Isolate the two parts, exchange connectivity is one part, and actually has a quite finite list of tests. The data processing and historical replication is a different problem that can be solved independent of the tws implementation.
On Fri, 19 Feb 2021, 22:00 Nick, <news1000@...> wrote:
I hate to say it but to do a robust job I think you would have to have a
whole separate project that simulates TWS and the exchanges. You then
connect to that for (most of) your testing.
Anything your framework does that depends on market actions (order
fills, account updates, recovery from outages, etc.) won't have a way to
be repeatable in a paper account.
Of course you'd also want to test against a paper account to verify that
basic request and response processing is working.
This could turn out to be one of the situations where the testing
framework is a much bigger project than the original project.
On 2/19/2021 4:33 PM, Matthias Frener wrote:
>
> Currently we look for a solution to run automated CI-testing.
>
> The setup is no issue, but against what do should we test?
>
