/*
 * Copyright (c) 2026 Sensmetry, UAB. All Rights Reserved.
 */

package 'Algorithmic Trading System Verification' {
    private import VerificationCases::*;
    private import RequirementDerivation::*;
    private import 'Algorithmic Trading Definitions'::'Verification Definitions'::*;

    alias SystemInstances for 'Algorithmic Trading System Design'::'System Instances';
    alias Requirements for 'Algorithmic Trading Requirements';

    package 'Verification Environments' {
        private import ScalarValues::*;

        abstract part def 'Verification Environment' {
            doc
            /* Base specification for trading system verification environments.
             * Performance requirements are critical for latency-sensitive systems.
             */
        }

        part def 'Exchange Test Environment' specializes 'Verification Environment' {
            doc
            /* Exchange-provided test/certification environment for pre-production
             * validation (e.g., CME Certify, ICE Test, NASDAQ OMX Test).
             */
            attribute exchangeProtocol : String;
            attribute certificationRequired : Boolean = true;
        }

        part def 'Market Simulator' specializes 'Verification Environment' {
            doc
            /* Market replay environment using historical or synthetic data
             * for functional testing and strategy validation.
             */
            attribute historicalDataSource : String;
            attribute supportsReplay : Boolean = true;
        }

        part def 'Production-like Staging' specializes 'Verification Environment' {
            doc
            /* Production-equivalent infrastructure for load testing and
             * final validation before deployment.
             */
            attribute colocated : Boolean;
            attribute productionParity : Boolean = true;
        }
    }

    package 'Executive Stakeholder Requirement Verification' {
        verification def 'TEST-DEF-STKR-EXEC-001' specializes RequiresValidation {
            doc Description
            /* Risk-adjusted returns can only be validated through extended
             * live trading. Pre-production verification limited to backtesting
             * and paper trading validation of strategy logic and risk controls.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform';
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'Executive Stakeholder Requirements'::'STKR-EXEC-001';
            }
        }

        verification def 'TEST-DEF-STKR-EXEC-002' specializes Decomposed {
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform';
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'Executive Stakeholder Requirements'::'STKR-EXEC-002';
            }
        }
        #derivation connection 'TEST-DEF-STKR-EXEC-002 Derivation' {
            end #original original_req : 'TEST-DEF-STKR-EXEC-002';
            end #derive derived_req_1 : 'Compliance Requirement Verification'::'TEST-DEF-STKR-COMP-001';
            end #derive derived_req_2 : 'Compliance Requirement Verification'::'TEST-DEF-STKR-COMP-002';
        }

        verification def 'TEST-DEF-STKR-EXEC-003' specializes Decomposed {
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform';
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'Executive Stakeholder Requirements'::'STKR-EXEC-003';
            }
        }
        #derivation connection 'TEST-DEF-STKR-EXEC-003 Derivation' {
            end #original original_req : 'TEST-DEF-STKR-EXEC-003';
            end #derive derived_req_1 : 'Risk Management Requirements Verification'::'TEST-DEF-STKR-RISK-001';
            end #derive derived_req_2 : 'Risk Management Requirements Verification'::'TEST-DEF-STKR-RISK-002';
            end #derive derived_req_3 : 'Risk Management Requirements Verification'::'TEST-DEF-STKR-RISK-005';
        }
    }

    package 'Trading Team Requirement Verification' {
        verification def 'TEST-DEF-STKR-USER-001' specializes UsesBacktest {
            doc Description
            /* Verify backtesting capability by:
             * 1. Loading multi-year historical data for relevant instruments.
             * 2. Running sample strategies with realistic execution assumptions.
             * 3. Validating performance metrics (Sharpe, max drawdown, etc.).
             * 4. Comparing results against known benchmark strategies.
             */
            doc SuccessCriteria
            /* Backtesting engine produces consistent results with realistic
             * fill modeling, handles corporate actions correctly, and generates
             * standard performance analytics.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::backtesting;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Trading Team Requirements'::'STKR-USER-001';
            }
        }

        verification def 'TEST-DEF-STKR-USER-002' specializes UsesIntegrationTest {
            doc Description
            /* Verify strategy deployment by:
             * 1. Configuring strategy with parameters and risk limits.
             * 2. Deploying to test environment with market simulator.
             * 3. Validating parameter enforcement through limit testing.
             * 4. Testing enable/disable and modification procedures.
             */
            doc SuccessCriteria
            /* Strategies deploy successfully with correct parameter application,
             * risk limits are enforced, and operational controls function as expected.
             */
            subject redefines testSubject =SystemInstances::'Algorithmic Trading Platform'::strategyEngine;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Trading Team Requirements'::'STKR-USER-002';
            }
        }

