//! Compliance Edge Case Tests //! Target: Edge cases for compliance validation and regulatory rules //! Focus: Simultaneous violations, threshold boundaries, conflict resolution #![allow( dead_code, unused_assignments, unused_crate_dependencies, clippy::indexing_slicing, clippy::useless_vec, clippy::vec_init_then_push )] use chrono::{Duration, Timelike, Utc}; #[derive(Debug, Clone)] struct ComplianceViolation { violation_type: String, severity: String, timestamp: chrono::DateTime, } #[derive(Debug, Clone)] struct PositionLimit { symbol: String, max_quantity: f64, current_quantity: f64, } #[cfg(test)] mod threshold_boundary_tests { use super::*; #[test] fn test_position_exactly_at_limit() { let limit = PositionLimit { symbol: "AAPL".to_owned(), max_quantity: 10000.0, current_quantity: 10000.0, }; // Exactly at limit should be allowed assert!(limit.current_quantity <= limit.max_quantity); } #[test] fn test_position_one_unit_over_limit() { let limit = PositionLimit { symbol: "AAPL".to_owned(), max_quantity: 10000.0, current_quantity: 10001.0, }; assert!(limit.current_quantity > limit.max_quantity); } #[test] fn test_position_one_unit_under_limit() { let limit = PositionLimit { symbol: "AAPL".to_owned(), max_quantity: 10000.0, current_quantity: 9999.0, }; assert!(limit.current_quantity < limit.max_quantity); } #[test] fn test_fractional_position_at_limit() { let limit = PositionLimit { symbol: "BTC".to_owned(), max_quantity: 1.5, current_quantity: 1.5, }; assert!(limit.current_quantity <= limit.max_quantity); } #[test] fn test_zero_position_limit() { let limit = PositionLimit { symbol: "RESTRICTED".to_owned(), max_quantity: 0.0, current_quantity: 0.0, }; // Zero limit means no positions allowed assert!(limit.current_quantity <= limit.max_quantity); } } #[cfg(test)] mod simultaneous_violation_tests { use super::*; #[test] fn test_multiple_simultaneous_violations() { let violations = vec![ ComplianceViolation { violation_type: "Position Limit".to_owned(), severity: "High".to_owned(), timestamp: Utc::now(), }, ComplianceViolation { violation_type: "Concentration Risk".to_owned(), severity: "Medium".to_owned(), timestamp: Utc::now(), }, ComplianceViolation { violation_type: "Sector Exposure".to_owned(), severity: "Low".to_owned(), timestamp: Utc::now(), }, ]; // All violations should be tracked assert_eq!(violations.len(), 3); // Verify all have timestamps for v in &violations { assert!(v.timestamp <= Utc::now()); } } #[test] fn test_cascading_violations() { let mut violations = Vec::new(); // Primary violation violations.push(ComplianceViolation { violation_type: "Daily Loss Limit".to_owned(), severity: "Critical".to_owned(), timestamp: Utc::now(), }); // Cascading violations triggered by primary violations.push(ComplianceViolation { violation_type: "Risk Budget Exceeded".to_owned(), severity: "High".to_owned(), timestamp: Utc::now() + Duration::milliseconds(10), }); violations.push(ComplianceViolation { violation_type: "Portfolio VaR Breach".to_owned(), severity: "High".to_owned(), timestamp: Utc::now() + Duration::milliseconds(20), }); assert_eq!(violations.len(), 3); } #[test] fn test_violation_ordering_by_severity() { let mut violations = vec![("Low", 1), ("Critical", 4), ("Medium", 2), ("High", 3)]; // Sort by severity (manual scoring) violations.sort_by_key(|v| v.1); violations.reverse(); assert_eq!(violations[0].0, "Critical"); assert_eq!(violations[3].0, "Low"); } } #[cfg(test)] mod violation_during_market_close_tests { use super::*; #[test] fn test_violation_at_market_close() { let market_close = Utc::now() .date_naive() .and_hms_opt(16, 0, 0) .unwrap() .and_utc(); let violation = ComplianceViolation { violation_type: "EOD Position Check".to_owned(), severity: "High".to_owned(), timestamp: market_close, }; // Violation exactly at close should be recorded assert_eq!(violation.timestamp.time().hour(), 16); assert_eq!