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Machine Learning and Testing in London Stock Exchange Group
Iosif Itkin, Co-Founder and CEO, Exactpro9 April 2016, AIST Conference
Quality Assurance & Related Software Development for Innovative Trading SystemsTel: +7 495 640 2460, +1 415 830 38 49www.exactpro.com
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Exactpro Systems Company Overview
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Exactpro is: Clients Worldwide:• A specialist firm focused on functional and non functional
testing of systems that process wholesale financial products, particularly market infrastructure
• A UK company with operations in the US and four QA & software development centres in Eastern Europe
• Part of London Stock Exchange Group as of May 29, 2015
• Incorporated in 2009 with 10 people, our company has experienced significant growth as satisfied clients require
more services;
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London Stock Exchange Group
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
• A leading diversified international exchange and infrastructure group with assets across the entire exchange value chain • The Group can trace its history back to 1698• Headquartered in the United Kingdom, with significant global operations, the Group employs approximately 5,500
people• Post trade and risk management services are a significant part of the Group’s business operations• Through FTSE Russell, the Group is a global leader in financial indexing, benchmarking and analytic services with
approximately $10 trillion benchmarked to its indexes
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Tools & Methods of Program Analysis
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Sailfish: Automated testing Compares intended and received results
ClearTH:• Automated end 2 end clearing system testing
Dolphin:Market surveillance testing
Shsha:• Automated monitoring, analysis and
reporting
Load Injector:• 75K messages / second from a single CPU core• Measures latencies in microsecond range
Minirobots:• A variety of algoes simulating end-clients
will run and see how system performs
Quality Assurance:test planning and
managementProcess audit and testcoverage analysis
Intelligent Managementof Large Data Sets
Test data management
Protocol level testing using FIX/FAST, SOAP, HTTP, ITCH, SWIFT, MQ, SQL, proprietary binary and text based data formats, etc.
Automated regression testing
Gathering requirements and test scenario creation (human, message & reporting interfaces)
Creating and productizing state-of-the-arttest harnesses
Test automation
Intelligent functional andexploratory testing
Latency & capacitytesting
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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
FrAgile Process
Crowd-sourced Testing
Formal Verification Methodologies
Cognitive Technology
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FrAgile Process
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Test is DeadIdeas before ProductsHappy Software DevelopersSoftware Engineer in Test
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Crowd-Sourced Testing
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Immediate Feedback from Diverse User BaseInstrumentation is Required to Process Data
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Formal Methods
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Model CheckingTheorem ProvingStatic AnalysisVerification
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What’s Next
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Can We Learn from Other Industries?
Be Both Faster and Safe
Who Had the Most Severe Problems with Technology?
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Proposed Approach
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Build Software to Test Software
Test Tool Sophistication should Match Platform’s Complexity
A Good Robot is Required to Survive in Robot Apocalypse
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Trading Systems
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Testing Instruments, Risk Control and Monitoring Tools should have the Same Priority as the Trading Platform
Testability is Required for Agile Process and Continuous Integration
SET = Building Software to Test Software
No Formal Artefacts from Agile Process. Parallel Stream for Test Harness
Formal Verification can Improve Quality
The Software will Break Anyway
The Absence of Adequate Monitoring and Kill Switches is What Turns a Problem into a Disaster
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Passive Testing
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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Test Tools for Client Onboarding and Certification
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Regular Test Automation
14 Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Execute a test regression and make it: as extensive as possibleas efficient as possible
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Minirobots
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
A set of Minirobots Algorithms allowing to perform a complete test regression of a trading system within a few hoursAll Robots work concurrently against the test environmentRobots are independent from each other, and their actions are based on current conditions on the order booksRobots use an abstract Test Library and their main goal is to cover all test cases within the library
Testing Algo-Trading System
16 Exactpro Systems, LLC Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 exactpro.com
Deploy one or several scalable matching engines to serve as market simulators.
Repeat your tests multiple times to assess the quality and efficiency of your software
Machine Learning
17 Exactpro Systems, LLC Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 exactpro.com
Select efficient limited subset of tests from an infinite number of possibilitiesIdentify test cases that were actually executed and their status
Teach robots to adhere to our values: Integrity, Excellence, Partnership and Innovation
Human Learning
18 Exactpro Systems, LLC Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 exactpro.com
https://ru.linkedin.com/in/iosifitkin http://extentconf.com
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