IBKRTrader/IBKRTrader.Tests/Trading/RiskServiceTests.cs

using FluentAssertions;
using IBKRTrader.Core.Trading;

namespace IBKRTrader.Tests.Trading;

[Trait("cat", "unit")]
public class RiskServiceTests
{
    private readonly RiskService _risk = new();

    // MaxTrade 5 %, MaxModul 20 %, MaxSlippage 5 %
    private static readonly RiskParameters DefaultParams = new(5m, 20m, 5m);

    private static TradeSignal Buy(decimal? limit = null, decimal? notional = null) => new()
    {
        Symbol = "AAPL", Side = TradeSide.Buy, SourceModule = "CT",
        LimitPrice = limit, SuggestedNotional = notional
    };

    private static TradeSignal Sell() => new()
    {
        Symbol = "AAPL", Side = TradeSide.Sell, SourceModule = "CT"
    };

    [Fact]
    public void Buy_SizesByMaxTradePercent()
    {
        // NetLiq 10.000 × 5 % = 500 max Nominal; Kurs 100 → 5 Stück
        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m };

        var d = _risk.Evaluate(Buy(), ctx, DefaultParams);

        d.Approved.Should().BeTrue();
        d.Quantity.Should().Be(5);
    }

    [Fact]
    public void Buy_UsesSuggestedNotional_WhenSmallerThanMax()
    {
        // Wunsch 200 < Max 500; Kurs 100 → 2 Stück
        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m };

        var d = _risk.Evaluate(Buy(notional: 200m), ctx, DefaultParams);

        d.Quantity.Should().Be(2);
    }

    [Fact]
    public void Buy_InvalidPrice_Rejected()
    {
        var ctx = new RiskContext { Price = 0m, NetLiquidation = 10_000m };

        _risk.Evaluate(Buy(), ctx, DefaultParams).Approved.Should().BeFalse();
    }

    [Fact]
    public void Buy_ZeroAccount_Rejected()
    {
        var ctx = new RiskContext { Price = 100m, NetLiquidation = 0m };

        _risk.Evaluate(Buy(), ctx, DefaultParams).Approved.Should().BeFalse();
    }

    [Fact]
    public void Buy_QuantityBelowOne_Rejected()
    {
        // NetLiq 100 × 5 % = 5 max Nominal; Kurs 100 → 0 Stück
        var ctx = new RiskContext { Price = 100m, NetLiquidation = 100m };

        var d = _risk.Evaluate(Buy(), ctx, DefaultParams);

        d.Approved.Should().BeFalse();
        d.Reason.Should().Contain("< 1");
    }

    [Fact]
    public void Buy_ExceedsModuleLimit_Rejected()
    {
        // MaxTrade 50 % → 5.000 Nominal, Kurs 100 → 50 Stück = 5.000
        // Modul-Limit 20 % × 10.000 = 2.000 → abgelehnt
        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m };
        var pars = new RiskParameters(50m, 20m, 5m);

        var d = _risk.Evaluate(Buy(), ctx, pars);

        d.Approved.Should().BeFalse();
        d.Reason.Should().Contain("Modul-Limit");
    }

    [Fact]
    public void Buy_ExistingExposureCountsTowardModuleLimit()
    {
        // Kurs 100, Max 5 % → 5 Stück (500). Bereits 1.700 Exposure.
        // Projektiert 2.200 > Limit 2.000 → abgelehnt.
        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m, ModuleExposure = 1_700m };

        _risk.Evaluate(Buy(), ctx, DefaultParams).Approved.Should().BeFalse();
    }

    [Fact]
    public void Buy_LimitOrder_SlippageTooHigh_Rejected()
    {
        // Limit 100, Kurs 110 → 10 % > 5 %
        var ctx = new RiskContext { Price = 110m, NetLiquidation = 10_000m };

        var d = _risk.Evaluate(Buy(limit: 100m), ctx, DefaultParams);

        d.Approved.Should().BeFalse();
        d.Reason.Should().Contain("Slippage");
    }

    [Fact]
    public void Buy_LimitOrder_SlippageWithinTolerance_Approved()
    {
        // Limit 100, Kurs 104 → 4 % < 5 %
        var ctx = new RiskContext { Price = 104m, NetLiquidation = 10_000m };

        _risk.Evaluate(Buy(limit: 100m), ctx, DefaultParams).Approved.Should().BeTrue();
    }

    [Fact]
    public void Sell_WithPosition_ClosesQuantity()
    {
        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m, ExistingQuantity = 12 };

        var d = _risk.Evaluate(Sell(), ctx, DefaultParams);

        d.Approved.Should().BeTrue();
        d.Quantity.Should().Be(12);
    }

    [Fact]
    public void Sell_WithoutPosition_Rejected()
    {
        var ctx = new RiskContext { Price = 100m, NetLiquidation = 10_000m, ExistingQuantity = 0 };

        var d = _risk.Evaluate(Sell(), ctx, DefaultParams);

        d.Approved.Should().BeFalse();
        d.Reason.Should().Contain("Keine Position");
    }
}