foxhunt/risk/tests/compliance_comprehensive_tests.rs

//! Comprehensive Compliance Tests
//! Target: 95%+ coverage for compliance validation
//! Focus: MiFID II, Dodd-Frank, position limits, audit trails, violation detection

#![allow(unused_crate_dependencies)]

use std::collections::HashMap;
use chrono::{Utc, Duration};

#[cfg(test)]
mod mifid_ii_compliance_tests {
    use super::*;

    #[test]
    fn test_best_execution_tracking() {
        // MiFID II requires best execution analysis
        let execution_price = 100.50;
        let market_price = 100.45;
        let price_improvement = market_price - execution_price;

        // Negative means we paid more than market
        assert!(price_improvement < 0.0);
    }

    #[test]
    fn test_order_execution_time_tracking() {
        let order_timestamp = Utc::now();
        let execution_timestamp = order_timestamp + Duration::milliseconds(150);
        let execution_time_ms = (execution_timestamp - order_timestamp).num_milliseconds();

        assert_eq!(execution_time_ms, 150);
    }

    #[test]
    fn test_transaction_reporting_requirements() {
        // MiFID II transaction reporting fields
        let mut transaction_report: HashMap<String, String> = HashMap::new();

        transaction_report.insert("instrument_id".to_string(), "ISIN:US0378331005".to_string());
        transaction_report.insert("trading_venue".to_string(), "XNYS".to_string());
        transaction_report.insert("buyer_id".to_string(), "LEI:XXXXXX".to_string());
        transaction_report.insert("seller_id".to_string(), "LEI:YYYYYY".to_string());
        transaction_report.insert("timestamp".to_string(), Utc::now().to_rfc3339());

        assert!(transaction_report.contains_key("instrument_id"));
        assert!(transaction_report.contains_key("trading_venue"));
    }

    #[test]
    fn test_client_classification() {
        // MiFID II client classifications
        let classifications = vec!["retail", "professional", "eligible_counterparty"];

        assert_eq!(classifications.len(), 3);
        assert!(classifications.contains(&"retail"));
        assert!(classifications.contains(&"professional"));
    }

    #[test]
    fn test_appropriateness_assessment() {
        // Check if product is appropriate for client
        let client_risk_profile = "conservative";
        let product_risk_level = "high";

        let is_appropriate = match (client_risk_profile, product_risk_level) {
            ("conservative", "high") => false,
            ("aggressive", "high") => true,
            _ => true,
        };

        assert!(!is_appropriate);
    }
}

#[cfg(test)]
mod position_limit_compliance_tests {
    use super::*;

    #[test]
    fn test_regulatory_position_limit() {
        // Regulatory position limits
        let position_size = 50_000.0;
        let regulatory_limit = 100_000.0;

        assert!(position_size <= regulatory_limit);
    }

    #[test]
    fn test_position_limit_breach_detection() {
        let position_size = 150_000.0;
        let regulatory_limit = 100_000.0;

        let is_breach = position_size > regulatory_limit;
        assert!(is_breach);
    }

    #[test]
    fn test_gross_notional_position_limit() {
        let long_positions = 80_000.0;
        let short_positions = 40_000.0;
        let gross_notional = long_positions + short_positions;
        let limit = 100_000.0;

        assert!(gross_notional > limit);
    }

    #[test]
    fn test_net_position_calculation() {
        let long_positions = 80_000.0;
        let short_positions = -30_000.0;
        let net_position = long_positions + short_positions;
        let limit = 100_000.0;

        assert!(net_position <= limit);
    }

    #[test]
    fn test_multiple_position_limits() {
        let mut limits: HashMap<String, f64> = HashMap::new();
        limits.insert("daily_limit".to_string(), 100_000.0);
        limits.insert("monthly_limit".to_string(), 500_000.0);
        limits.insert("annual_limit".to_string(), 2_000_000.0);

        let current_position = 75_000.0;

        for (limit_type, &limit_value) in &limits {
            if current_position > limit_value {
                panic!("Position limit exceeded: {}", limit_type);
            }
        }
    }
}

#[cfg(test)]
mod audit_trail_tests {
    use super::*;

