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Quantitative Finance · Glossary

What is Property-based test, differential test, fuzz testing?

Also known as: property-based test · differential test · fuzz testing

Definition 25.1 Low-Latency Software · Chapter 25 — Testing and Deploying Low-Latency Systems

A property-based test generates many random inputs and checks that a stated property holds for every one of them, rather than comparing one input with one expected output. A differential test runs two implementations of the same specification on the same inputs and checks that their outputs are identical. Fuzz testing feeds a program large numbers of malformed or mutated inputs to find those that make it crash, hang or violate its invariants.

The tests a low-latency trading system meets on its way to production. The lower layers check what it computes and run on every change; the upper ones check how it behaves against the venue and how fast it is, and run on candidates for release.
Figure 25.1. The tests a low-latency trading system meets on its way to production. The lower layers check what it computes and run on every change; the upper ones check how it behaves against the venue and how fast it is, and run on candidates for release.
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