baselines from `latency_baseline.json`:
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## Optimization Note
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`MetricsCalculator.compute()` was optimized to use DuckDB SQL aggregations and quantiles, reducing Python-side row scans.
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`MetricsCalculator.compute()` uses PostgreSQL SQL aggregations and percentiles, reducing Python-side row scans.
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Measured benchmark (`scripts/benchmark_metrics_compute.py`):
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