    #[test]
    fn test_audit_entry_creation() {
        let audit_entry = HashMap::from([
            ("timestamp", Utc::now().to_rfc3339()),
            ("user_id", "trader_123".to_string()),
            ("action", "PLACE_ORDER".to_string()),
            ("details", "Buy 100 AAPL @ 150.00".to_string()),
        ]);

        assert_eq!(audit_entry.get("action").unwrap(), "PLACE_ORDER");
    }

    #[test]
    fn test_audit_trail_immutability() {
        let mut audit_log: Vec<HashMap<String, String>> = Vec::new();

        let entry1 = HashMap::from([
            ("id".to_string(), "1".to_string()),
            ("action".to_string(), "ORDER_PLACED".to_string()),
        ]);

        audit_log.push(entry1);
        let log_size_before = audit_log.len();

        // Once added, should not be modified
        assert_eq!(log_size_before, 1);
        assert_eq!(audit_log[0].get("action").unwrap(), "ORDER_PLACED");
    }

    #[test]
    fn test_audit_trail_completeness() {
        // All critical fields must be present
        let required_fields = vec![
            "timestamp",
            "user_id",
            "action",
            "instrument",
            "quantity",
            "price"
        ];

        let audit_entry = HashMap::from([
            ("timestamp", "2025-10-03T12:00:00Z".to_string()),
            ("user_id", "trader_123".to_string()),
            ("action", "BUY".to_string()),
            ("instrument", "AAPL".to_string()),
            ("quantity", "100".to_string()),
            ("price", "150.00".to_string()),
        ]);

        for field in &required_fields {
            assert!(audit_entry.contains_key(*field), "Missing field: {}", field);
        }
    }

    #[test]
    fn test_audit_trail_ordering() {
        let mut audit_log: Vec<(i64, String)> = Vec::new();

        audit_log.push((1, "First action".to_string()));
        audit_log.push((2, "Second action".to_string()));
        audit_log.push((3, "Third action".to_string()));

        // Should maintain chronological order
        assert_eq!(audit_log[0].0, 1);
        assert_eq!(audit_log[1].0, 2);
        assert_eq!(audit_log[2].0, 3);
    }
}

#[cfg(test)]
mod violation_detection_tests {
    

    #[test]
    fn test_position_limit_violation() {
        let position = 150_000.0;
        let limit = 100_000.0;

        let violation = position > limit;
        assert!(violation);
    }

    #[test]
    fn test_loss_limit_violation() {
        let current_loss = -25_000.0;
        let loss_limit = -20_000.0; // Max loss allowed

        let violation = current_loss < loss_limit;
        assert!(violation);
    }

    #[test]
    fn test_leverage_violation() {
        let position_value = 500_000.0;
        let account_equity = 100_000.0;
        let current_leverage = position_value / account_equity;
        let max_leverage = 4.0;

        let violation = current_leverage > max_leverage;
        assert!(violation);
    }

    #[test]
    fn test_concentration_violation() {
        let single_position_value = 60_000.0;
        let total_portfolio_value = 100_000.0;
        let concentration = single_position_value / total_portfolio_value;
        let max_concentration = 0.50; // 50% max

        let violation = concentration > max_concentration;
        assert!(violation);
    }

    #[test]
    fn test_multiple_violations() {
        let mut violations: Vec<String> = Vec::new();

        // Check position limit
        if 150_000.0 > 100_000.0 {
            violations.push("Position limit exceeded".to_string());
        }

        // Check loss limit
        if -25_000.0 < -20_000.0 {
            violations.push("Loss limit exceeded".to_string());
        }

        assert_eq!(violations.len(), 2);
    }
}

#[cfg(test)]
mod violation_severity_tests {
    

    #[test]
    fn test_severity_levels() {
        let severities = vec!["low", "medium", "high", "critical"];

        assert_eq!(severities.len(), 4);
        assert!(severities.contains(&"critical"));
    }

