//! Comprehensive Compliance Validation Test Suite //! //! This module provides extensive tests for all compliance functionality, //! ensuring regulatory adherence for SOX, MiFID II, and other requirements. //! Includes property-based testing and regulatory scenario validation. #![allow(unused_crate_dependencies)] use chrono::{Duration, Utc}; use proptest::prelude::*; use std::collections::HashMap; // Import common types use common::{OrderId, OrderSide, OrderType, Price, Quantity}; use rust_decimal::Decimal; // Import compliance modules use trading_engine::compliance::{ audit_trails::{ AuditEventType, AuditTrailConfig, AuditTrailEngine, ExecutionDetails, OrderDetails, }, automated_reporting::AutomatedReportingConfig, best_execution::BestExecutionAnalyzer, regulatory_api::{RegulatoryApiConfig, RegulatoryApiServer}, sox_compliance::{EventOutcome, SOXAuditEvent, SOXComplianceManager, SOXConfig, SOXEventType}, transaction_reporting::{OrderExecution, TransactionReporter}, ComplianceConfig, ComplianceEngine, ComplianceStatus, OrderInfo, }; /// Compliance test suite #[derive(Debug)] pub struct ComplianceTestSuite { compliance_engine: ComplianceEngine, sox_manager: SOXComplianceManager, transaction_reporter: TransactionReporter, audit_trail_engine: AuditTrailEngine, } impl ComplianceTestSuite { /// Create new test suite with default configuration pub fn new() -> Self { let compliance_config = ComplianceConfig::default(); let sox_config = SOXConfig::default(); let audit_config = AuditTrailConfig::default(); Self { compliance_engine: ComplianceEngine::new(compliance_config.clone()), sox_manager: SOXComplianceManager::new(&sox_config), transaction_reporter: TransactionReporter::new(&compliance_config.mifid2), audit_trail_engine: AuditTrailEngine::new(audit_config), } } } /// Test basic compliance engine functionality #[tokio::test] async fn test_compliance_engine_basic_functionality() { let test_suite = ComplianceTestSuite::new(); // Create test context let context = create_test_compliance_context(); // Assess compliance let result = test_suite .compliance_engine .assess_compliance(&context) .await; assert!(result.is_ok(), "Compliance assessment should succeed"); let compliance_result = result.unwrap(); assert!( compliance_result.compliance_score >= 0.0 && compliance_result.compliance_score <= 100.0, "Compliance score should be between 0 and 100" ); } /// Test SOX compliance manager #[tokio::test] async fn test_sox_compliance_manager() { let test_suite = ComplianceTestSuite::new(); // Test SOX compliance assessment let assessment = test_suite.sox_manager.assess_sox_compliance().await; assert!(assessment.is_ok(), "SOX assessment should succeed"); let sox_result = assessment.unwrap(); assert!( sox_result.overall_score >= 0.0, "SOX score should be non-negative" ); } /// Test SOX audit logging #[tokio::test] async fn test_sox_audit_logging() { let test_suite = ComplianceTestSuite::new(); let sox_manager = test_suite.sox_manager; // Create test audit event let _audit_event = SOXAuditEvent { event_id: "TEST-001".to_string(), event_type: SOXEventType::ControlTesting, timestamp: Utc::now(), actor: "test_user".to_string(), resource: "test_control".to_string(), details: HashMap::new(), outcome: EventOutcome::Success, ip_address: Some("127.0.0.1".to_string()), session_id: Some("session_123".to_string()), }; // Test audit logging (note: this would need access to the audit_logger field) // For now, just verify the manager exists assert!(format!("{:?}", sox_manager).contains("SOXComplianceManager")); } /// Test MiFID II transaction reporting #[tokio::test] async fn test_mifid2_transaction_reporting() { let test_suite = ComplianceTestSuite::new(); // Create test execution let execution = create_test_order_execution(); // Generate transaction report let report = test_suite .transaction_reporter .generate_transaction_report(&execution) .await; assert!( report.is_ok(), "Transaction report generation should succeed" ); let transaction_report = report.unwrap(); assert!( !transaction_report.header.report_id.is_empty(), "Report should have an ID" ); assert_eq!( transaction_report.transaction.transaction_reference, execution.execution_id ); } /// Test transaction audit trails #[tokio::test] async fn test_transaction_audit_trails() { let test_suite = ComplianceTestSuite::new(); // Test order creation logging let order_details = create_test_order_details(); let result = test_suite .audit_trail_engine .log_order_created("ORDER-123", &order_details); assert!(result.is_ok(), "Order creation logging should succeed"); // Test execution logging let execution_details = create_test_execution_details(); let result = test_suite .audit_trail_engine .log_order_executed(&execution_details); assert!