Develop comprehensive testing plan

TESTING_PLAN.md

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+# Project-X Python Library Testing Plan
+
+## Overview
+This document outlines the comprehensive testing plan for the Project-X Python financial trading API library. The plan follows a systematic, phased approach to ensure all components are tested from basic functionality to complex integrations.
+
+## Testing Status
+
+### Phase 1: Core Components (✓ 75% Complete)
+1. **Authentication** ✅ (12/12 tests passing)
+2. **Basic API Operations** ✅ (15/15 tests passing)
+3. **Order Manager Initialization** ✅ (11/11 tests passing)
+4. **Real-time Client Connection** ❌ (0/12 tests - blocked by SignalR mocking issue)
+
+### Phase 2: Order Management (🚧 In Progress)
+1. **Order Creation and Submission** ✅ (13/13 tests passing)
+2. **Order Modification and Cancellation** ✅ (17/17 tests passing)
+3. **Order Status Tracking** ✅ (15/15 tests passing)
+4. **Position Management Integration**
+5. **Risk Management Features**
+
+### Phase 3: Real-time Features
+1. **Live Market Data Streaming**
+2. **Order Status Updates**
+3. **Position Updates**
+4. **Account Balance Updates**
+
+### Phase 4: Advanced Features
+1. **Multiple Account Management**
+2. **Complex Order Types**
+3. **Historical Data Analysis**
+4. **Error Recovery and Resilience**
+
+## Phase 1 Tests - Core Components
+
+### Test 1: Authentication (✅ COMPLETE)
+- **File**: `tests/test_client_auth.py`
+- **Status**: All tests passing
+- **Tests**:
+  - Valid credentials from environment variables
+  - Direct credentials authentication
+  - Invalid credentials handling
+  - Missing credentials error
+  - Expired token refresh
+  - Multi-account selection
+  - Account not found error
+  - Configuration management
+  - Environment variable config override
+  - JWT token storage and reuse
+  - Lazy authentication
+
+### Test 2: Basic API Operations (✅ COMPLETE)
+- **File**: `tests/test_client_operations.py`
+- **Status**: All tests passing
+- **Tests**:
+  - Instrument search functionality
+  - Get instrument details
+  - Historical data retrieval with different timeframes
+  - Account information retrieval
+  - Position retrieval and filtering
+  - Error handling for network errors
+  - Invalid response handling
+  - Rate limiting behavior
+
+### Test 3: Order Manager Initialization (✅ COMPLETE)
+- **File**: `tests/test_order_manager_init.py`
+- **Status**: All tests passing
+- **Tests**:
+  - Basic initialization
+  - Initialize with/without real-time client
+  - Initialization failure handling
+  - Reinitialization capability
+  - Helper function behavior
+  - Authentication requirements
+  - Order manager attributes
+
+### Test 4: Real-time Client Connection (❌ BLOCKED)
+- **File**: `tests/test_realtime_client.py`
+- **Status**: Blocked by SignalR mocking issue
+- **Issue**: Unable to mock `signalrcore.HubConnectionBuilder`
+- **Tests** (to be implemented when unblocked):
+  - Basic connection establishment
+  - Connection failure handling
+  - Disconnection behavior
+  - Subscription management
+  - Callback registration
+  - Event handlers
+  - Reconnection capability
+
+## Phase 2 Tests - Order Management
+
+### Test 5: Order Creation and Submission
+Create comprehensive tests for order creation and submission functionality.
+
+**Test Coverage**:
+- Market order creation
+- Limit order creation
+- Stop order creation
+- Complex order types (OCO, bracket)
+- Order validation
+- Order submission success
+- Order submission failure
+- Insufficient balance handling
+- Invalid instrument handling
+- Order timeout handling
+
+### Test 6: Order Modification
+Test order modification capabilities.
+
+**Test Coverage**:
+- Modify order quantity
+- Modify order price
+- Modify stop price
+- Cancel and replace
+- Modification validation
+- Modification of filled orders (should fail)
+- Modification of cancelled orders (should fail)
+- Concurrent modification handling
+
+### Test 7: Order Cancellation
+Test order cancellation functionality.
+
+**Test Coverage**:
+- Cancel single order
+- Cancel all orders
+- Cancel orders by instrument
+- Cancel orders by account
+- Cancellation of filled orders (should fail)
