test_hedging_risk.js 15 KB

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  1. "use strict";
  2. /**
  3. * Contract test for GET /api/v1/hedging/sessions/{id}/risk-status
  4. * Tests the API contract for retrieving risk status
  5. */
  6. var __importDefault = (this && this.__importDefault) || function (mod) {
  7. return (mod && mod.__esModule) ? mod : { "default": mod };
  8. };
  9. Object.defineProperty(exports, "__esModule", { value: true });
  10. const globals_1 = require("@jest/globals");
  11. const axios_1 = __importDefault(require("axios"));
  12. (0, globals_1.describe)('GET /api/v1/hedging/sessions/{id}/risk-status', () => {
  13. let client;
  14. const baseURL = 'http://localhost:3000/api/v1/hedging';
  15. (0, globals_1.beforeAll)(() => {
  16. client = axios_1.default.create({
  17. baseURL,
  18. headers: {
  19. 'Content-Type': 'application/json',
  20. 'Authorization': 'Bearer test-api-key'
  21. },
  22. timeout: 5000
  23. });
  24. });
  25. (0, globals_1.afterAll)(() => {
  26. // Cleanup if needed
  27. });
  28. (0, globals_1.describe)('Basic Functionality', () => {
  29. (0, globals_1.it)('should return risk status for existing session', async () => {
  30. const sessionId = 'test-session-1';
  31. try {
  32. const response = await client.get(`/sessions/${sessionId}/risk-status`);
  33. // Should return 200 OK
  34. (0, globals_1.expect)(response.status).toBe(200);
  35. // Response should match schema
  36. const responseData = response.data;
  37. (0, globals_1.expect)(responseData.success).toBe(true);
  38. (0, globals_1.expect)(responseData.riskStatus).toBeDefined();
  39. (0, globals_1.expect)(responseData.riskStatus.sessionId).toBe(sessionId);
  40. (0, globals_1.expect)(responseData.riskStatus.overallRisk).toBeDefined();
  41. (0, globals_1.expect)(['low', 'medium', 'high']).toContain(responseData.riskStatus.overallRisk);
  42. // Account risks should be an array
  43. (0, globals_1.expect)(responseData.riskStatus.accountRisks).toBeDefined();
  44. (0, globals_1.expect)(Array.isArray(responseData.riskStatus.accountRisks)).toBe(true);
  45. // Portfolio risk should be defined
  46. (0, globals_1.expect)(responseData.riskStatus.portfolioRisk).toBeDefined();
  47. (0, globals_1.expect)(responseData.riskStatus.portfolioRisk.totalPnl).toBeDefined();
  48. (0, globals_1.expect)(responseData.riskStatus.portfolioRisk.maxDrawdown).toBeDefined();
  49. (0, globals_1.expect)(responseData.riskStatus.portfolioRisk.var95).toBeDefined();
  50. // Active breaches should be an array
  51. (0, globals_1.expect)(responseData.riskStatus.activeBreaches).toBeDefined();
  52. (0, globals_1.expect)(Array.isArray(responseData.riskStatus.activeBreaches)).toBe(true);
  53. }
  54. catch (error) {
  55. // This test should fail initially since the endpoint doesn't exist yet
  56. (0, globals_1.expect)(error.response?.status).toBe(404);
  57. }
  58. });
  59. (0, globals_1.it)('should return detailed account risk information', async () => {
  60. const sessionId = 'test-session-2';
  61. try {
  62. const response = await client.get(`/sessions/${sessionId}/risk-status`);
  63. (0, globals_1.expect)(response.status).toBe(200);
  64. const responseData = response.data;
  65. (0, globals_1.expect)(responseData.success).toBe(true);
  66. // Each account risk should have required fields
  67. responseData.riskStatus.accountRisks.forEach(accountRisk => {
  68. (0, globals_1.expect)(accountRisk.accountId).toBeDefined();
  69. (0, globals_1.expect)(accountRisk.riskLevel).toBeDefined();
  70. (0, globals_1.expect)(['low', 'medium', 'high']).toContain(accountRisk.riskLevel);
  71. (0, globals_1.expect)(accountRisk.positionSize).toBeDefined();
  72. (0, globals_1.expect)(typeof accountRisk.positionSize).toBe('number');
  73. (0, globals_1.expect)(accountRisk.marginRatio).toBeDefined();
  74. (0, globals_1.expect)(typeof accountRisk.marginRatio).toBe('number');
  75. (0, globals_1.expect)(accountRisk.pnl).toBeDefined();
  76. (0, globals_1.expect)(typeof accountRisk.pnl).toBe('number');
  77. });
  78. }
  79. catch (error) {
  80. // This test should fail initially since the endpoint doesn't exist yet
  81. (0, globals_1.expect)(error.response?.status).toBe(404);
  82. }
  83. });
  84. (0, globals_1.it)('should return portfolio-level risk metrics', async () => {
  85. const sessionId = 'test-session-3';
  86. try {
  87. const response = await client.get(`/sessions/${sessionId}/risk-status`);
  88. (0, globals_1.expect)(response.status).toBe(200);
  89. const responseData = response.data;
  90. (0, globals_1.expect)(responseData.success).toBe(true);
