import { describe, it, expect, beforeEach, afterEach } from '@jest/globals' import { performance } from 'perf_hooks' import { DeltaNeutralController } from '../../src/controllers/DeltaNeutralController.js' import { AccountManager } from '../../src/modules/account/AccountManager.js' import { HedgeExecutionService } from '../../src/services/HedgeExecutionService.js' import { RiskMonitoringService } from '../../src/services/RiskMonitoringService.js' /** * 控制循环延迟性能测试 * 验证 8 秒控制循环延迟要求 (T043) * 验证 10 秒故障转移 SLA 要求 (T044) */ describe('Control Loop Latency Performance Tests', () => { let controller: DeltaNeutralController let mockAccountManager: jest.Mocked let mockHedgeService: jest.Mocked let mockRiskService: jest.Mocked beforeEach(() => { // 创建快速响应的模拟服务 mockAccountManager = { getAccounts: jest.fn().mockReturnValue(new Map([ ['account-1', { netPosition: 0.5, unrealizedPnl: 100 }], ['account-2', { netPosition: -0.3, unrealizedPnl: -50 }], ['account-3', { netPosition: 0.2, unrealizedPnl: 25 }] ])), getAccountState: jest.fn().mockResolvedValue({ netPosition: 0.1, unrealizedPnl: 10 }), updateAccountState: jest.fn().mockResolvedValue(undefined), } as any mockHedgeService = { executeHedge: jest.fn().mockImplementation(async () => { // 模拟实际执行时间 (100-500ms) await new Promise(resolve => setTimeout(resolve, Math.random() * 400 + 100)) return { success: true, executedOrders: [ { accountId: 'account-1', symbol: 'BTC-USD', amount: 0.2, side: 'sell' } ], totalCost: 1000, executionTime: 150, netDeltaChange: -0.2 } }), getStatus: jest.fn().mockReturnValue('running'), } as any mockRiskService = { getRiskMetrics: jest.fn().mockImplementation(async () => { // 模拟风险评估时间 (50-200ms) await new Promise(resolve => setTimeout(resolve, Math.random() * 150 + 50)) return { accountId: 'test-account', deltaDeviation: 0.5, utilizationRate: 0.7, leverageRatio: 2, unrealizedPnl: 100, maxDrawdown: 200, timestamp: Date.now() } }), updateAccountRisk: jest.fn().mockResolvedValue(undefined), getActiveAlerts: jest.fn().mockReturnValue([]), getStatus: jest.fn().mockReturnValue('running'), } as any controller = new DeltaNeutralController( mockAccountManager, mockHedgeService, mockRiskService ) }) afterEach(async () => { await controller.stop() }) describe('8-Second Control Loop Latency (T043)', () => { beforeEach(async () => { await controller.start() }) it('should complete delta control within 8 seconds - single account', async () => { const startTime = performance.now() const request = { targetDelta: 0.0, accounts: ['account-1'], maxDeviation: 0.1, symbol: 'BTC-USD' } const response = await controller.executeDeltaControl(request) const endTime = performance.now() const executionTime = endTime - startTime expect(response.success).toBe(true) expect(executionTime).toBeLessThan(8000) // 8秒要求 console.log(`Delta控制执行时间 (单账户): ${executionTime.toFixed(2)}ms`) }) it('should complete delta control within 8 seconds - multiple accounts', async () => { const startTime = performance.now() const request = { targetDelta: 0.0, accounts: ['account-1', 'account-2', 'account-3'], maxDeviation: 0.1, symbol: 'BTC-USD' } const response = await controller.executeDeltaControl(request) const endTime = performance.now() const executionTime = endTime - startTime expect(response.success).toBe(true) expect(executionTime).toBeLessThan(8000) // 8秒要求 console.log(`Delta控制执行时间 (多账户): ${executionTime.toFixed(2)}ms`) }) it('should complete utilization rebalancing within 8 seconds', async () => { const startTime = performance.now() const request = { targetUtilization: 0.75, accounts: ['account-1', 'account-2', 'account-3'], symbol: 'BTC-USD' } const response = await controller.executeUtilizationRebalance(request) const endTime = performance.now() const executionTime = endTime - startTime expect(response.success).toBe(true) expect(executionTime).toBeLessThan(8000) // 8秒要求 console.log(`利用率再平衡执行时间: ${executionTime.toFixed(2)}ms`) }) it('should maintain consistent performance under load', async () => { const iterations = 10 const executionTimes: number[] = [] for (let i = 0; i < iterations; i++) { const startTime = performance.now() const request = { targetDelta: 0.0, accounts: ['account-1', 'account-2'], maxDeviation: 0.1, symbol: 'BTC-USD' } const response = await controller.executeDeltaControl(request) const endTime = performance.now() const executionTime = endTime - startTime expect(response.success).toBe(true) expect(executionTime).toBeLessThan(8000) executionTimes.push(executionTime) // 短暂间隔避免资源争用 await new Promise(resolve => setTimeout(resolve, 100)) } const avgExecutionTime = executionTimes.reduce((a, b) => a + b) / iterations const maxExecutionTime = Math.max(...executionTimes) const minExecutionTime = Math.min(...executionTimes) console.log(`性能统计 (${iterations}次迭代):`) console.log(` 平均执行时间: ${avgExecutionTime.toFixed(2)}ms`) console.log(` 最大执行时间: ${maxExecutionTime.toFixed(2)}ms`) console.log(` 最小执行时间: ${minExecutionTime.toFixed(2)}ms`) expect(avgExecutionTime).toBeLessThan(5000) // 平均应该更快 expect(maxExecutionTime).toBeLessThan(8000) // 最大也要符合要求 }) }) describe('10-Second Failover SLA (T044)', () => { beforeEach(async () => { await controller.start() }) it('should handle hedge service failure within 10 seconds', async () => { // 模拟对冲服务失败 mockHedgeService.executeHedge.mockImplementation(async () => { await new Promise(resolve => setTimeout(resolve, 2000)) // 2秒延迟 throw new Error('Hedge service temporarily unavailable') }) const startTime = performance.now() const request = { targetDelta: 0.0, accounts: ['account-1'], maxDeviation: 0.1, symbol: 'BTC-USD' } const response = await controller.executeDeltaControl(request) const endTime = performance.now() const failoverTime = endTime - startTime expect(response.success).toBe(false) expect(failoverTime).toBeLessThan(10000) // 10秒故障转移SLA console.log(`故障检测和处理时间: ${failoverTime.toFixed(2)}ms`) }) it('should handle risk service timeout within 10 seconds', async () => { // 模拟风险服务超时 mockRiskService.getRiskMetrics.mockImplementation(async () => { await new Promise(resolve => setTimeout(resolve, 8000)) // 8秒超时 throw new Error('Risk service timeout') }) const startTime = performance.now() const request = { targetUtilization: 0.75, accounts: ['account-1'], symbol: 'BTC-USD' } const response = await controller.executeUtilizationRebalance(request) const endTime = performance.now() const failoverTime = endTime - startTime expect(response.success).toBe(false) expect(failoverTime).toBeLessThan(10000) // 10秒故障转移SLA console.log(`服务超时处理时间: ${failoverTime.toFixed(2)}ms`) }) it('should gracefully degrade when account manager is slow', async () => { // 模拟账户管理器响应缓慢 mockAccountManager.getAccounts.mockImplementation(() => { const slowResponse = new Promise(resolve => { setTimeout(() => { resolve(new Map([ ['account-1', { netPosition: 0.5, unrealizedPnl: 100 }] ])) }, 5000) // 5秒延迟 }) return slowResponse as any }) const startTime = performance.now() const request = { targetDelta: 0.0, accounts: ['account-1'], maxDeviation: 0.1, symbol: 'BTC-USD' } const response = await controller.executeDeltaControl(request) const endTime = performance.now() const responseTime = endTime - startTime // 应该在合理时间内响应,即使依赖服务慢 expect(responseTime).toBeLessThan(10000) // 10秒SLA console.log(`慢速服务降级处理时间: ${responseTime.toFixed(2)}ms`) }) it('should maintain system stability during partial failures', async () => { // 模拟部分账户故障 let callCount = 0 mockRiskService.getRiskMetrics.mockImplementation(async (accountId) => { callCount++ if (accountId === 'account-2' && callCount <= 2) { throw new Error('Account 2 temporarily unavailable') } await new Promise(resolve => setTimeout(resolve, 100)) return { accountId, deltaDeviation: 0.3, utilizationRate: 0.7, leverageRatio: 2, unrealizedPnl: 50, maxDrawdown: 100, timestamp: Date.now() } }) const startTime = performance.now() const request = { targetUtilization: 0.75, accounts: ['account-1', 'account-2', 'account-3'], symbol: 'BTC-USD' } const response = await controller.executeUtilizationRebalance(request) const endTime = performance.now() const recoveryTime = endTime - startTime expect(recoveryTime).toBeLessThan(10000) // 10秒SLA console.log(`部分故障恢复时间: ${recoveryTime.toFixed(2)}ms`) // 系统应该能够处理部分成功的情况 expect(response.success).toBeDefined() }) }) describe('Stress Testing and Performance Benchmarks', () => { beforeEach(async () => { await controller.start() }) it('should handle high-frequency requests efficiently', async () => { const concurrentRequests = 5 const requests = [] const startTime = performance.now() for (let i = 0; i < concurrentRequests; i++) { requests.push( controller.executeDeltaControl({ targetDelta: 0.0, accounts: [`account-${i % 3 + 1}`], maxDeviation: 0.1, symbol: 'BTC-USD' }) ) } const responses = await Promise.all(requests) const endTime = performance.now() const totalTime = endTime - startTime expect(totalTime).toBeLessThan(15000) // 并发请求应在15秒内完成 console.log(`${concurrentRequests}个并发请求总时间: ${totalTime.toFixed(2)}ms`) // 验证所有请求都有响应 expect(responses).toHaveLength(concurrentRequests) responses.forEach(response => { expect(response).toBeDefined() }) }) it('should demonstrate target performance benchmarks', async () => { const benchmarks = { singleAccountDelta: 0, multiAccountDelta: 0, utilizationRebalance: 0, riskAssessment: 0 } // 单账户Delta控制基准 let startTime = performance.now() await controller.executeDeltaControl({ targetDelta: 0.0, accounts: ['account-1'], maxDeviation: 0.1, symbol: 'BTC-USD' }) benchmarks.singleAccountDelta = performance.now() - startTime // 多账户Delta控制基准 startTime = performance.now() await controller.executeDeltaControl({ targetDelta: 0.0, accounts: ['account-1', 'account-2', 'account-3'], maxDeviation: 0.1, symbol: 'BTC-USD' }) benchmarks.multiAccountDelta = performance.now() - startTime // 利用率再平衡基准 startTime = performance.now() await controller.executeUtilizationRebalance({ targetUtilization: 0.75, accounts: ['account-1', 'account-2'], symbol: 'BTC-USD' }) benchmarks.utilizationRebalance = performance.now() - startTime console.log('性能基准测试结果:') console.log(` 单账户Delta控制: ${benchmarks.singleAccountDelta.toFixed(2)}ms`) console.log(` 多账户Delta控制: ${benchmarks.multiAccountDelta.toFixed(2)}ms`) console.log(` 利用率再平衡: ${benchmarks.utilizationRebalance.toFixed(2)}ms`) // 验证性能基准 expect(benchmarks.singleAccountDelta).toBeLessThan(2000) // 2秒目标 expect(benchmarks.multiAccountDelta).toBeLessThan(5000) // 5秒目标 expect(benchmarks.utilizationRebalance).toBeLessThan(3000) // 3秒目标 }) it('should measure memory usage and cleanup efficiency', async () => { const initialMemory = process.memoryUsage() // 执行多次操作以测试内存泄漏 for (let i = 0; i < 50; i++) { await controller.executeDeltaControl({ targetDelta: 0.0, accounts: ['account-1'], maxDeviation: 0.1, symbol: 'BTC-USD' }) if (i % 10 === 0) { // 强制垃圾回收测试 if (global.gc) { global.gc() } } } const finalMemory = process.memoryUsage() const memoryIncrease = finalMemory.heapUsed - initialMemory.heapUsed console.log('内存使用情况:') console.log(` 初始堆内存: ${(initialMemory.heapUsed / 1024 / 1024).toFixed(2)} MB`) console.log(` 最终堆内存: ${(finalMemory.heapUsed / 1024 / 1024).toFixed(2)} MB`) console.log(` 内存增长: ${(memoryIncrease / 1024 / 1024).toFixed(2)} MB`) // 内存增长应该在合理范围内 (< 50MB for 50 operations) expect(memoryIncrease).toBeLessThan(50 * 1024 * 1024) }) }) })