-- ================================================================================================ -- Migration Test Suite: Risk Events (Migrations 002-003) -- PostgreSQL 16.10 + TimescaleDB 2.22.1 -- Tests risk events, audit events, constraint violations, and partitioning -- ================================================================================================ -- Setup test transaction (rollback at end to avoid polluting database) BEGIN; -- ================================================================================================ -- TEST 1: Valid Risk Event Insertion -- Should succeed with all required fields -- ================================================================================================ DO $$ DECLARE v_test_id UUID := uuid_generate_v4(); v_correlation_id UUID := uuid_generate_v4(); v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000; BEGIN INSERT INTO risk_events ( id, correlation_id, event_timestamp, detected_timestamp, event_type, severity, symbol, account_id, event_data, event_hash, node_id, process_id ) VALUES ( v_test_id, v_correlation_id, v_current_ns, v_current_ns + 1000, 'var_breach', 'high', 'AAPL', 'ACC001', '{"var_limit": 100000, "current_var": 125000, "breach_amount": 25000}'::jsonb, encode(sha256('risk_test'::bytea), 'hex'), 'risk-node-01', 12345 ); RAISE NOTICE 'TEST 1 PASS: Valid risk event inserted successfully'; EXCEPTION WHEN OTHERS THEN RAISE EXCEPTION 'TEST 1 FAIL: Valid insertion failed - %', SQLERRM; END $$; -- ================================================================================================ -- TEST 2: Risk Severity Enum Validation -- Should fail with invalid severity level -- ================================================================================================ DO $$ BEGIN INSERT INTO risk_events ( correlation_id, event_timestamp, detected_timestamp, event_type, severity, symbol, account_id, event_data, event_hash, node_id, process_id ) VALUES ( uuid_generate_v4(), 1000000000, 1000000000, 'var_breach', 'ultra_critical', -- INVALID: not in enum 'AAPL', 'ACC001', '{}'::jsonb, encode(sha256('test'::bytea), 'hex'), 'risk-node-01', 12345 ); RAISE EXCEPTION 'TEST 2 FAIL: Should have rejected invalid severity'; EXCEPTION WHEN invalid_text_representation THEN RAISE NOTICE 'TEST 2 PASS: Correctly rejected invalid risk_severity enum value'; WHEN OTHERS THEN RAISE EXCEPTION 'TEST 2 FAIL: Wrong error type - %', SQLERRM; END $$; -- ================================================================================================ -- TEST 3: Risk Event Type Validation -- Verify all valid risk event types -- ================================================================================================ DO $$ DECLARE v_valid_types TEXT[] := ARRAY[ 'var_breach', 'exposure_limit_breach', 'position_limit_breach', 'concentration_risk', 'leverage_excess', 'margin_call', 'drawdown_limit', 'volatility_spike', 'correlation_breakdown', 'liquidity_shortage', 'stress_test_failure', 'compliance_violation', 'model_validation_error', 'circuit_breaker_triggered', 'emergency_shutdown', 'risk_limit_update', 'model_recalibration', 'backtest_failure' ]; v_type TEXT; v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000; BEGIN FOREACH v_type IN ARRAY v_valid_types LOOP -- Insert test event for each type INSERT INTO risk_events ( correlation_id, event_timestamp, detected_timestamp, event_type, severity, symbol, account_id, event_data, event_hash, node_id, process_id ) VALUES ( uuid_generate_v4(), v_current_ns, v_current_ns, v_type::risk_event_type, 'medium', 'TEST', 'ACC001', format('{"type": "%s"}', v_type)::jsonb, encode(sha256(v_type::bytea), 'hex'), 'risk-node-01', 12345 ); END LOOP; RAISE NOTICE 'TEST 3 PASS: All % risk_event_type enum values are valid', array_length(v_valid_types, 1); EXCEPTION WHEN OTHERS THEN RAISE EXCEPTION 'TEST 3 FAIL: Invalid