Regressions were sent to concerned developers to be corrected and a script was created to bulk update the TPKs showing xml differences. The macro failures had to be updated manually. After 3 weeks of official validation, the version was officially green.
Release Acceptance Tests
QA finished implementing the test case and launched it on the head of the buffer to have a green run to integrate it in the official feeders.
Unfortunately, a regression appeared in the mean time: Some trades meeting the filtering criteria were not being displayed; unless the force refresh is pushed The issue was sent to developers, corrected and a fix added to dev fix. It reached the mainstream after 3 weeks and the new test case was integrated
New system test cases created to cover the non functional aspects of the feature: 500 trades/sec being imported, market data refresh//position update, multiple sessions opened with different queries, several tabs opened per user Defects were detected: At 500 deals booked/sec blank lines appear in simulation, if position updated //market data refresh, simulation freezes
CDS created an automatic test in MTS to test this feature. It covers: Creating a live query, testing copy & freeze, navigating between mutiple live tabs. While testing they detected an issue where in the filter returns 0 rows the blotter will hang endlessly. The issue was reported and backported in the next patch
Since UBS is using MTS they consumed the tests created by CDS