foxhunt/tests/risk_validation_tests.rs

//! 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,
    }
}

// ========== 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,
    };

    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);
}