pacifica/tests/contract/test_hedging_risk.ts

/**
 * Contract test for GET /api/v1/hedging/sessions/{id}/risk-status
 * Tests the API contract for retrieving risk status
 */

import { describe, it, expect, beforeAll, afterAll } from '@jest/globals';
import axios, { AxiosInstance } from 'axios';
import { RiskStatusResponse } from '../../src/types/hedging';

describe('GET /api/v1/hedging/sessions/{id}/risk-status', () => {
  let client: AxiosInstance;
  const baseURL = 'http://localhost:3000/api/v1/hedging';

  beforeAll(() => {
    client = axios.create({
      baseURL,
      headers: {
        'Content-Type': 'application/json',
        'Authorization': 'Bearer test-api-key'
      },
      timeout: 5000
    });
  });

  afterAll(() => {
    // Cleanup if needed
  });

  describe('Basic Functionality', () => {
    it('should return risk status for existing session', async () => {
      const sessionId = 'test-session-1';
      
      try {
        const response = await client.get(`/sessions/${sessionId}/risk-status`);
        
        // Should return 200 OK
        expect(response.status).toBe(200);
        
        // Response should match schema
        const responseData: RiskStatusResponse = response.data;
        expect(responseData.success).toBe(true);
        expect(responseData.riskStatus).toBeDefined();
        expect(responseData.riskStatus.sessionId).toBe(sessionId);
        expect(responseData.riskStatus.overallRisk).toBeDefined();
        expect(['low', 'medium', 'high']).toContain(responseData.riskStatus.overallRisk);
        
        // Account risks should be an array
        expect(responseData.riskStatus.accountRisks).toBeDefined();
        expect(Array.isArray(responseData.riskStatus.accountRisks)).toBe(true);
        
        // Portfolio risk should be defined
        expect(responseData.riskStatus.portfolioRisk).toBeDefined();
        expect(responseData.riskStatus.portfolioRisk.totalPnl).toBeDefined();
        expect(responseData.riskStatus.portfolioRisk.maxDrawdown).toBeDefined();
        expect(responseData.riskStatus.portfolioRisk.var95).toBeDefined();
        
        // Active breaches should be an array
        expect(responseData.riskStatus.activeBreaches).toBeDefined();
        expect(Array.isArray(responseData.riskStatus.activeBreaches)).toBe(true);
      } catch (error) {
        // This test should fail initially since the endpoint doesn't exist yet
        expect(error.response?.status).toBe(404);
      }
    });

    it('should return detailed account risk information', async () => {
      const sessionId = 'test-session-2';
      
      try {
        const response = await client.get(`/sessions/${sessionId}/risk-status`);
        
        expect(response.status).toBe(200);
        
        const responseData: RiskStatusResponse = response.data;
        expect(responseData.success).toBe(true);
        
        // Each account risk should have required fields
        responseData.riskStatus.accountRisks.forEach(accountRisk => {
          expect(accountRisk.accountId).toBeDefined();
          expect(accountRisk.riskLevel).toBeDefined();
          expect(['low', 'medium', 'high']).toContain(accountRisk.riskLevel);
          expect(accountRisk.positionSize).toBeDefined();
          expect(typeof accountRisk.positionSize).toBe('number');
          expect(accountRisk.marginRatio).toBeDefined();
          expect(typeof accountRisk.marginRatio).toBe('number');
          expect(accountRisk.pnl).toBeDefined();
          expect(typeof accountRisk.pnl).toBe('number');
        });
      } catch (error) {
        // This test should fail initially since the endpoint doesn't exist yet
        expect(error.response?.status).toBe(404);
      }
    });

    it('should return portfolio-level risk metrics', async () => {
      const sessionId = 'test-session-3';
      
      try {
        const response = await client.get(`/sessions/${sessionId}/risk-status`);
        
        expect(response.status).toBe(200);
        
        const responseData: RiskStatusResponse = response.data;
        expect(responseData.success).toBe(true);
        
        const portfolioRisk = responseData.riskStatus.portfolioRisk;
        expect(portfolioRisk.totalPnl).toBeDefined();
        expect(typeof portfolioRisk.totalPnl).toBe('number');
        expect(portfolioRisk.maxDrawdown).toBeDefined();
        expect(typeof portfolioRisk.maxDrawdown).toBe('number');
        expect(portfolioRisk.var95).toBeDefined();
        expect(typeof portfolioRisk.var95).toBe('number');
        
        // Values should be reasonable
        expect(portfolioRisk.maxDrawdown).toBeGreaterThanOrEqual(0);
        expect(portfolioRisk.maxDrawdown).toBeLessThanOrEqual(1);
        expect(portfolioRisk.var95).toBeGreaterThanOrEqual(0);
      } catch (error) {
        // This test should fail initially since the endpoint doesn't exist yet
        expect(error.response?.status).toBe(404);
      }
    });

    it('should return active risk breaches', async () => {
      const sessionId = 'test-session-with-breaches';
      
      try {
        const response = await client.get(`/sessions/${sessionId}/risk-status`);
        
        expect(response.status).toBe(200);
        
        const responseData: RiskStatusResponse = response.data;
        expect(responseData.success).toBe(true);
        
