Really Hammering on the Unit Tests
I have been looking at the memory footprint of my best bid/offer server and thinking that there might be a memory leak in there. I've done a lot of unit testing, but it's very hard to tell exactly what's happening when you hit it with 128,000 symbols and more than 30 ticks a symbol. After all, I expect the memory usage to rise as I put in new instruments. But I was worried that I was still creating data structures for existing instruments.
I looked at the code, and traced it for a few cases, and it seemed to work, but that wasn't nearly as satisfying as I had hoped. I really wanted to know for sure. So something finally came to me: Hammer it! I mean, really hammer it.
So I added a few loops to the test app and used the existing 128,000 instruments. I ran through another dozen ticks that would very predictably effect the best bid/offer. I ran that for each instrument ten times and let it run.
What I saw was that the memory climbed during the initial phase, and then during the "re-run" phase, it was rock solid. I mean it was amazing.
I'm satisfied. The small-scale tests are good, and the massive scale is as well. There aren't any leaks I can see. What I have now is what the system requires.