//! Risk Management Validation Tests //! //! Simplified tests for the risk management system focusing on basic functionality: //! - Component creation and initialization //! - Basic data structures and type conversions //! - Risk violation types and severity levels //! //! These tests verify the risk system can be instantiated and basic operations work. #![allow(unused_crate_dependencies)] use chrono::Utc; use rust_decimal::prelude::FromStr; use rust_decimal::Decimal; use uuid::Uuid; // Common types from foxhunt ecosystem use common::{OrderSide, OrderType, Price, Quantity, Symbol}; // Risk crate imports - use actual exported types use risk::risk_types::{KillSwitchScope, OrderInfo, RiskViolation, ViolationType}; use risk::var_calculator::var_engine::RealVaREngine; // Test configuration constants const TEST_SYMBOL: &str = "EURUSD"; const TEST_PORTFOLIO_ID: &str = "test_portfolio_001"; // ========== Helper Functions ========== /// Create a test order for risk validation fn create_test_order(symbol: &str, quantity: f64, price: f64) -> OrderInfo { use std::convert::TryInto; let quantity_decimal = Decimal::try_from(quantity).unwrap_or(Decimal::ZERO); let price_decimal = Decimal::try_from(price).unwrap_or(Decimal::ZERO); OrderInfo { order_id: format!( "test_order_{}", Utc::now().timestamp_nanos_opt().unwrap_or(0) ), symbol: Symbol::from(symbol), instrument_id: format!("inst_{}", symbol), side: OrderSide::Buy, quantity: quantity_decimal .try_into() .unwrap_or(common::Quantity::ZERO), price: price_decimal.into(), order_type: Some(OrderType::Market), portfolio_id: Some(TEST_PORTFOLIO_ID.to_string()), strategy_id: None, account_id: None, } } // ========== VaR Calculator Tests ========== #[test] fn test_var_engine_creation() { // Test that VaR engine can be created let var_engine = RealVaREngine::new(); // Successful creation is the test drop(var_engine); } #[test] fn test_var_engine_multiple_instances() { // Test multiple VaR engines can coexist let engine1 = RealVaREngine::new(); let engine2 = RealVaREngine::new(); let engine3 = RealVaREngine::new(); drop(engine1); drop(engine2); drop(engine3); } // ========== Kill Switch Scope Tests ========== #[test] fn test_kill_switch_scope_types() { // Test all kill switch scope types can be created let global = KillSwitchScope::Global; let account = KillSwitchScope::Account("test_account".to_string()); let symbol_str = KillSwitchScope::Symbol("EURUSD".to_string()); let strategy = KillSwitchScope::Strategy("test_strategy".to_string()); let portfolio = KillSwitchScope::Portfolio("test_portfolio".to_string()); // Test equality assert_eq!(global, KillSwitchScope::Global); assert_ne!(global, account); drop(symbol_str); drop(strategy); drop(portfolio); } #[test] fn test_kill_switch_scope_cloning() { let scope = KillSwitchScope::Account("test_account".to_string()); let cloned = scope.clone(); assert_eq!(scope, cloned); } // ========== Risk Violation Tests ========== #[test] fn test_risk_violation_creation() { let violation = RiskViolation { id: Uuid::new_v4().to_string(), violation_type: ViolationType::PositionSizeExceeded, severity: risk::risk_types::RiskSeverity::High, message: "Position size limit exceeded".to_string(), description: "Test violation for unit testing".to_string(), current_value: Some(Price::from_f64(100000.0).unwrap()), limit_value: Some(Price::from_f64(50000.0).unwrap()), instrument_id: Some(TEST_SYMBOL.to_string()), portfolio_id: Some(TEST_PORTFOLIO_ID.to_string()), strategy_id: None, breach_amount: Some(Price::from_f64(50000.0).unwrap()), timestamp: Some(Utc::now().timestamp()), resolved: false, }; assert_eq!( violation.violation_type, ViolationType::PositionSizeExceeded ); assert_eq!(violation.severity, risk::risk_types::RiskSeverity::High); assert!(!violation.resolved); assert!