  91. const portfolioRisk = responseData.riskStatus.portfolioRisk;
  92. (0, globals_1.expect)(portfolioRisk.totalPnl).toBeDefined();
  93. (0, globals_1.expect)(typeof portfolioRisk.totalPnl).toBe('number');
  94. (0, globals_1.expect)(portfolioRisk.maxDrawdown).toBeDefined();
  95. (0, globals_1.expect)(typeof portfolioRisk.maxDrawdown).toBe('number');
  96. (0, globals_1.expect)(portfolioRisk.var95).toBeDefined();
  97. (0, globals_1.expect)(typeof portfolioRisk.var95).toBe('number');
  98. // Values should be reasonable
  99. (0, globals_1.expect)(portfolioRisk.maxDrawdown).toBeGreaterThanOrEqual(0);
  100. (0, globals_1.expect)(portfolioRisk.maxDrawdown).toBeLessThanOrEqual(1);
  101. (0, globals_1.expect)(portfolioRisk.var95).toBeGreaterThanOrEqual(0);
  102. }
  103. catch (error) {
  104. // This test should fail initially since the endpoint doesn't exist yet
  105. (0, globals_1.expect)(error.response?.status).toBe(404);
  106. }
  107. });
  108. (0, globals_1.it)('should return active risk breaches', async () => {
  109. const sessionId = 'test-session-with-breaches';
  110. try {
  111. const response = await client.get(`/sessions/${sessionId}/risk-status`);
  112. (0, globals_1.expect)(response.status).toBe(200);
  113. const responseData = response.data;
  114. (0, globals_1.expect)(responseData.success).toBe(true);
  115. // Each active breach should have required fields
  116. responseData.riskStatus.activeBreaches.forEach(breach => {
  117. (0, globals_1.expect)(breach.id).toBeDefined();
  118. (0, globals_1.expect)(breach.breachType).toBeDefined();
  119. (0, globals_1.expect)(breach.severity).toBeDefined();
  120. (0, globals_1.expect)(['warning', 'critical']).toContain(breach.severity);
  121. (0, globals_1.expect)(breach.timestamp).toBeDefined();
  122. (0, globals_1.expect)(new Date(breach.timestamp)).toBeInstanceOf(Date);
  123. });
  124. }
  125. catch (error) {
  126. // This test should fail initially since the endpoint doesn't exist yet
  127. (0, globals_1.expect)(error.response?.status).toBe(404);
  128. }
  129. });
  130. });
  131. (0, globals_1.describe)('Risk Level Calculations', () => {
  132. (0, globals_1.it)('should return low risk when all metrics are within limits', async () => {
  133. const sessionId = 'low-risk-session';
  134. try {
  135. const response = await client.get(`/sessions/${sessionId}/risk-status`);
  136. (0, globals_1.expect)(response.status).toBe(200);
  137. const responseData = response.data;
  138. (0, globals_1.expect)(responseData.success).toBe(true);
  139. (0, globals_1.expect)(responseData.riskStatus.overallRisk).toBe('low');
  140. (0, globals_1.expect)(responseData.riskStatus.activeBreaches).toHaveLength(0);
  141. }
  142. catch (error) {
  143. // This test should fail initially since the endpoint doesn't exist yet
  144. (0, globals_1.expect)(error.response?.status).toBe(404);
  145. }
  146. });
  147. (0, globals_1.it)('should return medium risk when some metrics approach limits', async () => {
  148. const sessionId = 'medium-risk-session';
  149. try {
  150. const response = await client.get(`/sessions/${sessionId}/risk-status`);
  151. (0, globals_1.expect)(response.status).toBe(200);
  152. const responseData = response.data;
  153. (0, globals_1.expect)(responseData.success).toBe(true);
  154. (0, globals_1.expect)(responseData.riskStatus.overallRisk).toBe('medium');
  155. (0, globals_1.expect)(responseData.riskStatus.activeBreaches.length).toBeGreaterThan(0);
  156. (0, globals_1.expect)(responseData.riskStatus.activeBreaches.every(b => b.severity === 'warning')).toBe(true);
  157. }
  158. catch (error) {
  159. // This test should fail initially since the endpoint doesn't exist yet
  160. (0, globals_1.expect)(error.response?.status).toBe(404);
  161. }
  162. });
  163. (0, globals_1.it)('should return high risk when critical limits are exceeded', async () => {
  164. const sessionId = 'high-risk-session';
  165. try {
  166. const response = await client.get(`/sessions/${sessionId}/risk-status`);
  167. (0, globals_1.expect)(response.status).toBe(200);
  168. const responseData = response.data;
  169. (0, globals_1.expect)(responseData.success).toBe(true);
  170. (0, globals_1.expect)(responseData.riskStatus.overallRisk).toBe('high');
  171. (0, globals_1.expect)(responseData.riskStatus.activeBreaches.length).toBeGreaterThan(0);
  172. (0, globals_1.expect)(responseData.riskStatus.activeBreaches.some(b => b.severity === 'critical')).toBe(true);
  173. }
  174. catch (error) {
  175. // This test should fail initially since the endpoint doesn't exist yet