(result.is_ok(), "Execution logging should succeed"); } /// Test best execution analysis #[tokio::test] async fn test_best_execution_analysis() { let compliance_config = ComplianceConfig::default(); let analyzer = BestExecutionAnalyzer::new(&compliance_config.mifid2); let order = create_test_order_info(); // Analyze best execution let analysis = analyzer.analyze_best_execution(&order).await; assert!(analysis.is_ok(), "Best execution analysis should succeed"); let execution_report = analysis.unwrap(); assert!( execution_report.execution_quality_score >= 0.0 && execution_report.execution_quality_score <= 100.0, "Execution quality score should be between 0 and 100" ); } // Property-based test for compliance scores proptest! { #[test] fn prop_test_compliance_scores( score in 0.0f64..=100.0f64 ) { // Test that compliance scores are always in valid range prop_assert!(score >= 0.0 && score <= 100.0); } } // Property-based test for order quantities proptest! { #[test] fn prop_test_order_quantities( quantity in 1u64..=1_000_000u64 ) { let decimal_quantity = Decimal::from(quantity); // Test that order quantities are positive prop_assert!(decimal_quantity > Decimal::ZERO); // Test audit trail logging with various quantities let order_details = OrderDetails { transaction_id: "PROP-TEST".to_string(), user_id: "test_user".to_string(), session_id: Some("session_123".to_string()), client_ip: Some("127.0.0.1".to_string()), symbol: "AAPL".to_string(), quantity: decimal_quantity, price: Some(Decimal::from(150)), side: "BUY".to_string(), order_type: "LIMIT".to_string(), venue: Some("NYSE".to_string()), account_id: "ACC-123".to_string(), strategy_id: Some("STRAT-001".to_string()), metadata: HashMap::new(), }; let audit_config = AuditTrailConfig::default(); let audit_engine = AuditTrailEngine::new(audit_config); let result = audit_engine.log_order_created("PROP-ORDER", &order_details); prop_assert!(result.is_ok()); } } /// Test regulatory API endpoints #[tokio::test] async fn test_regulatory_api_configuration() { let api_config = RegulatoryApiConfig::default(); let compliance_config = ComplianceConfig::default(); // Test API server creation let _api_server = RegulatoryApiServer::new(api_config.clone(), compliance_config); // Verify configuration assert_eq!(api_config.http_port, 8080); assert_eq!(api_config.grpc_port, 9090); assert!( !api_config.api_keys.is_empty(), "Should have default API keys" ); } /// Test automated reporting system #[tokio::test] async fn test_automated_reporting_system() { let reporting_config = AutomatedReportingConfig::default(); // Verify default schedules exist assert!( !reporting_config.schedules.is_empty(), "Should have default schedules" ); // Verify MiFID II daily reports schedule exists let mifid_schedule = reporting_config .schedules .iter() .find(|s| s.schedule_id == "daily_mifid_reports"); assert!( mifid_schedule.is_some(), "Should have MiFID II daily reports schedule" ); // Verify SOX quarterly assessment schedule exists let sox_schedule = reporting_config .schedules .iter() .find(|s| s.schedule_id == "quarterly_sox_assessment"); assert!( sox_schedule.is_some(), "Should have SOX quarterly assessment schedule" ); } /// Test compliance configuration validation #[test] fn test_compliance_configuration_validation() { let config = ComplianceConfig::default(); // Test MiFID II configuration assert!( config.mifid2.best_execution_enabled, "Best execution should be enabled by default" ); assert!( config.mifid2.client_categorization_enabled, "Client categorization should be enabled" ); // Test SOX configuration assert!( config.sox.management_certification_required, "Management certification should be required" ); assert!( config.sox.audit_trail_required, "Audit trail should be required" ); // Test retention period assert_eq!( config.audit_retention_days, 2555, "Audit retention should be 7 years" ); } /// Test compliance error handling #[tokio::test] async fn test_compliance_error_handling() { let test_suite = ComplianceTestSuite::new(); // Test with invalid context let invalid_context = create_invalid_compliance_context(); // Should handle invalid context gracefully let result = test_suite .compliance_engine .assess_compliance(&invalid_context) .await; // Note: The actual behavior depends on implementation - could be Ok with warnings or Err match result { Ok(compliance_result) => { // If it succeeds, it should flag issues assert!( !compliance_result.findings.is_empty() || matches!(compliance_result.status, ComplianceStatus::Warning(_)) || matches!