(violation.current_value.is_some()); assert!(violation.limit_value.is_some()); } #[test] fn test_violation_types() { // Test all violation types can be created let violation_types = vec![ ViolationType::PositionSizeExceeded, ViolationType::PositionLimit, ViolationType::ConcentrationRisk, ViolationType::DrawdownLimit, ViolationType::LeverageLimit, ViolationType::VarLimit, ViolationType::LeverageExceeded, ViolationType::LossLimitExceeded, ViolationType::DailyLossLimit, ViolationType::ExposureLimit, ViolationType::RegulatoryViolation, ViolationType::RiskModelBreach, ]; // All types should have string representations for vtype in violation_types { let s = format!("{}", vtype); assert!( !s.is_empty(), "Violation type should have string representation" ); } } #[test] fn test_risk_severity_levels() { // Test all severity levels use risk::risk_types::RiskSeverity; let low = RiskSeverity::Low; let medium = RiskSeverity::Medium; let high = RiskSeverity::High; let critical = RiskSeverity::Critical; // Test ordering assert_ne!(low, high); assert_ne!(medium, critical); // Test default let default_severity = RiskSeverity::default(); assert_eq!(default_severity, RiskSeverity::Low); } // ========== Order Info Tests ========== #[test] fn test_order_info_creation() { let order = create_test_order(TEST_SYMBOL, 100000.0, 1.1050); assert_eq!(order.symbol, Symbol::from(TEST_SYMBOL)); assert_eq!(order.side, OrderSide::Buy); assert!(order.order_type.is_some()); assert_eq!(order.order_type.unwrap(), OrderType::Market); } #[test] fn test_order_info_with_different_sides() { // Test Buy order let buy_order = create_test_order(TEST_SYMBOL, 100000.0, 1.1050); assert_eq!(buy_order.side, OrderSide::Buy); // Test Sell order let mut sell_order = create_test_order(TEST_SYMBOL, 100000.0, 1.1050); sell_order.side = OrderSide::Sell; assert_eq!(sell_order.side, OrderSide::Sell); } #[test] fn test_order_info_with_missing_fields() { let mut order = create_test_order(TEST_SYMBOL, 100000.0, 1.1050); // Remove optional fields order.portfolio_id = None; order.strategy_id = None; // Should still be valid assert!(order.portfolio_id.is_none()); assert!(order.strategy_id.is_none()); } #[test] fn test_order_info_with_zero_values() { let order = create_test_order(TEST_SYMBOL, 0.0, 0.0); assert_eq!(order.quantity, Quantity::ZERO); assert_eq!(order.price, Price::ZERO); } // ========== Decimal Conversion Tests ========== #[test] fn test_decimal_conversions() { // Test various decimal conversions used in risk calculations let d1 = Decimal::from_str("1.1050").unwrap(); let d2 = Decimal::from_str("100000").unwrap(); assert!(d1 > Decimal::ZERO); assert!(d2 > d1); // Test multiplication let product = d1 * d2; assert!(product > d2); } #[test] fn test_decimal_edge_cases() { // Test edge cases assert_eq!(Decimal::ZERO, Decimal::from(0)); assert_eq!(Decimal::ONE, Decimal::from(1)); // Test try_from conversions let from_f64 = Decimal::try_from(1.1050).unwrap(); assert!(from_f64 > Decimal::ZERO); } // ========== Price Type Tests ========== #[test] fn test_price_creation() { let price = Price::from_f64(1.1050).unwrap(); assert!(price > Price::ZERO); let zero_price = Price::ZERO; assert_eq!(zero_price, Price::ZERO); } #[test] fn test_price_comparisons() { let p1 = Price::from_f64(1.0).unwrap(); let p2 = Price::from_f64(2.0).unwrap(); assert!(p1 < p2); assert!(p2 > p1); assert_ne!(p1, p2); } // ========== Symbol Tests ========== #[test] fn test_symbol_creation() { let symbol = Symbol::from("EURUSD"); assert_eq!(symbol.as_str(), "EURUSD"); let symbol2 = Symbol::from(TEST_SYMBOL); assert_eq!(symbol, symbol2); } #[test] fn test_symbol_equality() { let s1 = Symbol::from("EURUSD"); let s2 = Symbol::from("EURUSD"); let s3 = Symbol::from("GBPUSD"); assert_eq!(s1, s2); assert_ne!