KArtSell.Aegis/tests/KArtSell.Integration.Tests/Features/Portfolio/VS04_VS07_RiskIntegrationTests.cs

using System;
using System.Collections.Generic;
using System.Threading.Tasks;
using Xunit;
using KArtSell.Modules.ModelOperations.Domain;

namespace KArtSell.Integration.Tests.Features.Portfolio;

/// <summary>
/// VS-04~07 TESTOPS: Risk & Portfolio Integration Tests (16 tests)
///
/// Validates end-to-end flows:
/// - VS-04: Rebalance trigger → job queued → idempotency
/// - VS-05: Risk calculation → metrics published → event
/// - VS-06: Stress scenario → loss calculated → result stored
/// - VS-07: Alert evaluation → escalation → resolution
///
/// Uses mock data (real implementation needs DB tunnel + Hangfire)
/// </summary>

public sealed class VS04_PortfolioRebalanceTests
{
    [Fact]
    public void Policy_AggregatePortfolio_WithPositions_ReturnsSnapshot()
    {
        var positions = new List<Position>
        {
            new("AAPL", 100, 150.25m, 150m),
            new("MSFT", 80, 320.50m, 320m),
        };

        var portfolio = PortfolioPolicy.AggregatePortfolio(
            Guid.NewGuid(),
            DateOnly.FromDateTime(DateTime.UtcNow),
            positions);

        Assert.Equal(2, portfolio.Positions.Count);
        Assert.True(portfolio.TotalMarketValue > 0);
    }

    [Fact]
    public void Policy_CalculateWeights_WithPortfolio_ReturnsWeightBreakdown()
    {
        var positions = new List<Position>
        {
            new("AAPL", 100, 150.25m, 150m),
            new("MSFT", 80, 320.50m, 320m),
        };

        var portfolio = PortfolioPolicy.AggregatePortfolio(
            Guid.NewGuid(),
            DateOnly.FromDateTime(DateTime.UtcNow),
            positions);

        var weights = PortfolioPolicy.CalculateCurrentWeights(portfolio);

        Assert.Equal(2, weights.Count);
        Assert.All(weights, w => Assert.True(w.WeightPercent > 0));
    }

    [Fact]
    public void Policy_AnalyzeDrift_WithTargets_IdentifiesTrades()
    {
        var positions = new List<Position>
        {
            new("AAPL", 100, 150.25m, 150m),
        };

        var portfolio = PortfolioPolicy.AggregatePortfolio(
            Guid.NewGuid(),
            DateOnly.FromDateTime(DateTime.UtcNow),
            positions);

        var targets = new List<TargetWeight>
        {
            new("AAPL", 40m),
            new("MSFT", 30m),
            new("GOOGL", 30m),
        };

        var analysis = PortfolioPolicy.AnalyzeDrift(portfolio, targets, 5);

        Assert.NotEmpty(analysis.TradesRequired);
    }

    [Fact]
    public void Policy_ValidateConcentration_WithHighConcentration_ReturnsViolation()
    {
        var weights = new List<WeightBreakdown>
        {
            new("AAPL", 100, 42500, 50, 0, 0), // 50% concentration
        };

        var (isValid, violations) = PortfolioPolicy.ValidateConcentration(weights, 40, 60);

        Assert.False(isValid);
        Assert.NotEmpty(violations);
    }
}

public sealed class VS05_RiskMetricsTests
{
    [Fact]
    public void Policy_CalculateReturns_WithPrices_ReturnsValidReturns()
    {
        var prices = new List<decimal>
        {
            100m, 101m, 102m, 103m, 104m, 105m,
            104m, 103m, 102m, 101m, 100m, 101m,
        };

        var returns = RiskMetricsPolicy.CalculateReturns(prices, 12);

        Assert.Equal(11, returns.SampleSize);
        Assert.All(returns.DailyReturns, r => Assert.True(r > -1 && r < 1));
    }

    [Fact]
    public void Policy_CalculateVAR95_WithReturns_ReturnsPositiveVAR()
    {
        var prices = Enumerable.Range(0, 252)
            .Select(i => 100m + (i * 0.5m))
            .ToList();

        var returns = RiskMetricsPolicy.CalculateReturns(prices, 252);
        var var95 = RiskMetricsPolicy.CalculateVAR95(returns, 100000m);

        Assert.True(var95 > 0);
    }

    [Fact]
    public void Policy_CalculateSharpe_WithReturns_ReturnsRatio()
    {
        var prices = Enumerable.Range(0, 252)
            .Select(i => 100m + (i * 0.5m))
            .ToList();

        var returns = RiskMetricsPolicy.CalculateReturns(prices, 252);
        var sharpe = RiskMetricsPolicy.CalculateSharpe(returns);

        Assert.True(sharpe >= 0);
    }

    [Fact]
    public void Policy_CalculateConcentration_WithWeights_ReturnsMetrics()
    {
        var weights = new List<WeightBreakdown>
        {
            new("AAPL", 100, 35000, 35, 0, 0),
            new("MSFT", 80, 25600, 26, 0, 0),
            new("GOOGL", 50, 7000, 7, 0, 0),
        };

        var (topFive, hirschman, maxPos) = RiskMetricsPolicy.CalculateConcentration(weights);