(compliance_result.status, ComplianceStatus::Violation(_)), "Invalid context should result in findings or non-compliant status" ); }, Err(_) => { // Error is also acceptable for invalid context }, } } /// Test audit trail query functionality #[tokio::test] async fn test_audit_trail_queries() { let test_suite = ComplianceTestSuite::new(); // Create test query let query = trading_engine::compliance::audit_trails::AuditTrailQuery { start_time: Utc::now() - Duration::hours(24), end_time: Utc::now(), event_types: Some(vec![ AuditEventType::OrderCreated, AuditEventType::OrderExecuted, ]), transaction_id: None, order_id: None, actor: None, symbol: Some("AAPL".to_string()), account_id: None, risk_level: None, compliance_tags: None, limit: Some(100), offset: None, sort_order: trading_engine::compliance::audit_trails::SortOrder::TimestampDesc, }; // Execute query let result = test_suite.audit_trail_engine.query(query).await; assert!(result.is_ok(), "Audit trail query should succeed"); let query_result = result.unwrap(); assert!( query_result.execution_time_ms < 5000, "Query should complete within 5 seconds" ); } /// Test compliance metrics and monitoring #[tokio::test] async fn test_compliance_metrics() { let reporting_config = AutomatedReportingConfig::default(); // Test performance thresholds let thresholds = &reporting_config.monitoring_settings.performance_thresholds; assert!( thresholds.max_generation_time_seconds > 0, "Generation time threshold should be positive" ); assert!( thresholds.min_success_rate_percentage > 0.0, "Success rate threshold should be positive" ); assert!( thresholds.min_success_rate_percentage <= 100.0, "Success rate threshold should be <= 100%" ); } /// Test regulatory data validation #[test] fn test_regulatory_data_validation() { let order_execution = create_test_order_execution(); // Validate required fields assert!( !order_execution.execution_id.is_empty(), "Execution ID is required" ); assert!(!order_execution.symbol.is_empty(), "Symbol is required"); assert!( order_execution.filled_quantity > Decimal::ZERO, "Filled quantity must be positive" ); assert!( order_execution.execution_price > Decimal::ZERO, "Execution price must be positive" ); assert!(!order_execution.currency.is_empty(), "Currency is required"); } /// Stress test compliance system with high load #[tokio::test] async fn test_compliance_high_load() { let test_suite = ComplianceTestSuite::new(); // Generate multiple concurrent compliance assessments // Note: We assess sequentially since ComplianceEngine doesn't implement Clone // This still tests the engine under repeated load let mut success_count = 0; for i in 0..100 { let context = create_test_compliance_context_with_id(&format!("STRESS-{}", i)); let result = test_suite.compliance_engine.assess_compliance(&context).await; if result.is_ok() { success_count += 1; } } assert!( success_count >= 95, "At least 95% of assessments should succeed under load" ); } /// Test compliance data encryption and security #[test] fn test_compliance_data_security() { let audit_config = AuditTrailConfig::default(); // Verify security settings assert!( audit_config.encryption_enabled, "Encryption should be enabled" ); assert!( audit_config.compliance_requirements.immutable_required, "Immutability should be required" ); assert!( audit_config.compliance_requirements.tamper_detection, "Tamper detection should be enabled" ); } // Helper functions for creating test data fn create_test_compliance_context() -> trading_engine::compliance::ComplianceContext { trading_engine::compliance::ComplianceContext { order_info: Some(create_test_order_info()), client_info: Some(create_test_client_info()), market_context: Some(create_test_market_context()), timestamp: Utc::now(), } } fn create_test_compliance_context_with_id(id: &str) -> trading_engine::compliance::ComplianceContext { let mut context = create_test_compliance_context(); if let Some(order_info) = &mut context.order_info { order_info.order_id = OrderId::from(id); } context } fn create_invalid_compliance_context() -> trading_engine::compliance::ComplianceContext { trading_engine::compliance::ComplianceContext { order_info: None, // Missing required order info client_info: None, market_context: None, timestamp: Utc::now(), } } fn create_test_order_info() -> OrderInfo { OrderInfo { order_id: OrderId::from("ORDER-123"), side: OrderSide::Buy, order_type: OrderType::Limit, quantity: Quantity::from_decimal(Decimal::from(100)).unwrap(), price: Some(Price::from_decimal(Decimal::from(150))), symbol: "AAPL".to_string(), client_id: "CLIENT-001".to_string(), timestamp: Utc::now(), } } fn