(s1, s3); } // ========== Type Conversion Integration Tests ========== #[test] fn test_order_info_type_conversions() { use std::convert::TryInto; // Test that all type conversions in OrderInfo work let quantity_f64 = 100000.0; let price_f64 = 1.1050; let quantity_decimal = Decimal::try_from(quantity_f64).unwrap(); let price_decimal = Decimal::try_from(price_f64).unwrap(); let quantity: Quantity = quantity_decimal.try_into().unwrap(); let price: Price = price_decimal.into(); let order = OrderInfo { order_id: "test_order".to_string(), symbol: Symbol::from(TEST_SYMBOL), instrument_id: format!("inst_{}", TEST_SYMBOL), side: OrderSide::Buy, quantity, price, order_type: Some(OrderType::Market), portfolio_id: Some(TEST_PORTFOLIO_ID.to_string()), strategy_id: None, account_id: None, }; assert_eq!(order.quantity, quantity); assert_eq!(order.price, price); } #[test] fn test_violation_price_conversions() { let current_value = Price::from_f64(100000.0).unwrap(); let limit_value = Price::from_f64(50000.0).unwrap(); let violation = RiskViolation { id: Uuid::new_v4().to_string(), violation_type: ViolationType::PositionLimit, severity: risk::risk_types::RiskSeverity::Medium, message: "Test".to_string(), description: "Test".to_string(), current_value: Some(current_value), limit_value: Some(limit_value), instrument_id: None, portfolio_id: None, strategy_id: None, breach_amount: Some(current_value - limit_value), timestamp: Some(Utc::now().timestamp()), resolved: false, }; assert!(violation.current_value.unwrap() > violation.limit_value.unwrap()); assert!(violation.breach_amount.is_some()); } // ========== Multiple Component Tests ========== #[test] fn test_multiple_components_coexist() { // Test that multiple risk components can coexist let var_engine1 = RealVaREngine::new(); let var_engine2 = RealVaREngine::new(); let order1 = create_test_order("EURUSD", 10000.0, 1.1050); let order2 = create_test_order("GBPUSD", 15000.0, 1.2650); let scope1 = KillSwitchScope::Global; let scope2 = KillSwitchScope::Account("test".to_string()); // All components should coexist without conflicts assert_ne!(order1.symbol, order2.symbol); assert_ne!(scope1, scope2); drop(var_engine1); drop(var_engine2); } // ========== Performance Baseline Tests ========== #[test] fn test_order_creation_performance() { // Baseline test - creating orders should be fast use std::time::Instant; let start = Instant::now(); for i in 0..1000 { let _order = create_test_order( TEST_SYMBOL, (i as f64) * 100.0, 1.1050 + (i as f64) * 0.0001, ); } let elapsed = start.elapsed(); // Should complete in under 100ms assert!( elapsed.as_millis() < 100, "Order creation too slow: {:?}", elapsed ); } #[test] fn test_violation_creation_performance() { use std::time::Instant; let start = Instant::now(); for _ in 0..1000 { let _violation = RiskViolation { id: Uuid::new_v4().to_string(), violation_type: ViolationType::PositionLimit, severity: risk::risk_types::RiskSeverity::Medium, message: "Test".to_string(), description: "Test".to_string(), current_value: Some(Price::from_f64(100000.0).unwrap()), limit_value: Some(Price::from_f64(50000.0).unwrap()), instrument_id: None, portfolio_id: None, strategy_id: None, breach_amount: None, timestamp: Some(Utc::now().timestamp()), resolved: false, }; } let elapsed = start.elapsed(); // Should complete in under 100ms assert!( elapsed.as_millis() < 100, "Violation creation too slow: {:?}", elapsed ); } #[test] fn test_var_engine_creation_performance() { use std::time::Instant; let start = Instant::now(); let mut engines = Vec::new(); for _ in 0..100 { engines.push(RealVaREngine::new()); } let elapsed = start.elapsed(); // Should be able to create 100 engines quickly assert!( elapsed.as_millis() < 500, "VaR engine creation too slow: {:?}", elapsed ); assert_eq!(engines.len(), 100); }