risk_event_type - %', SQLERRM; END $$; -- ================================================================================================ -- TEST 4: Risk Metric Type Validation -- Verify all valid risk metric types -- ================================================================================================ DO $$ DECLARE v_valid_metrics TEXT[] := ARRAY[ 'var_1d', 'var_10d', 'cvar_1d', 'cvar_10d', 'exposure_gross', 'exposure_net', 'leverage_ratio', 'concentration_single', 'concentration_sector', 'beta_portfolio', 'sharpe_ratio', 'max_drawdown', 'volatility_realized', 'volatility_implied', 'correlation_matrix', 'margin_excess', 'margin_requirement', 'liquidity_score' ]; v_metric TEXT; BEGIN FOREACH v_metric IN ARRAY v_valid_metrics LOOP PERFORM v_metric::risk_metric_type; END LOOP; RAISE NOTICE 'TEST 4 PASS: All % risk_metric_type enum values are valid', array_length(v_valid_metrics, 1); EXCEPTION WHEN OTHERS THEN RAISE EXCEPTION 'TEST 4 FAIL: Invalid risk_metric_type - %', SQLERRM; END $$; -- ================================================================================================ -- TEST 5: Valid Audit Event Insertion (Migration 003) -- Should succeed with all required fields -- ================================================================================================ DO $$ DECLARE v_test_id UUID := uuid_generate_v4(); v_correlation_id UUID := uuid_generate_v4(); v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000; BEGIN INSERT INTO audit_events ( id, correlation_id, event_timestamp, event_type, severity, component, user_id, event_data, event_hash, node_id, process_id ) VALUES ( v_test_id, v_correlation_id, v_current_ns, 'order_created', 'info', 'trading_engine', 'user123', '{"order_id": "ORD001", "action": "create"}'::jsonb, encode(sha256('audit_test'::bytea), 'hex'), 'audit-node-01', 12345 ); RAISE NOTICE 'TEST 5 PASS: Valid audit event inserted successfully'; EXCEPTION WHEN OTHERS THEN RAISE EXCEPTION 'TEST 5 FAIL: Valid audit insertion failed - %', SQLERRM; END $$; -- ================================================================================================ -- TEST 6: Audit Event Type Validation -- Verify subset of audit event types -- ================================================================================================ DO $$ DECLARE v_valid_types TEXT[] := ARRAY[ 'order_created', 'order_modified', 'order_cancelled', 'order_executed', 'model_prediction', 'model_training_started', 'model_deployed', 'system_startup', 'authentication_success', 'compliance_validation_completed' ]; v_type TEXT; v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000; BEGIN FOREACH v_type IN ARRAY v_valid_types LOOP INSERT INTO audit_events ( correlation_id, event_timestamp, event_type, severity, component, user_id, event_data, event_hash, node_id, process_id ) VALUES ( uuid_generate_v4(), v_current_ns, v_type::audit_event_type, 'info', 'trading_engine', 'testuser', format('{"type": "%s"}', v_type)::jsonb, encode(sha256(v_type::bytea), 'hex'), 'audit-node-01', 12345 ); END LOOP; RAISE NOTICE 'TEST 6 PASS: Sample audit_event_type enum values validated (% types)', array_length(v_valid_types, 1); EXCEPTION WHEN OTHERS THEN RAISE EXCEPTION 'TEST 6 FAIL: Invalid audit_event_type - %', SQLERRM; END $$; -- ================================================================================================ -- TEST 7: Audit Severity Levels -- Verify audit severity hierarchy -- ================================================================================================ DO $$ DECLARE v_valid_severities TEXT[] := ARRAY[ 'trace', 'debug', 'info', 'notice', 'warning', 'error', 'critical', 'alert', 'emergency' ]; v_severity TEXT; BEGIN FOREACH v_severity IN ARRAY v_valid_severities LOOP PERFORM v_severity::audit_severity; END LOOP; RAISE NOTICE 'TEST 7 PASS: All % audit_severity levels are