        verification def 'TEST-DEF-STKR-USER-003' specializes UsesIntegrationTest {
            doc Description
            /* Verify monitoring capability by:
             * 1. Simulating orders and fills across multiple strategies.
             * 2. Validating real-time P&L calculations against independent computation.
             * 3. Testing monitoring dashboard updates and alerting.
             * 4. Validating position reconciliation and risk metrics.
             */
            doc SuccessCriteria
            /* P&L calculations match independent verification within 0.01%,
             * monitoring updates occur within 100ms of events, and all positions
             * reconcile correctly.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::monitoring;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Trading Team Requirements'::'STKR-USER-003';
            }
        }

        verification def 'TEST-DEF-STKR-USER-004' specializes UsesIntegrationTest {
            doc Description
            /* Verify strategy control by:
             * 1. Testing halt procedures while strategies are active.
             * 2. Modifying parameters during runtime and validating application.
             * 3. Testing order cancellation during halt.
             * 4. Validating control latency under various system loads.
             */
            doc SuccessCriteria
            /* Strategy controls respond within 100ms, pending orders are
             * handled according to policy, and parameter changes take effect
             * immediately without restarting strategies.
             */
            subject redefines testSubject =SystemInstances::'Algorithmic Trading Platform'::strategyEngine;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Trading Team Requirements'::'STKR-USER-004';
            }
        }
    }

    package 'Risk Management Requirements Verification' {
        verification def 'TEST-DEF-STKR-RISK-001' specializes UsesIntegrationTest {
            doc Description
            /* Verify position limit enforcement by:
             * 1. Configuring limits at strategy, instrument, and portfolio levels.
             * 2. Submitting orders designed to violate each limit type.
             * 3. Validating 100% rejection of violating orders.
             * 4. Testing aggregate position calculation across strategies.
             */
            doc SuccessCriteria
            /* All orders exceeding configured limits are rejected before
             * market submission, with appropriate logging and alerting.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::riskManagement;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Risk Management Requirements'::'STKR-RISK-001';
            }
        }

        verification def 'TEST-DEF-STKR-RISK-002' specializes UsesLatencyBenchmark {
            doc Description
            /* Verify loss limit breach detection by:
             * 1. Configuring daily loss limits in test environment.
             * 2. Simulating trading scenarios that breach limits.
             * 3. Measuring detection latency with precision timing.
             * 4. Validating trading halt propagation to all components.
             */
            doc SuccessCriteria
            /* Loss limit breaches detected within 100ms (99.9th percentile),
             * all active strategies halt immediately, and no new orders accepted.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::riskManagement;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Risk Management Requirements'::'STKR-RISK-002';
            }
        }

        verification def 'TEST-DEF-STKR-RISK-003' specializes UsesIntegrationTest {
            doc Description
            /* Verify pre-trade risk checks by:
             * 1. Submitting test orders through complete risk check pipeline.
             * 2. Validating checks for size, price, position, concentration.
             * 3. Testing various rejection scenarios and error handling.
             * 4. Measuring pre-trade check latency contribution.
             */
            doc SuccessCriteria
            /* All orders undergo specified pre-trade checks, violations are
             * blocked before exchange submission, and check latency remains
             * within budget (<200μs).
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::riskManagement;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Risk Management Requirements'::'STKR-RISK-003';
            }
        }

        verification def 'TEST-DEF-STKR-RISK-004' specializes UsesIntegrationTest {
            doc Description
            /* Verify erroneous order detection by:
             * 1. Testing fat-finger detection (abnormal sizes and prices).
             * 2. Testing duplicate order detection within configured window.
             * 3. Validating detection accuracy and false positive rates.
             * 4. Testing edge cases and boundary conditions.
             */
            doc SuccessCriteria
            /* Erroneous orders detected with >99.9% accuracy, false positive
             * rate <0.1%, and detection does not introduce unacceptable latency.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::riskManagement;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Risk Management Requirements'::'STKR-RISK-004';
            }
        }

        verification def 'TEST-DEF-STKR-RISK-005' specializes UsesLatencyBenchmark {
            doc Description
            /* Verify kill switch by:
             * 1. Activating emergency halt during simulated trading.
             * 2. Measuring latency to complete trading cessation.
             * 3. Validating all pending orders are cancelled.
             * 4. Testing kill switch from multiple interfaces (UI, API, hardware).
             */
            doc SuccessCriteria
            /* Kill switch activates within 100ms (99.9th percentile), cancels
             * all orders, halts all strategies, and prevents new submissions
             * until explicitly re-enabled.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::riskManagement;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Risk Management Requirements'::'STKR-RISK-005';
            }
        }
    }

