Topic · Quant Development & Systems
← All topicsInfrastructure & Testing
26 articles · 4 checkpoints · 17 deeper reads · 5 reference notes
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A unit test checks one small piece of code in isolation against a known expected result, run automatically every time the code changes, so a broken calculation is caught in seconds rather than discovered live weeks later.
Git tracks every change to a codebase as a chain of snapshots, so a research or trading team can work in parallel, undo mistakes, and know exactly which version of the code produced any given backtest or trade.
A kill switch is a mechanism, ideally simple and independent of the strategy's own logic, that halts trading the instant something looks wrong, because a bug in a runaway algorithm doing the wrong thing quickly is far more dangerous than one doing nothing at all.
Instead of checking a function against a handful of examples you thought of, property-based testing generates hundreds of random inputs and checks that a general rule always holds, which finds the edge cases a human wouldn't think to write by hand.
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