valid', array_length(v_valid_severities, 1); EXCEPTION WHEN OTHERS THEN RAISE EXCEPTION 'TEST 7 FAIL: Invalid audit_severity - %', SQLERRM; END $$; -- ================================================================================================ -- TEST 8: System Component Enum Validation -- Verify all system components -- ================================================================================================ DO $$ DECLARE v_valid_components TEXT[] := ARRAY[ 'trading_engine', 'risk_management', 'market_data', 'order_management', 'portfolio_management', 'ml_engine', 'execution_engine', 'compliance_engine', 'authentication', 'configuration', 'database', 'api_gateway', 'user_interface', 'reporting', 'monitoring', 'backup_system' ]; v_component TEXT; BEGIN FOREACH v_component IN ARRAY v_valid_components LOOP PERFORM v_component::system_component; END LOOP; RAISE NOTICE 'TEST 8 PASS: All % system_component enum values are valid', array_length(v_valid_components, 1); EXCEPTION WHEN OTHERS THEN RAISE EXCEPTION 'TEST 8 FAIL: Invalid system_component - %', SQLERRM; END $$; -- ================================================================================================ -- TEST 9: Risk Event Lifecycle with Acknowledgment and Resolution -- Test complete risk event workflow -- ================================================================================================ DO $$ DECLARE v_event_id UUID := uuid_generate_v4(); v_correlation_id UUID := uuid_generate_v4(); v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000; v_acknowledged_ns BIGINT; v_resolved_ns BIGINT; BEGIN -- Create risk event INSERT INTO risk_events ( id, correlation_id, event_timestamp, detected_timestamp, event_type, severity, symbol, account_id, event_data, event_hash, node_id, process_id ) VALUES ( v_event_id, v_correlation_id, v_current_ns, v_current_ns + 1000, 'position_limit_breach', 'high', 'TSLA', 'ACC001', '{"position": 10000, "limit": 8000, "breach": 2000}'::jsonb, encode(sha256('lifecycle_test'::bytea), 'hex'), 'risk-node-01', 12345 ); -- Simulate acknowledgment v_acknowledged_ns := v_current_ns + 500000000; -- 500ms later UPDATE risk_events SET acknowledged_timestamp = v_acknowledged_ns, acknowledged_by = 'risk_manager_001' WHERE id = v_event_id; -- Simulate resolution v_resolved_ns := v_current_ns + 2000000000; -- 2s later UPDATE risk_events SET resolved_timestamp = v_resolved_ns, resolved_by = 'risk_manager_001', resolution_notes = 'Position reduced to comply with limit' WHERE id = v_event_id; -- Verify lifecycle IF EXISTS ( SELECT 1 FROM risk_events WHERE id = v_event_id AND acknowledged_timestamp IS NOT NULL AND resolved_timestamp IS NOT NULL AND acknowledged_timestamp > detected_timestamp AND resolved_timestamp > acknowledged_timestamp ) THEN RAISE NOTICE 'TEST 9 PASS: Risk event lifecycle (detect -> acknowledge -> resolve) validated'; ELSE RAISE EXCEPTION 'TEST 9 FAIL: Risk event lifecycle validation failed'; END IF; END $$; -- ================================================================================================ -- TEST 10: Audit Retention and Immutability -- Verify audit events are immutable (UPDATE should work but INSERT/DELETE are standard) -- ================================================================================================ DO $$ DECLARE v_audit_id UUID := uuid_generate_v4(); v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000; v_original_hash VARCHAR(64); v_updated_hash VARCHAR(64); BEGIN -- Insert audit event INSERT INTO audit_events ( id, correlation_id, event_timestamp, event_type, severity, component, user_id, event_data, event_hash, node_id, process_id ) VALUES ( v_audit_id, uuid_generate_v4(), v_current_ns, 'permission_granted', 'notice', 'authentication', 'admin_user', '{"permission": "read:trades", "granted_to": "analyst_001"}'::jsonb, encode(sha256('retention_test'::bytea), 'hex'), 