(violation.timestamp.time().minute(), 0); } #[test] fn test_violation_after_market_close() { let after_close = Utc::now() .date_naive() .and_hms_opt(16, 30, 0) .unwrap() .and_utc(); let violation = ComplianceViolation { violation_type: "After Hours Trading".to_owned(), severity: "Medium".to_owned(), timestamp: after_close, }; assert!(violation.timestamp.time().hour() >= 16); } #[test] fn test_violation_detection_window_closed() { let market_open = Utc::now() .date_naive() .and_hms_opt(9, 30, 0) .unwrap() .and_utc(); let market_close = Utc::now() .date_naive() .and_hms_opt(16, 0, 0) .unwrap() .and_utc(); let check_time = Utc::now() .date_naive() .and_hms_opt(17, 0, 0) .unwrap() .and_utc(); let is_market_hours = check_time >= market_open && check_time <= market_close; assert!(!is_market_hours); } } #[cfg(test)] mod compliance_rule_conflict_tests { #[test] fn test_conflicting_position_limits() { // Global limit let global_limit: f64 = 50000.0; // Symbol-specific limit let symbol_limit: f64 = 10000.0; // Current position let position: f64 = 15000.0; // Should use more restrictive limit let effective_limit = global_limit.min(symbol_limit); assert_eq!(effective_limit, symbol_limit); assert!(position > effective_limit); } #[test] fn test_sector_vs_symbol_limits() { // Sector exposure limit let tech_sector_limit = 100000.0; let tech_sector_exposure = 95000.0; // Adding new tech stock position let new_position = 10000.0; let would_exceed = (tech_sector_exposure + new_position) > tech_sector_limit; assert!(would_exceed); } #[test] fn test_regulatory_exemption_override() { let base_limit = 10000.0; let exemption_multiplier = 2.0; let effective_limit_with_exemption = base_limit * exemption_multiplier; let position = 15000.0; // Position allowed with exemption assert!(position <= effective_limit_with_exemption); // But violates base limit assert!(position > base_limit); } } #[cfg(test)] mod emergency_override_tests { use super::*; #[test] fn test_emergency_override_bypasses_limits() { let normal_limit = 10000.0; let position = 50000.0; let emergency_override = true; let is_compliant = if emergency_override { true } else { position <= normal_limit }; assert!(is_compliant); } #[test] fn test_temporary_override_expiration() { let override_granted = Utc::now(); let override_duration = Duration::hours(1); let override_expires = override_granted + override_duration; let current_time = Utc::now() + Duration::hours(2); let override_active = current_time < override_expires; assert!(!override_active); } #[test] fn test_override_authorization_level() { let required_level = 3; // Risk manager level let user_level = 2; // Trader level let can_override = user_level >= required_level; assert!(!can_override); } #[test] fn test_emergency_override_audit_trail() { let override_event = ComplianceViolation { violation_type: "Emergency Override Used".to_owned(), severity: "Critical".to_owned(), timestamp: Utc::now(), }; // Override should always be logged assert!(!override_event.violation_type.is_empty()); assert_eq!(override_event.severity, "Critical"); } } #[cfg(test)] mod position_limit_enforcement_tests { use super::*; #[test] fn test_multiple_orders_pushing_over_limit() { let limit = 10000.0; let current_position = 8000.0; let orders = vec![1000.0, 1500.0, 2000.0]; let mut position = current_position; let mut violations = Vec::new(); for order in orders { if position + order > limit { violations.push(format!("Order {} would exceed limit", order)); } else { position += order; } } assert_eq!(violations.len(), 2); // Last 2 orders violate assert_eq!(position, 9000.0); // Only first order executed } #[test] fn test_limit_change_during_active_orders() { let initial_limit = 10000.0; let position = 9500.0; let pending_order = 1000.0; // Limit reduced while order pending let new_limit = 8000.0; let would_violate_new_limit = (position + pending_order) > new_limit; assert!