A unit test checks one function or class in isolation, in milliseconds. An integration test checks several components working together — a pricer with its market data, a strategy with the simulator — in seconds. An end-to-end test runs a whole flow as production would — orders from a strategy through the gateway to a simulated venue and back to the position service — in minutes.
Quantitative Finance · Glossary
What is Unit, integration and end-to-end tests?
Also known as: unit test · integration test · end-to-end test