  176. (0, globals_1.expect)(error.response?.status).toBe(404);
  177. }
  178. });
  179. });
  180. (0, globals_1.describe)('Session Not Found', () => {
  181. (0, globals_1.it)('should return 404 for non-existent session', async () => {
  182. const nonExistentSessionId = 'non-existent-session';
  183. try {
  184. await client.get(`/sessions/${nonExistentSessionId}/risk-status`);
  185. fail('Should have returned 404 for non-existent session');
  186. }
  187. catch (error) {
  188. (0, globals_1.expect)(error.response?.status).toBe(404);
  189. (0, globals_1.expect)(error.response?.data.success).toBe(false);
  190. (0, globals_1.expect)(error.response?.data.error.code).toBe('SESSION_NOT_FOUND');
  191. }
  192. });
  193. (0, globals_1.it)('should return 404 for invalid session ID format', async () => {
  194. const invalidSessionId = 'invalid-session-id-format!@#';
  195. try {
  196. await client.get(`/sessions/${invalidSessionId}/risk-status`);
  197. fail('Should have returned 404 for invalid session ID');
  198. }
  199. catch (error) {
  200. (0, globals_1.expect)(error.response?.status).toBe(404);
  201. (0, globals_1.expect)(error.response?.data.success).toBe(false);
  202. (0, globals_1.expect)(error.response?.data.error.code).toBe('SESSION_NOT_FOUND');
  203. }
  204. });
  205. });
  206. (0, globals_1.describe)('Authentication', () => {
  207. (0, globals_1.it)('should reject request without authorization header', async () => {
  208. const clientWithoutAuth = axios_1.default.create({
  209. baseURL,
  210. headers: {
  211. 'Content-Type': 'application/json'
  212. }
  213. });
  214. try {
  215. await clientWithoutAuth.get('/sessions/test-session/risk-status');
  216. fail('Should have rejected unauthorized request');
  217. }
  218. catch (error) {
  219. (0, globals_1.expect)(error.response?.status).toBe(401);
  220. }
  221. });
  222. (0, globals_1.it)('should reject request with invalid authorization token', async () => {
  223. const clientWithInvalidAuth = axios_1.default.create({
  224. baseURL,
  225. headers: {
  226. 'Content-Type': 'application/json',
  227. 'Authorization': 'Bearer invalid-token'
  228. }
  229. });
  230. try {
  231. await clientWithInvalidAuth.get('/sessions/test-session/risk-status');
  232. fail('Should have rejected request with invalid token');
  233. }
  234. catch (error) {
  235. (0, globals_1.expect)(error.response?.status).toBe(401);
  236. }
  237. });
  238. });
  239. (0, globals_1.describe)('Real-time Updates', () => {
  240. (0, globals_1.it)('should return current risk status (not cached)', async () => {
  241. const sessionId = 'realtime-session';
  242. try {
  243. // Make two requests in quick succession
  244. const response1 = await client.get(`/sessions/${sessionId}/risk-status`);
  245. await new Promise(resolve => setTimeout(resolve, 100)); // Small delay
  246. const response2 = await client.get(`/sessions/${sessionId}/risk-status`);
  247. (0, globals_1.expect)(response1.status).toBe(200);
  248. (0, globals_1.expect)(response2.status).toBe(200);
  249. // Both responses should have current data
  250. const data1 = response1.data;
  251. const data2 = response2.data;
  252. (0, globals_1.expect)(data1.success).toBe(true);
  253. (0, globals_1.expect)(data2.success).toBe(true);
  254. // Timestamps should be different (indicating real-time calculation)
  255. (0, globals_1.expect)(data1.riskStatus.portfolioRisk).toBeDefined();
  256. (0, globals_1.expect)(data2.riskStatus.portfolioRisk).toBeDefined();
  257. }
  258. catch (error) {
  259. // This test should fail initially since the endpoint doesn't exist yet
  260. (0, globals_1.expect)(error.response?.status).toBe(404);
  261. }
  262. });
  263. });
  264. (0, globals_1.describe)('Performance', () => {
  265. (0, globals_1.it)('should return risk status within acceptable time', async () => {
  266. const sessionId = 'performance-session';
  267. const startTime = Date.now();
  268. try {
  269. const response = await client.get(`/sessions/${sessionId}/risk-status`);
  270. const endTime = Date.now();
  271. const responseTime = endTime - startTime;
  272. (0, globals_1.expect)(response.status).toBe(200);
  273. (0, globals_1.expect)(responseTime).toBeLessThan(1000); // Should respond within 1 second
  274. }
  275. catch (error) {
  276. // This test should fail initially since the endpoint doesn't exist yet
  277. (0, globals_1.expect)(error.response?.status).toBe(404);
  278. }
  279. });
  280. });
  281. });
  282. //# sourceMappingURL=test_hedging_risk.js.map