Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Constraint Programming for Random Testing of a Trading System
KTH, School of Information and Communication Technology (ICT), Communication: Services and Infrastucture, Software and Computer Systems, SCS.
2010 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

Financial markets use complex computer trading systems whose failures can cause serious economic damage, making reliability a major concern. Automated random testing has been shown to be useful in finding defects in these systems, but its inherent test oracle problem (automatic generation of the expected system output) is a drawback that has typically prevented its application on a larger scale.

Two main tasks have been carried out in this thesis as a solution to the test oracle problem. First, an independent model of a real trading system based on constraint programming, a method for solving combinatorial problems, has been created. Then, the model has been integrated as a true test oracle in automated random tests. The test oracle maintains the expected state of an order book throughout a sequence of random trade order actions, and provides the expected output of every auction triggered in the order book by generating a corresponding constraint program that is solved with the aid of a constraint programming system.

Constraint programming has allowed the development of an inexpensive, yet reliable test oracle. In 500 random test cases, the test oracle has detected two system failures. These failures correspond to defects that had been present for several years without being discovered neither by less complete oracles nor by the application of more systematic testing approaches.

The main contributions of this thesis are: (1) empirical evidence of both the suitability of applying constraint programming to solve the test oracle problem and the effectiveness of true test oracles in random testing, and (2) a first attempt, as far as the author is aware, to model a non-theoretical continuous double auction using constraint programming.

Place, publisher, year, edition, pages
2010. , 108 p.
Series
Trita-ICT-EX, 69
Keyword [en]
constraint programming, random testing, trading system, test oracle, continuous double auction
National Category
Computer Systems
Identifiers
URN: urn:nbn:se:kth:diva-44908OAI: oai:DiVA.org:kth-44908DiVA: diva2:451488
Educational program
Master of Science - Software Engineering of Distributed Systems
Uppsok
Technology
Supervisors
Examiners
Note
Winner of the Swedish AI Society's prize for the best AI Master's Thesis 2010.Available from: 2011-11-28 Created: 2011-10-25 Last updated: 2011-11-28Bibliographically approved

Open Access in DiVA

TRITA-ICT-EX-2010:69.pdf(589 kB)2169 downloads
File information
File name FULLTEXT02.pdfFile size 589 kBChecksum SHA-512
d962862a0be6c169916851ef8e5588ce9018d7afb191976c28dc74c48f772b830c515f1e817c78eb5c80181862ae4a402ba8f496f27a6084d46f6c86847b0c80
Type fulltextMimetype application/pdf

By organisation
Software and Computer Systems, SCS
Computer Systems

Search outside of DiVA

GoogleGoogle Scholar
Total: 2169 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 191 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf