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Quant Systems Lab · Control Systems for Quantitative Finance

Test Pyramid and Regression Suite

A stable library relies on many small unit tests, fewer integration tests, and a focused regression suite for key trades.

Explanation

The test pyramid emphasises many cheap unit tests at the base, with fewer but broader integration and end-to-end tests above.

Regression suites fix a set of reference trades and market snapshots whose prices and Greeks must remain stable over time.

When behaviour must change, regression expectations are updated deliberately as part of a controlled model or code decision.


testsunitintegrationregression
Interactive visualisation
Test pyramid and regression suite
Cheap coverage at the base. Targeted stability at the top.
Unit
140
Integration
40
End-to-end
10
Regression
18
Total tests
208
Estimated runtime
22s
Coverage confidence
55%
Unit140Integration40E2E10Regression18More tests ≠ better. Better means fast feedback + stable behaviour.
Interpretation
  • Unit tests are cheap and should dominate the count.
  • Integration/E2E tests buy realism, but they are slow and brittle.
  • Regression tests protect key trades and market snapshots from accidental drift.