test: define reproducible risk snapshot contract

tests/test_risk.py

@@ -8,6 +8,7 @@ import pytest
 
 from quant_engine.risk import (
     ComponentRiskResult,
+    CovarianceSnapshot,
     component_var,
     labeled_component_risk,
     marginal_risk_contribution,
@@ -15,6 +16,54 @@ from quant_engine.risk import (
 )
 
 
+def test_covariance_snapshot_is_validated_and_immutable_by_interface() -> None:
+    covariance = pd.DataFrame(
+        [[0.04, 0.01], [0.01, 0.09]],
+        index=["A", "B"],
+        columns=["A", "B"],
+    )
+    snapshot = CovarianceSnapshot(
+        snapshot_id="cov-20260107-v1",
+        as_of_date="2026-01-07",
+        covariance=covariance,
+        return_frequency="1d",
+        periods_per_year=252,
+    )
+
+    covariance.loc["A", "A"] = 999.0
+    leaked_copy = snapshot.covariance
+    leaked_copy.loc["B", "B"] = 999.0
+
+    assert snapshot.as_of_date == pd.Timestamp("2026-01-07").date()
+    assert snapshot.covariance.loc["A", "A"] == pytest.approx(0.04)
+    assert snapshot.covariance.loc["B", "B"] == pytest.approx(0.09)
+
+
+@pytest.mark.parametrize(
+    ("kwargs", "message"),
+    [
+        ({"snapshot_id": ""}, "snapshot_id"),
+        ({"return_frequency": ""}, "return_frequency"),
+        ({"periods_per_year": 0}, "periods_per_year"),
+    ],
+)
+def test_covariance_snapshot_rejects_incomplete_identity(
+    kwargs: dict[str, object],
+    message: str,
+) -> None:
+    values: dict[str, object] = {
+        "snapshot_id": "cov-20260107-v1",
+        "as_of_date": "2026-01-07",
+        "covariance": pd.DataFrame([[0.04]], index=["A"], columns=["A"]),
+        "return_frequency": "1d",
+        "periods_per_year": 252,
+    }
+    values.update(kwargs)
+
+    with pytest.raises((TypeError, ValueError), match=message):
+        CovarianceSnapshot(**values)
+
+
 def test_risk_contribution_sums_to_one_for_positive_portfolio_variance() -> None:
     weights = np.array([0.5, 0.5])
     covariance = np.diag([1.0, 4.0])