(would_violate_new_limit); let would_violate_old_limit = (position + pending_order) > initial_limit; assert!(would_violate_old_limit); // Also violates old limit } #[test] fn test_cross_asset_limit_interaction() { // Correlated assets with shared limit let shared_limit = 50000.0; let positions = vec![("AAPL", 20000.0), ("MSFT", 18000.0), ("GOOGL", 15000.0)]; let total: f64 = positions.iter().map(|(_, qty)| qty).sum(); assert!(total > shared_limit); } #[test] fn test_net_position_vs_gross_position_limits() { let long_positions: f64 = 50000.0; let short_positions: f64 = -30000.0; let net_position = long_positions + short_positions; let gross_position = long_positions.abs() + short_positions.abs(); let net_limit: f64 = 30000.0; let gross_limit: f64 = 70000.0; let net_compliant = net_position.abs() <= net_limit; let gross_compliant = gross_position <= gross_limit; assert!(net_compliant); assert!(gross_compliant); } #[test] fn test_intraday_vs_overnight_position_limits() { let position = 15000.0; let intraday_limit = 20000.0; let overnight_limit = 10000.0; let market_open = Utc::now() .date_naive() .and_hms_opt(9, 30, 0) .unwrap() .and_utc(); let market_close = Utc::now() .date_naive() .and_hms_opt(16, 0, 0) .unwrap() .and_utc(); let current_time = Utc::now() .date_naive() .and_hms_opt(15, 0, 0) .unwrap() .and_utc(); let is_intraday = current_time >= market_open && current_time <= market_close; let applicable_limit = if is_intraday { intraday_limit } else { overnight_limit }; let compliant = position <= applicable_limit; assert!(compliant); } } #[cfg(test)] mod regulatory_reporting_edge_cases { use super::*; #[test] fn test_violation_count_threshold_reporting() { let violations = vec![ ComplianceViolation { violation_type: "Minor Breach".to_owned(), severity: "Low".to_owned(), timestamp: Utc::now(), }; 10 ]; let reporting_threshold = 5; let requires_reporting = violations.len() >= reporting_threshold; assert!(requires_reporting); } #[test] fn test_material_violation_immediate_reporting() { let violation = ComplianceViolation { violation_type: "Market Manipulation".to_owned(), severity: "Critical".to_owned(), timestamp: Utc::now(), }; let material_types = vec!["Market Manipulation", "Insider Trading", "Front Running"]; let is_material = material_types.contains(&violation.violation_type.as_str()); assert!(is_material); } #[test] fn test_cross_day_violation_aggregation() { let day1_violations = vec![ ComplianceViolation { violation_type: "Position Limit".to_owned(), severity: "Medium".to_owned(), timestamp: Utc::now() - Duration::days(1), }; 3 ]; let day2_violations = vec![ ComplianceViolation { violation_type: "Position Limit".to_owned(), severity: "Medium".to_owned(), timestamp: Utc::now(), }; 2 ]; let weekly_threshold = 4; let total_violations = day1_violations.len() + day2_violations.len(); let requires_escalation = total_violations > weekly_threshold; assert!(requires_escalation); } } #[cfg(test)] mod compliance_state_consistency_tests { use super::*; #[test] fn test_violation_clear_after_position_reduction() { let mut position = 15000.0; let limit = 10000.0; // Initial violation let initial_violation = position > limit; assert!(initial_violation); // Reduce position position = 8000.0; // Violation cleared let current_violation = position > limit; assert!(!current_violation); } #[test] fn test_persistent_violation_tracking() { let violation_start = Utc::now() - Duration::hours(2); let current_time = Utc::now(); let violation_duration = current_time - violation_start; let max_acceptable_duration = Duration::hours(1); let requires_escalation = violation_duration > max_acceptable_duration; assert!(requires_escalation); } #[test] fn test_false_positive_violation_clearing() { // Temporary data glitch causes false violation let mut is_violation = true; // After data correction is_violation = false; assert!(!is_violation); } }