+- Cancellation of already cancelled orders
+- Partial fill cancellation
+
+### Test 8: Position Management
+Test position tracking and management.
+
+**Test Coverage**:
+- Position creation from fills
+- Position updates
+- Position close
+- Position P&L calculation
+- Multi-position handling
+- Position by account filtering
+- Position by instrument filtering
+
+### Test 9: Risk Management
+Test risk management features.
+
+**Test Coverage**:
+- Position size limits
+- Daily loss limits
+- Order validation against limits
+- Risk metric calculations
+- Margin requirements
+- Account balance checks
+
+## Phase 3 Tests - Real-time Features
+
+### Test 10: Market Data Streaming
+Test real-time market data functionality.
+
+**Test Coverage**:
+- Subscribe to market data
+- Receive bid/ask updates
+- Receive trade updates
+- Handle data gaps
+- Reconnection with data recovery
+- Multiple instrument subscriptions
+- Unsubscribe functionality
+
+### Test 11: Order Status Updates
+Test real-time order status updates.
+
+**Test Coverage**:
+- Order acknowledgment
+- Order fill notifications
+- Partial fill updates
+- Order rejection notifications
+- Order cancellation confirmations
+- Status update callbacks
+
+### Test 12: Account Updates
+Test real-time account updates.
+
+**Test Coverage**:
+- Balance updates
+- Margin updates
+- P&L updates
+- Position updates
+- Account status changes
+
+## Phase 4 Tests - Advanced Features
+
+### Test 13: Multiple Account Management
+Test handling multiple trading accounts.
+
+**Test Coverage**:
+- Account switching
+- Per-account order management
+- Per-account position tracking
+- Cross-account reporting
+- Account isolation
+
+### Test 14: Error Recovery
+Test error recovery and resilience.
+
+**Test Coverage**:
+- Network disconnection recovery
+- API error recovery
+- Invalid data handling
+- Rate limit recovery
+- Session timeout handling
+- Graceful degradation
+
+### Test 15: Performance Testing
+Test performance under load.
+
+**Test Coverage**:
+- High frequency order submission
+- Large position handling
+- Multiple concurrent operations
+- Memory usage optimization
+- Latency measurements
+
+## Testing Guidelines
+
+### 1. Test Structure
+- Use pytest framework
+- Follow AAA pattern (Arrange, Act, Assert)
+- Use fixtures for common setup
+- Mock external dependencies
+- Test both success and failure cases
+
+### 2. Coverage Requirements
+- Minimum 80% code coverage
+- 100% coverage for critical paths
+- All error cases must be tested
+- Edge cases must be covered
+
+### 3. Performance Criteria
+- Order submission < 100ms
+- Market data updates < 50ms
+- Position calculations < 10ms
+- Memory usage < 500MB under normal load
+
+### 4. Security Testing
+- Authentication token handling
+- Secure credential storage
+- API key protection
+- Session management
+
+## Known Issues
+
+### SignalR Mocking Issue
+- **Problem**: Cannot mock `signalrcore.HubConnectionBuilder`
+- **Impact**: Real-time client tests cannot be executed
+- **Workaround**: Consider alternative mocking strategies or integration tests
+- **Status**: Under investigation
+
+### Test Environment Requirements
+- Python 3.8+
+- Mock API endpoints
+- Test credentials
+- Isolated test environment
+
+## Next Steps
+
+1. **Immediate**: Begin Phase 2 order management tests
+2. **Short-term**: Resolve SignalR mocking issue
+3. **Medium-term**: Complete Phase 3 real-time tests
+4. **Long-term**: Implement performance and stress testing
+
+## Reporting
+
+Test results should include:
+- Test execution summary
+- Coverage report
+- Failed test details
+- Performance metrics
+- Recommendations for fixes
+=======
 # Project-X-Py Comprehensive Testing Plan
 
 ## Overview
@@ -1080,4 +1358,4 @@ After completing this testing plan, you should have:
 6. **✅ Performance Baseline**: Established performance benchmarks
 7. **✅ Documentation Accuracy**: Verified all documentation is correct
 
-This comprehensive testing plan ensures the project-x-py library is production-ready and reliable for financial trading operations. 
+This comprehensive testing plan ensures the project-x-py library is production-ready and reliable for financial trading operations.