create_test_client_info() -> trading_engine::compliance::ClientInfo { trading_engine::compliance::ClientInfo { client_id: "CLIENT-001".to_string(), classification: trading_engine::compliance::ClientType::Professional, risk_tolerance: trading_engine::compliance::RiskTolerance::Moderate, jurisdiction: "US".to_string(), } } fn create_test_market_context() -> trading_engine::compliance::MarketContext { trading_engine::compliance::MarketContext { conditions: trading_engine::compliance::MarketConditions::Normal, session: trading_engine::compliance::TradingSession::Regular, volatility: 0.15, } } fn create_test_order_execution() -> OrderExecution { OrderExecution { execution_id: "EXEC-123".to_string(), order_id: "ORDER-123".to_string(), symbol: "AAPL".to_string(), isin: Some("US0378331005".to_string()), venue: "NYSE".to_string(), execution_time: Utc::now(), execution_price: Decimal::from(150), filled_quantity: Decimal::from(100), currency: "USD".to_string(), order_type: "LIMIT".to_string(), side: "BUY".to_string(), } } fn create_test_order_details() -> OrderDetails { OrderDetails { transaction_id: "TXN-123".to_string(), user_id: "user_123".to_string(), session_id: Some("session_456".to_string()), client_ip: Some("192.168.1.100".to_string()), symbol: "AAPL".to_string(), quantity: Decimal::from(100), price: Some(Decimal::from(150)), side: "BUY".to_string(), order_type: "LIMIT".to_string(), venue: Some("NYSE".to_string()), account_id: "ACC-123".to_string(), strategy_id: Some("STRAT-001".to_string()), metadata: HashMap::new(), } } fn create_test_execution_details() -> ExecutionDetails { ExecutionDetails { transaction_id: "TXN-123".to_string(), order_id: "ORDER-123".to_string(), symbol: "AAPL".to_string(), executed_quantity: Decimal::from(100), execution_price: Decimal::from(150), side: "BUY".to_string(), venue: "NYSE".to_string(), account_id: "ACC-123".to_string(), strategy_id: Some("STRAT-001".to_string()), metadata: HashMap::new(), processing_latency_ns: 50_000, // 50 microseconds queue_time_ns: 10_000, // 10 microseconds system_load: 0.75, memory_usage_bytes: 1_048_576, // 1 MB } } /// Integration test that combines all compliance components #[tokio::test] async fn test_full_compliance_integration() { let test_suite = ComplianceTestSuite::new(); // 1. Log order creation let order_details = create_test_order_details(); let audit_result = test_suite .audit_trail_engine .log_order_created("ORDER-INTEGRATION", &order_details); assert!(audit_result.is_ok(), "Order audit logging should succeed"); // 2. Assess compliance let context = create_test_compliance_context(); let compliance_result = test_suite .compliance_engine .assess_compliance(&context) .await; assert!( compliance_result.is_ok(), "Compliance assessment should succeed" ); // 3. Generate transaction report let execution = create_test_order_execution(); let report_result = test_suite .transaction_reporter .generate_transaction_report(&execution) .await; assert!( report_result.is_ok(), "Transaction report generation should succeed" ); // 4. Log execution let execution_details = create_test_execution_details(); let execution_audit_result = test_suite .audit_trail_engine .log_order_executed(&execution_details); assert!( execution_audit_result.is_ok(), "Execution audit logging should succeed" ); // 5. Verify overall compliance let final_compliance = compliance_result.unwrap(); assert!( final_compliance.compliance_score > 80.0, "Overall compliance score should be high after successful operations" ); } /// Performance test for audit trail logging #[tokio::test] async fn test_audit_trail_performance() { let audit_config = AuditTrailConfig::default(); let audit_engine = AuditTrailEngine::new(audit_config); let start_time = std::time::Instant::now(); // Log 1000 events rapidly for i in 0..1000 { let order_details = OrderDetails { transaction_id: format!("PERF-TXN-{}", i), user_id: "perf_user".to_string(), session_id: Some("perf_session".to_string()), client_ip: Some("127.0.0.1".to_string()), symbol: "AAPL".to_string(), quantity: Decimal::from(100), price: Some(Decimal::from(150)), side: "BUY".to_string(), order_type: "LIMIT".to_string(), venue: Some("NYSE".to_string()), account_id: "PERF-ACC".to_string(), strategy_id: Some("PERF-STRAT".to_string()), metadata: HashMap::new(), }; let result = audit_engine.log_order_created(&format!("PERF-ORDER-{}", i), &order_details); assert!(result.is_ok(), "Performance test logging should succeed"); } let elapsed = start_time.elapsed(); // Should be able to log 1000 events in under 100ms for HFT performance assert!( elapsed.as_millis() < 100, "Should log 1000 events in under 100ms, took {}ms", elapsed.as_millis() ); }