    package 'Compliance Requirement Verification' {
        verification def 'TEST-DEF-STKR-COMP-001' specializes UsesComplianceAudit {
            doc Description
            /* Verify audit trail by:
             * 1. Generating trading activity across all system components.
             * 2. Validating all events logged with required attributes.
             * 3. Checking timestamp precision and clock synchronization.
             * 4. Testing audit trail immutability and integrity mechanisms.
             * 5. Validating retention and retrieval capabilities.
             */
            doc SuccessCriteria
            /* 100% of trading events captured in audit trail with nanosecond
             * timestamps, immutability verified cryptographically, and audit
             * trail passes compliance review.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::compliance;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Compliance Requirements'::'STKR-COMP-001';
            }
        }

        verification def 'TEST-DEF-STKR-COMP-002' specializes UsesComplianceAudit {
            doc Description
            /* Verify regulatory reporting by:
             * 1. Generating sample trading activity with known outcomes.
             * 2. Producing MiFID II transaction reports (RTS 22).
             * 3. Producing SEC CAT/OATS reports as applicable.
             * 4. Validating report formats against regulatory schemas.
             * 5. Testing report generation within required timeframes.
             */
            doc SuccessCriteria
            /* Generated reports validate against regulatory schemas, contain
             * all required fields, meet timeliness requirements, and pass
             * review by compliance consultants.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::compliance;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Compliance Requirements'::'STKR-COMP-002';
            }
        }

        verification def 'TEST-DEF-STKR-COMP-003' specializes UsesIntegrationTest {
            doc Description
            /* Verify trade surveillance by:
             * 1. Simulating known market abuse patterns (wash trades, layering, spoofing).
             * 2. Validating surveillance algorithm detection.
             * 3. Testing alert generation and escalation.
             * 4. Measuring false positive and false negative rates.
             */
            doc SuccessCriteria
            /* Market abuse patterns detected with >95% sensitivity,
             * false positive rate <5%, and alerts generated within
             * configurable time windows.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::compliance;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Compliance Requirements'::'STKR-COMP-003';
            }
        }

        verification def 'TEST-DEF-STKR-COMP-004' specializes UsesIntegrationTest {
            doc Description
            /* Verify best execution monitoring by:
             * 1. Executing test orders across multiple venues in simulator.
             * 2. Capturing execution quality metrics (fill price, venue, timing).
             * 3. Computing benchmarks (VWAP, arrival price, implementation shortfall).
             * 4. Validating monitoring reports and alerts.
             */
            doc SuccessCriteria
            /* Execution quality metrics collected for 100% of orders,
             * benchmark calculations verified against independent computation,
             * and reports suitable for regulatory review.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::executionManagement;
            objective redefines verifyRequirement {
                verify Requirements::'Stakeholder Requirements'::'User Stakeholder Requirements'::'Compliance Requirements'::'STKR-COMP-004';
            }
        }
    }

    package 'Performance Requirement Verification' {
        verification def 'TEST-DEF-SYS-PERF-001' specializes UsesLatencyBenchmark {
            doc Description
            /* Verify market data latency by:
             * 1. Connecting to market data feed in test environment.
             * 2. Timestamping data at multiple processing stages.
             * 3. Measuring end-to-end latency from network ingress to strategy.
             * 4. Collecting percentile statistics (50th, 99th, 99.9th).
             * 5. Testing under realistic message rates for target instruments.
             */
            doc SuccessCriteria
            /* 99.9th percentile latency <1ms measured from network arrival
             * to strategy data availability under target message rates.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::marketDataHandler;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Performance Requirements'::'SYS-PERF-001';
            }
        }

        verification def 'TEST-DEF-SYS-PERF-002' specializes UsesLatencyBenchmark {
            doc Description
            /* Verify order submission latency by:
             * 1. Measuring time from signal generation to exchange gateway.
             * 2. Including all processing stages (risk checks, routing, encoding).
             * 3. Testing under various load conditions.
             * 4. Validating latency budgets for each component.
             */
            doc SuccessCriteria
            /* 99th percentile order submission latency <1ms from signal
             * to gateway under normal operating conditions.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::orderManagement;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Performance Requirements'::'SYS-PERF-002';
            }
        }

        verification def 'TEST-DEF-SYS-PERF-003' specializes UsesLoadTest {
            doc Description
            /* Verify throughput capacity by:
             * 1. Generating sustained load of >100K orders/second.
             * 2. Measuring system throughput and latency under load.
             * 3. Monitoring resource utilization (CPU, memory, network, I/O).
             * 4. Testing sustained load and burst scenarios.
             * 5. Identifying throughput limits and bottlenecks.
             */
            doc SuccessCriteria
            /* System sustains >100K orders/second with latency requirements
             * maintained, resource utilization <80%, and no message loss
             * or corruption.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform';
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Performance Requirements'::'SYS-PERF-003';
            }
        }