        // Each active breach should have required fields
        responseData.riskStatus.activeBreaches.forEach(breach => {
          expect(breach.id).toBeDefined();
          expect(breach.breachType).toBeDefined();
          expect(breach.severity).toBeDefined();
          expect(['warning', 'critical']).toContain(breach.severity);
          expect(breach.timestamp).toBeDefined();
          expect(new Date(breach.timestamp)).toBeInstanceOf(Date);
        });
      } catch (error) {
        // This test should fail initially since the endpoint doesn't exist yet
        expect(error.response?.status).toBe(404);
      }
    });
  });

  describe('Risk Level Calculations', () => {
    it('should return low risk when all metrics are within limits', async () => {
      const sessionId = 'low-risk-session';
      
      try {
        const response = await client.get(`/sessions/${sessionId}/risk-status`);
        
        expect(response.status).toBe(200);
        
        const responseData: RiskStatusResponse = response.data;
        expect(responseData.success).toBe(true);
        expect(responseData.riskStatus.overallRisk).toBe('low');
        expect(responseData.riskStatus.activeBreaches).toHaveLength(0);
      } catch (error) {
        // This test should fail initially since the endpoint doesn't exist yet
        expect(error.response?.status).toBe(404);
      }
    });

    it('should return medium risk when some metrics approach limits', async () => {
      const sessionId = 'medium-risk-session';
      
      try {
        const response = await client.get(`/sessions/${sessionId}/risk-status`);
        
        expect(response.status).toBe(200);
        
        const responseData: RiskStatusResponse = response.data;
        expect(responseData.success).toBe(true);
        expect(responseData.riskStatus.overallRisk).toBe('medium');
        expect(responseData.riskStatus.activeBreaches.length).toBeGreaterThan(0);
        expect(responseData.riskStatus.activeBreaches.every(b => b.severity === 'warning')).toBe(true);
      } catch (error) {
        // This test should fail initially since the endpoint doesn't exist yet
        expect(error.response?.status).toBe(404);
      }
    });

    it('should return high risk when critical limits are exceeded', async () => {
      const sessionId = 'high-risk-session';
      
      try {
        const response = await client.get(`/sessions/${sessionId}/risk-status`);
        
        expect(response.status).toBe(200);
        
        const responseData: RiskStatusResponse = response.data;
        expect(responseData.success).toBe(true);
        expect(responseData.riskStatus.overallRisk).toBe('high');
        expect(responseData.riskStatus.activeBreaches.length).toBeGreaterThan(0);
        expect(responseData.riskStatus.activeBreaches.some(b => b.severity === 'critical')).toBe(true);
      } catch (error) {
        // This test should fail initially since the endpoint doesn't exist yet
        expect(error.response?.status).toBe(404);
      }
    });
  });

  describe('Session Not Found', () => {
    it('should return 404 for non-existent session', async () => {
      const nonExistentSessionId = 'non-existent-session';
      
      try {
        await client.get(`/sessions/${nonExistentSessionId}/risk-status`);
        fail('Should have returned 404 for non-existent session');
      } catch (error) {
        expect(error.response?.status).toBe(404);
        expect(error.response?.data.success).toBe(false);
        expect(error.response?.data.error.code).toBe('SESSION_NOT_FOUND');
      }
    });

    it('should return 404 for invalid session ID format', async () => {
      const invalidSessionId = 'invalid-session-id-format!@#';
      
      try {
        await client.get(`/sessions/${invalidSessionId}/risk-status`);
        fail('Should have returned 404 for invalid session ID');
      } catch (error) {
        expect(error.response?.status).toBe(404);
        expect(error.response?.data.success).toBe(false);
        expect(error.response?.data.error.code).toBe('SESSION_NOT_FOUND');
      }
    });
  });

  describe('Authentication', () => {
    it('should reject request without authorization header', async () => {
      const clientWithoutAuth = axios.create({
        baseURL,
        headers: {
          'Content-Type': 'application/json'
        }
      });

      try {
        await clientWithoutAuth.get('/sessions/test-session/risk-status');
        fail('Should have rejected unauthorized request');
      } catch (error) {
        expect(error.response?.status).toBe(401);
      }
    });

    it('should reject request with invalid authorization token', async () => {
      const clientWithInvalidAuth = axios.create({
        baseURL,
        headers: {
          'Content-Type': 'application/json',
          'Authorization': 'Bearer invalid-token'
        }
      });

      try {
        await clientWithInvalidAuth.get('/sessions/test-session/risk-status');
        fail('Should have rejected request with invalid token');
      } catch (error) {
        expect(error.response?.status).toBe(401);
      }
    });
  });

  describe('Real-time Updates', () => {
    it('should return current risk status (not cached)', async () => {
      const sessionId = 'realtime-session';
      
      try {
        // Make two requests in quick succession
        const response1 = await client.get(`/sessions/${sessionId}/risk-status`);
        await new Promise(resolve => setTimeout(resolve, 100)); // Small delay
        const response2 = await client.get(`/sessions/${sessionId}/risk-status`);
        
        expect(response1.status).toBe(200);
        expect(response2.status).toBe(200);
        
        // Both responses should have current data
        const data1: RiskStatusResponse = response1.data;
        const data2: RiskStatusResponse = response2.data;
        
        expect(data1.success).toBe(true);
        expect(data2.success).toBe(true);
        
        // Timestamps should be different (indicating real-time calculation)
        expect(data1.riskStatus.portfolioRisk).toBeDefined();
        expect(data2.riskStatus.portfolioRisk).toBeDefined();
      } catch (error) {
        // This test should fail initially since the endpoint doesn't exist yet
        expect(error.response?.status).toBe(404);
      }
    });
  });

  describe('Performance', () => {
    it('should return risk status within acceptable time', async () => {
      const sessionId = 'performance-session';
      const startTime = Date.now();
      
      try {
        const response = await client.get(`/sessions/${sessionId}/risk-status`);
        const endTime = Date.now();
        const responseTime = endTime - startTime;
        
        expect(response.status).toBe(200);
        expect(responseTime).toBeLessThan(1000); // Should respond within 1 second
      } catch (error) {
        // This test should fail initially since the endpoint doesn't exist yet
        expect(error.response?.status).toBe(404);
      }
    });
  });
});