extent-2015: the four essential elements of lseg qa solutions
TRANSCRIPT
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The Four Essential Elements of LSEG QA Solutions
Exactpro11 November 2015
Quality Assurance & Related Software Development for Innovative Trading SystemsTel: +7 495 640 2460, +1 415 830 38 49www.exactpro.com
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FrAgile Process
Crowd-sourced Testing
Formal Verification Methodologies
Cognitive Technology
Quality Assurance Trends
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
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FrAgile Process
Test is DeadIdeas before ProductsHappy Software DevelopersSoftware Engineer in Test
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
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Crowd-Sourced Testing
Immediate Feedback from Diverse User BaseInstrumentation is Required to Process Data
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
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Formal Methods
Model CheckingTheorem ProvingStatic AnalysisVerification
http://nssdc.gsfc.nasa.gov/nmc/spacecraftDisplay.do?id=2006-001A
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
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What’s Next?
Can We Learn from Other Industries?
Be Both Faster and Safe
Who Had the Most Severe Problems with Technology?
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
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Proposed Approach
Build Software to Test Software
Test Tool Sophistication should Match Platform’s Complexity
Testability is Required
Parallel Stream for Test Harness
The Software will Break Anyway
A Good Robot is Required to Survive in Robot Apocalypse
Summer Glau – The Sarah Connor ChroniclesGrace Park - Battlestar Galactica
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
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Active Testing Tool to Simulate Transaction Flow
Orders
Trades
Market Data
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• Tibco• IBM MQ• jDBC• TCP• HTTP• SOAP• FTP• FTSE• Reuters• Fidessa• EMAPI• QuantHouse• MillenniumIT• SOLA• ASTS• GATElab
• FIX and dialects, • including 4.2, 4.3, 4.4, 5.0• FIXML• ITCH• FAST• ISO SWIFT
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Configurable Multi-Protocol Test Connectivity
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Clear and Simple CSV-based Test Case Format
Drop by Drop Turns into a Mighty Regression Library
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Keyword Driven Testing
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Automated Test ExecutionBig Button Framework
Unattended Test Runs for Continuous Integration
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User Friendly Web Front-End
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Report reflects the Difference Between an Expected Outcome and an Actual
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Expected vs. Actual
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Purifying & Cleansing
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Sailfish is like WATER
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Foundation of the Electronic Trading Architecture
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Complex Operational Schedules
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Identify and Exterminate Pests
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Built-in Schedule Support
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Step by Step Testing
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Industry-Standard Solutions
• SWIFT• HTTP• SOAP• FTP• MQ• ISO 20022• etc.
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ClearTH is like EARTH
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Simulate Algo Traders’ Behaviour
Subscribe to Market Data
Use Trading Systems to Test Trading Systems
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Simulate Low-Latency Execution Environment
• Powerful• Scalable• Realistic• Multi-Threaded• Java Agents
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Dashboard to Monitor Trading Algorithms
Gather Execution Efficiency Stats
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Run your Platform alongside with Test Algos
Reference Test Harness for Trading Algorithms
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Will Your Platform Melt at the Confluence of Functional and Non-Functional Testing?
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Trigger Minirobots and Illuminate the Hidden Defects
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Minirobots are like FIRE
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• Passive testing is a software testing technique that observes the system without interaction.
• Passive testing tool doesn't generate any messages itself. It captures the traffic and stores it for analysis.
• Shsha is a tool that can gather all the evidence you need. Invisible to the system under test, it raises testing efficiency to a different level.
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• Post-transactional tool• Analyzes clients' activity • Parses and displays logs in a user-friendly way• Parses messages and then puts each to a data base table where each column corresponds to each message field• Allows making summarized reports, etc.• Easy to understand GUI
Incoming signals FIX and dialects: FAST, SWIFT, ITCH, HTTP, SOAP
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Use of Shsha:• Load results analysis, NFT metrics• Toxic issues investigation• On-boarding client certification• Market Surveillance
Target SUT:• Trading Platforms,• Market Data Delivery• Post-Trade Systems• Surveillance systems• Audit and regulatory requirements
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Client Onboarding
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Fast, Clear, and Weightless
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Shsha is like AIR
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Build Software to Test Software