        verification def 'TEST-DEF-SYS-PERF-004' specializes UsesFailoverTest {
            doc Description
            /* Verify availability by:
             * 1. Simulating component failures (server, network, feed, gateway).
             * 2. Measuring failover timing and service restoration.
             * 3. Validating redundancy and hot-standby mechanisms.
             * 4. Testing operational procedures for recovery.
             * 5. Validating data consistency after failover.
             */
            doc SuccessCriteria
            /* Failover completes within 5 minutes with no data loss,
             * backup systems activate correctly, and aggregate monthly
             * downtime <5 minutes under simulated failure scenarios.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform';
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Performance Requirements'::'SYS-PERF-004';
            }
        }
    }

    package 'Functional Requirement Verification' {
        verification def 'TEST-DEF-SYS-FUNC-001' specializes UsesExchangeSimulator {
            doc Description
            /* Verify multi-feed ingestion by connecting to multiple
             * simulated exchange feeds simultaneously and validating
             * data integrity, sequencing, and gap handling for each feed.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::marketDataHandler;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Functional Requirements'::'SYS-FUNC-001';
            }
        }

        verification def 'TEST-DEF-SYS-FUNC-002' specializes UsesIntegrationTest {
            doc Description
            /* Verify data normalization by ingesting data in multiple
             * exchange formats and validating correct mapping to unified
             * internal representation with all required fields.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::marketDataHandler;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Functional Requirements'::'SYS-FUNC-002';
            }
        }

        verification def 'TEST-DEF-SYS-FUNC-003' specializes UsesExchangeSimulator {
            doc Description
            /* Verify order lifecycle tracking by submitting orders through
             * exchange simulator and validating state transitions for all
             * scenarios (fills, partial fills, cancels, rejects).
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::orderManagement;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Functional Requirements'::'SYS-FUNC-003';
            }
        }

        verification def 'TEST-DEF-SYS-FUNC-004' specializes UsesIntegrationTest {
            doc Description
            /* Verify P&L calculation by establishing positions through
             * simulated fills, updating prices, and comparing computed
             * P&L against independent verification for various scenarios
             * (long, short, multi-leg, cross-currency).
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::monitoring;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Functional Requirements'::'SYS-FUNC-004';
            }
        }
    }

    package 'Risk Control Requirement Verification' {
        verification def 'TEST-DEF-SYS-RISK-001' specializes UsesIntegrationTest {
            doc Description
            /* Verify order size limits through automated testing of
             * rejection behavior for oversized orders.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::riskManagement;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Risk Control Requirements'::'SYS-RISK-001';
            }
        }

        verification def 'TEST-DEF-SYS-RISK-002' specializes UsesIntegrationTest {
            doc Description
            /* Verify position limits through automated testing of
             * position accumulation and limit enforcement.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::riskManagement;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Risk Control Requirements'::'SYS-RISK-002';
            }
        }

        verification def 'TEST-DEF-SYS-RISK-003' specializes UsesIntegrationTest {
            doc Description
            /* Verify price collar checks through automated testing of
             * orders with prices outside acceptable ranges relative to
             * current market.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::riskManagement;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Risk Control Requirements'::'SYS-RISK-003';
            }
        }

        verification def 'TEST-DEF-SYS-RISK-004' specializes UsesIntegrationTest {
            doc Description
            /* Verify duplicate order detection through automated testing
             * of intentional duplicate submissions within detection window.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::riskManagement;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Risk Control Requirements'::'SYS-RISK-004';
            }
        }

        verification def 'TEST-DEF-SYS-RISK-005' specializes UsesLatencyBenchmark {
            doc Description
            /* Verify kill switch latency through precision timing
             * measurement of activation to complete trading halt.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::riskManagement;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Risk Control Requirements'::'SYS-RISK-005';
            }
        }
    }

    package 'System Compliance Requirement Verification' {
        verification def 'TEST-DEF-SYS-COMP-001' specializes UsesComplianceAudit {
            doc Description
            /* Verify audit logging through review of log completeness,
             * attribute presence, and format compliance for regulatory reporting.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::compliance;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Compliance Requirements'::'SYS-COMP-001';
            }
        }

        verification def 'TEST-DEF-SYS-COMP-002' specializes UsesIntegrationTest {
            doc Description
            /* Verify best execution monitoring through automated testing
             * of benchmark calculations and report generation.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::executionManagement;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Compliance Requirements'::'SYS-COMP-002';
            }
        }

        verification def 'TEST-DEF-SYS-COMP-003' specializes UsesIntegrationTest {
            doc Description
            /* Verify restricted list enforcement through automated testing
             * of order rejection for restricted securities.
             */
            subject redefines testSubject = SystemInstances::'Algorithmic Trading Platform'::compliance;
            objective redefines verifyRequirement {
                verify Requirements::'System Requirements'::'Compliance Requirements'::'SYS-COMP-003';
            }
        }
    }
}