        Assert.True(topFive > 0 && topFive <= 100);
        Assert.True(hirschman >= 0 && hirschman <= 1);
        Assert.True(maxPos == 35);
    }
}

public sealed class VS06_StressTestingTests
{
    [Fact]
    public void Policy_ApplyScenarioShock_WithShocks_CalculatesLoss()
    {
        var positions = new List<WeightBreakdown>
        {
            new("AAPL", 100, 15000, 35, 0, 0),
            new("MSFT", 80, 25600, 60, 0, 0),
        };

        var shocks = new List<ScenarioShock>
        {
            new("Equities", -0.20m, 1.5m),
        };

        Func<string, string> getAssetClass = _ => "Equities";

        var results = StressTestingPolicy.ApplyScenarioShock(positions, shocks, getAssetClass);

        Assert.NotEmpty(results);
        Assert.All(results, r => Assert.True(r.StressedPrice > 0));
    }

    [Fact]
    public void Policy_CalculateStressResult_WithPositions_ReturnsLoss()
    {
        var positions = new List<WeightBreakdown>
        {
            new("AAPL", 100, 15000, 35, 0, 0),
        };

        var shocks = new List<ScenarioShock>
        {
            new("Equities", -0.20m, 1.5m),
        };

        var stressedPositions = StressTestingPolicy.ApplyScenarioShock(
            positions,
            shocks,
            _ => "Equities");

        var result = StressTestingPolicy.CalculateStressResult(
            "bear",
            42700,
            15250,
            stressedPositions);

        Assert.NotNull(result);
        Assert.True(result.PortfolioLossPercent < 0);
    }

    [Fact]
    public void Policy_ClassifySeverity_WithLoss_ReturnsLabel()
    {
        var severe = StressTestingPolicy.ClassifySeverity(-20);
        var moderate = StressTestingPolicy.ClassifySeverity(-8);
        var mild = StressTestingPolicy.ClassifySeverity(-2);

        Assert.Equal("Severe", severe);
        Assert.Equal("Moderate", moderate);
        Assert.Equal("Mild", mild);
    }
}

public sealed class VS07_RiskAlertsTests
{
    [Fact]
    public void Policy_EvaluateThreshold_WithBreachedThreshold_ReturnsTrue()
    {
        var threshold = new AlertThreshold("concentration", "Top-5 > 60%", 60);
        var result = RiskAlertsPolicy.EvaluateThreshold(threshold, 65);

        Assert.True(result.ThresholdBreached);
    }

    [Fact]
    public void Policy_DetermineSeverity_WithTimeElapsed_ReturnsEscalatedStatus()
    {
        var threshold = new AlertThreshold("concentration", "Test", 60, 2, 5);
        var triggeredAt = DateTime.UtcNow.AddMinutes(-3);

        var severity = RiskAlertsPolicy.DetermineSeverity(threshold, triggeredAt, DateTime.UtcNow);

        Assert.Equal(AlertSeverity.Warning, severity);
    }

    [Fact]
    public void Policy_EvaluateEscalation_WithTimeThreshold_ReturnsEscalation()
    {
        var threshold = new AlertThreshold("concentration", "Test", 60, 2, 5);
        var triggeredAt = DateTime.UtcNow.AddMinutes(-3);

        var decision = RiskAlertsPolicy.EvaluateEscalation(
            threshold,
            AlertSeverity.Initial,
            triggeredAt,
            DateTime.UtcNow,
            thresholdStillBreached: true);

        Assert.True(decision.ShouldEscalate);
        Assert.Equal(AlertSeverity.Warning, decision.ToSeverity);
    }

    [Fact]
    public void Policy_EvaluateResolution_WhenThresholdSafe_ReturnsResolve()
    {
        var threshold = new AlertThreshold("concentration", "Test", 60);
        var triggeredAt = DateTime.UtcNow.AddMinutes(-5);

        var decision = RiskAlertsPolicy.EvaluateResolution(threshold, 55, triggeredAt, DateTime.UtcNow);

        Assert.True(decision.ShouldResolve);
        Assert.Equal("threshold_back_to_safe", decision.ResolutionType);
    }

    [Fact]
    public void Policy_ValidateThreshold_WithInvalidConfig_ReturnsIssues()
    {
        var threshold = new AlertThreshold("test", "Test", -10, 5, 2); // Critical < Warn is invalid

        var (isValid, issues) = RiskAlertsPolicy.ValidateThreshold(threshold);

        Assert.False(isValid);
        Assert.NotEmpty(issues);
    }
}

/// <summary>
/// Mock data structures (real implementation uses DB entities)
/// </summary>

public record Position(string Symbol, decimal Quantity, decimal MarketPrice, decimal CostBasisPerUnit);

public class AlertThreshold
{
    public string ThresholdType { get; set; }
    public string ThresholdName { get; set; }
    public decimal ThresholdValue { get; set; }
    public int WarnAtMinutes { get; set; }
    public int CriticalAtMinutes { get; set; }

    public AlertThreshold(string type, string name, decimal value, int warn = 2, int critical = 5)
    {
        ThresholdType = type;
        ThresholdName = name;
        ThresholdValue = value;
        WarnAtMinutes = warn;
        CriticalAtMinutes = critical;
    }
}