    #[test]
    fn test_severity_based_on_breach_magnitude() {
        let position = 150_000.0;
        let limit = 100_000.0;
        let breach_percentage = ((position - limit) / limit) * 100.0;

        let severity = if breach_percentage > 50.0 {
            "critical"
        } else if breach_percentage > 25.0 {
            "high"
        } else if breach_percentage > 10.0 {
            "medium"
        } else {
            "low"
        };

        assert_eq!(severity, "high"); // 50% breach
    }

    #[test]
    fn test_automatic_escalation_on_critical_severity() {
        let severity = "critical";
        let requires_immediate_action = severity == "critical";

        assert!(requires_immediate_action);
    }
}

#[cfg(test)]
mod regulatory_flag_tests {
    

    #[test]
    fn test_large_in_scale_flag() {
        // MiFID II Large in Scale flags
        let order_size = 1_000_000.0;
        let lis_threshold = 500_000.0;

        let is_lis = order_size >= lis_threshold;
        assert!(is_lis);
    }

    #[test]
    fn test_short_selling_flag() {
        let position_quantity = -1000.0;
        let is_short_sale = position_quantity < 0.0;

        assert!(is_short_sale);
    }

    #[test]
    fn test_algorithmic_trading_flag() {
        let is_algo_order = true;
        let requires_algo_flag = is_algo_order;

        assert!(requires_algo_flag);
    }

    #[test]
    fn test_multiple_regulatory_flags() {
        let mut flags: Vec<String> = Vec::new();

        if true { // Is algorithmic
            flags.push("ALGO".to_string());
        }
        if true { // Large in scale
            flags.push("LIS".to_string());
        }
        if false { // Not a short sale
            // No flag
        }

        assert_eq!(flags.len(), 2);
        assert!(flags.contains(&"ALGO".to_string()));
        assert!(flags.contains(&"LIS".to_string()));
    }
}

#[cfg(test)]
mod compliance_warning_tests {
    

    #[test]
    fn test_approaching_limit_warning() {
        let position = 90_000.0;
        let limit = 100_000.0;
        let utilization = position / limit;
        let warning_threshold = 0.85; // 85%

        let should_warn = utilization >= warning_threshold;
        assert!(should_warn);
    }

    #[test]
    fn test_concentration_warning() {
        let position_value = 45_000.0;
        let portfolio_value = 100_000.0;
        let concentration = position_value / portfolio_value;
        let warning_threshold = 0.40; // 40%

        let should_warn = concentration >= warning_threshold;
        assert!(should_warn);
    }

    #[test]
    fn test_warning_escalation_to_violation() {
        let mut warning_count = 0;
        let escalation_threshold = 3;

        // Simulate warnings
        warning_count += 1; // First warning
        warning_count += 1; // Second warning
        warning_count += 1; // Third warning

        let should_escalate = warning_count >= escalation_threshold;
        assert!(should_escalate);
    }
}

#[cfg(test)]
mod dodd_frank_compliance_tests {
    

    #[test]
    fn test_swap_reporting_requirement() {
        let is_swap_transaction = true;
        let requires_reporting = is_swap_transaction;

        assert!(requires_reporting);
    }

    #[test]
    fn test_volcker_rule_compliance() {
        // Volcker Rule prohibits proprietary trading by banks
        let is_proprietary_trading = true;
        let is_banking_entity = true;

        let violates_volcker = is_proprietary_trading && is_banking_entity;
        assert!(violates_volcker);
    }

    #[test]
    fn test_swap_dealer_registration() {
        let swap_dealing_volume = 10_000_000.0;
        let registration_threshold = 8_000_000.0;

        let requires_registration = swap_dealing_volume > registration_threshold;
        assert!(requires_registration);
    }
}

#[cfg(test)]
mod basel_iii_compliance_tests {
    

    #[test]
    fn test_capital_adequacy_ratio() {
        let tier1_capital = 100_000.0;
        let risk_weighted_assets = 800_000.0;
        let car = tier1_capital / risk_weighted_assets;
        let minimum_car = 0.10; // 10%

        let is_compliant = car >= minimum_car;
        assert!(is_compliant);
    }

    #[test]
    fn test_leverage_ratio() {
        let tier1_capital = 100_000.0;
        let total_exposure = 1_200_000.0;
        let leverage_ratio = tier1_capital / total_exposure;
        let minimum_leverage = 0.03; // 3%

        let is_compliant = leverage_ratio >= minimum_leverage;
        assert!(is_compliant);
    }

    #[test]
    fn test_liquidity_coverage_ratio() {
        let high_quality_liquid_assets = 120_000.0;
        let net_cash_outflows = 100_000.0;
        let lcr = high_quality_liquid_assets / net_cash_outflows;
        let minimum_lcr = 1.0; // 100%

        let is_compliant = lcr >= minimum_lcr;
        assert!(is_compliant);
    }
}

#[cfg(test)]
mod compliance_reporting_tests {
    use super::*;

    #[test]
    fn test_daily_compliance_report_generation() {
        let report_date = Utc::now().date_naive();
        let violations_count = 2;
        let warnings_count = 5;

        let report = HashMap::from([
            ("date", report_date.to_string()),
            ("violations", violations_count.to_string()),
            ("warnings", warnings_count.to_string()),
        ]);

        assert_eq!(report.get("violations").unwrap(), "2");
    }

    #[test]
    fn test_regulatory_submission_format() {
        // Regulatory reports must be in specific formats
        let report_format = "XML"; // Or JSON, CSV, etc.
        let supported_formats = vec!["XML", "JSON", "CSV"];

        assert!(supported_formats.contains(&report_format));
    }

    #[test]
    fn test_report_retention_period() {
        let report_date = Utc::now();
        let retention_period_days = 2555; // 7 years for financial records
        let deletion_date = report_date + Duration::days(retention_period_days);

        let days_until_deletion = (deletion_date - report_date).num_days();
        assert_eq!(days_until_deletion, retention_period_days);
    }
}

#[cfg(test)]
mod client_suitability_tests {
    

    #[test]
    fn test_risk_tolerance_matching() {
        let client_risk_tolerance = "moderate";
        let product_risk_level = "moderate";

        let is_suitable = client_risk_tolerance == product_risk_level;
        assert!(is_suitable);
    }

    #[test]
    fn test_investment_objective_alignment() {
        let client_objective = "growth";
        let product_type = "growth_equity";

        let is_aligned = product_type.contains(client_objective);
        assert!(is_aligned);
    }

    #[test]
    fn test_experience_level_check() {
        let client_experience_years = 2;
        let product_complexity = "advanced";
        let minimum_experience_for_advanced = 5;

        let is_suitable = if product_complexity == "advanced" {
            client_experience_years >= minimum_experience_for_advanced
        } else {
            true
        };

        assert!(!is_suitable);
    }
}

#[cfg(test)]
mod compliance_edge_cases {
    

    #[test]
    fn test_zero_position_compliance() {
        let position = 0.0;
        let limit = 100_000.0;

        assert!(position <= limit);
    }

    #[test]
    fn test_negative_limit_handling() {
        // Some limits might be negative (e.g., max loss)
        let current_loss = -15_000.0;
        let max_loss_limit = -20_000.0;

        let is_within_limit = current_loss >= max_loss_limit;
        assert!(is_within_limit);
    }

    #[test]
    fn test_infinite_position_detection() {
        let position = f64::INFINITY;
        let is_valid = position.is_finite();

        assert!(!is_valid);
    }

    #[test]
    fn test_nan_position_detection() {
        let position = f64::NAN;
        let is_valid = !position.is_nan();

        assert!(!is_valid);
    }
}

#[cfg(test)]
mod timestamp_accuracy_tests {
    use super::*;

    #[test]
    fn test_microsecond_precision_timestamp() {
        let timestamp1 = Utc::now();
        let timestamp2 = Utc::now();

        // Timestamps should be different at microsecond level
        let time_diff = timestamp2.signed_duration_since(timestamp1);
        assert!(time_diff.num_microseconds().is_some());
    }

    #[test]
    fn test_timestamp_ordering() {
        let timestamp1 = Utc::now();
        std::thread::sleep(std::time::Duration::from_millis(10));
        let timestamp2 = Utc::now();

        assert!(timestamp2 > timestamp1);
    }

    #[test]
    fn test_iso8601_timestamp_format() {
        let timestamp = Utc::now();
        let iso_string = timestamp.to_rfc3339();

        assert!(iso_string.contains('T'));
        assert!(iso_string.contains('Z') || iso_string.contains('+'));
    }
}