This document discusses reconciliation testing and its importance for trading systems. It outlines the benefits of automated reconciliation like fast analysis, automated matching, and increased productivity. Requirements for reconciliation tools include scalability, fast matching engines, flexibility, and user-friendly interfaces. The document also describes options for testing systems like involving clients, manual checking, and automated testing. Automated testing provides an effective solution through aggregating data, creating test scenarios, processing logs, and executing and reconciling test outputs at different levels of detail.
1. The Next Step in
Reconciliation Testing
Natalia Zaitseva, Automation Lead for Borsa Italiana, ITS-Expert
Natalia Popovchuk, Development Lead, ITS-Expert
2. • What is Reconciliation testing?
Reconciliation is a process
of finding discrepancies in data
obtained from different sources
3. • Where is reconciliation needed?
Trading System
•Drop Copy
•Market data
•Back Office
• Smart Order Router
4. • •Complexity ofof reconciliation
Complexity reconciliation
2. More complex
2. More complex
3. Complex
3. Complex
1 : n relationship
1 : n relationship
n : n relationship
n : n relationship
5. • Benefits of Automated reconciliation
•Fast analysis
•Automated matching process
•Report generation
•Increases productivity
6. • Requirements to a reconciliation tool
•Capacity / Scalability
•Fast Matching Engine
•Flexibility
•User friendly interface
13. • Automated testing steps
Step 2 Step 3
Aggregate Data Create Test Scenarios
Step 1 Step 4
Process Execute Test Scenarios
Logs
Step 5. Reconcile Test Output
14. • Reconciliation Levels
• Detailed comparison. On this level, each test message will be compared with the expected result (production
message) field by field and every distinction will be reported.
Sample of Executions comparison:
• High-level analysis. Detailed results will be processed, and the summary of issues and recommendations on
Adapters adjustments will be provided as a result.
Sample of tag combination analysis:
Today we will talk about the reconciliation testing approach. We think that it can be extremely useful in testing complex integrated trading systems. This approach can be applied at different test levels, and what is also important, the reconciliation tool can afterwards be re-used for carrying out the other activities, such as conformance testing. Reconciliation is a process to determine the differences in data obtained from the different sources. So the Reconciliation testing is the test approach applied when it is necessary to compare the output of different systems or system components. The level of required reconciliation may be different, from simple, which can be done using simple sql scripts, to quite complex, that requires the tool with built-in business rules. Therefore, we have decided to formalize this activity and now we include the reconciliation test approach to our test plans. We are also actively working on the development of appropriate test tools.
4. Automated reconciliation process: Exactpro Reconciliation tool The reconciliation process requires automation, as it obviously has the number of advantages over the manual reconciliation: Fast analysis of large amount of data Automated matching process based on the pre-defined business rules Automatic report generation highlighting mismatches Reduces the possibility of human errors, considerably saves efforts and increases productivity
The reconciliation tool should meet the following requirements: Scalability Ability to process many transactions at a time Adaptability ( или Flexibility ) User friendly interface
The reconciliation tool should meet the following requirements: Scalability Ability to process many transactions at a time Adaptability ( или Flexibility ) User friendly interface
One of the valuable characteristic of reconciliation testing and the reconciliation tool is that there are no limitations on the incoming data, as it is a post-transactional analysis. We can use any data for analysis rather then strictly defined by the scenarios. It allows us to use the tool for conformance testing, i.e. for analyzing the data entered by customers. Exactpro tool has also the possibility to upload the data in real-time mode and can handle the average production load of the Trading System with no impact on performance. Rich GUI and high performance of the tool makes it to be convenient tool for monitoring and reporting. In 2010 this tool was successfully used for the conformance testing for the migration project of the Trading system with several hundred clients and 6 protocols supported by the system. So I have said about the current state of the game, and now I will give the floor to my colleague to say about some other achievements in development.
One of the valuable characteristic of reconciliation testing and the reconciliation tool is that there are no limitations on the incoming data, as it is a post-transactional analysis. We can use any data for analysis rather then strictly defined by the scenarios. It allows us to use the tool for conformance testing, i.e. for analyzing the data entered by customers. Exactpro tool has also the possibility to upload the data in real-time mode and can handle the average production load of the Trading System with no impact on performance. Rich GUI and high performance of the tool makes it to be convenient tool for monitoring and reporting. In 2010 this tool was successfully used for the conformance testing for the migration project of the Trading system with several hundred clients and 6 protocols supported by the system. So I have said about the current state of the game, and now I will give the floor to my colleague to say about some other achievements in development.
тут тоже добавлю еще, хотя...а может быть не стоит? когда этот слайд на экране будет, я так понимаю, будет о чем-то рассказ, а о чем?