'auth-node-01', 12345 ) RETURNING event_hash INTO v_original_hash; -- Verify event was inserted IF EXISTS (SELECT 1 FROM audit_events WHERE id = v_audit_id) THEN RAISE NOTICE 'TEST 10 PASS: Audit event inserted and persisted'; RAISE NOTICE 'TEST 10 INFO: Original event_hash: %', v_original_hash; ELSE RAISE EXCEPTION 'TEST 10 FAIL: Audit event not found after insertion'; END IF; -- Note: In production, audit_events should be append-only with triggers preventing UPDATE/DELETE -- This test validates the schema allows the data to be stored correctly END $$; -- ================================================================================================ -- TEST 11: Risk Metrics JSONB Query Performance -- Verify JSONB query capabilities for risk metrics -- ================================================================================================ DO $$ DECLARE v_test_id UUID := uuid_generate_v4(); v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000; v_metrics JSONB; BEGIN -- Insert risk event with complex metrics INSERT INTO risk_events ( id, correlation_id, event_timestamp, detected_timestamp, event_type, severity, risk_metric, symbol, account_id, event_data, event_hash, node_id, process_id ) VALUES ( v_test_id, uuid_generate_v4(), v_current_ns, v_current_ns, 'volatility_spike', 'high', 'volatility_realized', 'NVDA', 'ACC002', '{"metric": "volatility_realized", "value": 0.75, "threshold": 0.50, "window": "30d", "breach_severity": 1.5}'::jsonb, encode(sha256('metrics_test'::bytea), 'hex'), 'risk-node-01', 12345 ); -- Query using JSONB operators SELECT event_data INTO v_metrics FROM risk_events WHERE id = v_test_id AND event_data->>'metric' = 'volatility_realized' AND (event_data->>'value')::numeric > 0.5; IF v_metrics IS NOT NULL THEN RAISE NOTICE 'TEST 11 PASS: JSONB metrics query successful, value: %', v_metrics->>'value'; ELSE RAISE EXCEPTION 'TEST 11 FAIL: JSONB metrics query failed'; END IF; END $$; -- ================================================================================================ -- TEST 12: Audit Event Correlation -- Verify multiple audit events can be linked via correlation_id -- ================================================================================================ DO $$ DECLARE v_correlation_id UUID := uuid_generate_v4(); v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000; v_event_count INTEGER; BEGIN -- Insert multiple related audit events INSERT INTO audit_events ( correlation_id, event_timestamp, event_type, severity, component, user_id, event_data, event_hash, node_id, process_id ) VALUES (v_correlation_id, v_current_ns, 'order_created', 'info', 'trading_engine', 'trader_001', '{"step": 1, "action": "create"}'::jsonb, encode(sha256('1'::bytea), 'hex'), 'node-01', 12345), (v_correlation_id, v_current_ns + 100000, 'order_modified', 'info', 'trading_engine', 'trader_001', '{"step": 2, "action": "modify"}'::jsonb, encode(sha256('2'::bytea), 'hex'), 'node-01', 12345), (v_correlation_id, v_current_ns + 200000, 'order_executed', 'info', 'execution_engine', 'system', '{"step": 3, "action": "execute"}'::jsonb, encode(sha256('3'::bytea), 'hex'), 'node-01', 12345); -- Verify correlation SELECT COUNT(*) INTO v_event_count FROM audit_events WHERE correlation_id = v_correlation_id; IF v_event_count = 3 THEN RAISE NOTICE 'TEST 12 PASS: Audit event correlation verified (% linked events)', v_event_count; ELSE RAISE EXCEPTION 'TEST 12 FAIL: Expected 3 correlated events, found %', v_event_count; END IF; END $$; -- ================================================================================================ -- Cleanup: Rollback all test data -- ================================================================================================ ROLLBACK; -- Test Summary SELECT 'Risk & Audit Events Test Suite Completed - Review NOTICE messages above for results' AS test_summary;