using System; using System.Collections.Generic; using System.Threading; using Microsoft.VisualStudio.TestTools.UnitTesting; using NT8.Adapters.NinjaTrader; using NT8.Adapters.Wrappers; using NT8.Core.Common.Models; using NT8.Core.Logging; using NT8.Core.Risk; using NT8.Core.Sizing; namespace NT8.Integration.Tests { /// /// Integration tests for end-to-end SDK workflow coverage. /// [TestClass] public class NT8IntegrationTests { private StrategyContext CreateTestContext(string symbol, int qty, double equity, double dailyPnl) { var now = new DateTime(2026, 2, 17, 10, 30, 0, DateTimeKind.Utc); var position = new Position(symbol, qty, 4200.0, 0.0, dailyPnl, now); var account = new AccountInfo(equity, equity * 2.5, dailyPnl, 0.0, now); var session = new MarketSession(now.Date.AddHours(9).AddMinutes(30), now.Date.AddHours(16), true, "RTH"); return new StrategyContext(symbol, now, position, account, session, new Dictionary()); } private BarData CreateTestBar(string symbol) { return new BarData( symbol, new DateTime(2026, 2, 17, 10, 30, 0, DateTimeKind.Utc), 4200.0, 4210.0, 4195.0, 4208.0, 10000, TimeSpan.FromMinutes(5)); } [TestMethod] public void CompleteWorkflow_StrategyToExecution_ShouldProcessIntent() { var wrapper = new SimpleORBNT8Wrapper(); var symbol = "ES"; var sessionStart = new DateTime(2026, 2, 17, 9, 30, 0, DateTimeKind.Utc); var openingBar1 = new BarData(symbol, sessionStart.AddMinutes(5), 100, 101, 99, 100.5, 1000, TimeSpan.FromMinutes(5)); var openingBar2 = new BarData(symbol, sessionStart.AddMinutes(10), 100.5, 102, 100, 101.5, 1000, TimeSpan.FromMinutes(5)); var breakoutBar = new BarData(symbol, sessionStart.AddMinutes(35), 102, 104.5, 101.5, 104.2, 1200, TimeSpan.FromMinutes(5)); wrapper.ProcessBarUpdate(openingBar1, CreateTestContext(symbol, 0, 100000.0, 0.0)); wrapper.ProcessBarUpdate(openingBar2, CreateTestContext(symbol, 0, 100000.0, 0.0)); wrapper.ProcessBarUpdate(breakoutBar, CreateTestContext(symbol, 0, 100000.0, 0.0)); var records = wrapper.GetAdapterForTesting().GetExecutionHistory(); Assert.IsNotNull(records); Assert.IsTrue(records.Count >= 1); } [TestMethod] public void DataConversion_NT8ToSDK_ShouldPreserveData() { var time = new DateTime(2026, 2, 17, 10, 0, 0, DateTimeKind.Utc); var bar = NT8DataConverter.ConvertBar("ES", time, 4200.0, 4215.0, 4192.0, 4210.0, 15000, 5); Assert.AreEqual("ES", bar.Symbol); Assert.AreEqual(time, bar.Time); Assert.AreEqual(4200.0, bar.Open); Assert.AreEqual(4215.0, bar.High); Assert.AreEqual(4192.0, bar.Low); Assert.AreEqual(4210.0, bar.Close); Assert.AreEqual(15000L, bar.Volume); Assert.AreEqual(TimeSpan.FromMinutes(5), bar.BarSize); } [TestMethod] public void ExecutionAdapter_OrderLifecycle_ShouldTrackCorrectly() { var adapter = new NT8ExecutionAdapter(); var req = new NT8.Core.OMS.OrderRequest(); req.Symbol = "ES"; req.Side = NT8.Core.OMS.OrderSide.Buy; req.Type = NT8.Core.OMS.OrderType.Market; req.Quantity = 2; var tracking = adapter.SubmitOrder(req, "TEST_001"); Assert.AreEqual(NT8.Core.OMS.OrderState.Pending, tracking.CurrentState); adapter.ProcessOrderUpdate("NT8_1", "TEST_001", "WORKING", 0, 0.0, 0, null); Assert.AreEqual(NT8.Core.OMS.OrderState.Working, adapter.GetOrderStatus("TEST_001").State); adapter.ProcessOrderUpdate("NT8_1", "TEST_001", "PARTFILLED", 1, 4200.50, 0, null); adapter.ProcessExecution("NT8_1", "EXEC_1", 4200.50, 1, DateTime.UtcNow); Assert.AreEqual(NT8.Core.OMS.OrderState.PartiallyFilled, adapter.GetOrderStatus("TEST_001").State); adapter.ProcessOrderUpdate("NT8_1", "TEST_001", "FILLED", 2, 4201.00, 0, null); adapter.ProcessExecution("NT8_1", "EXEC_2", 4201.00, 1, DateTime.UtcNow); Assert.AreEqual(NT8.Core.OMS.OrderState.Filled, adapter.GetOrderStatus("TEST_001").State); } [TestMethod] public void RiskManager_DailyLossLimit_ShouldRejectOverRisk() { var logger = new BasicLogger("Risk"); var risk = new BasicRiskManager(logger); risk.OnPnLUpdate(-950.0, -950.0); var intent = new StrategyIntent( "ES", OrderSide.Buy, OrderType.Market, null, 10, 20, 0.9, "Risk test", new Dictionary()); var context = CreateTestContext("ES", 0, 100000.0, -950.0); var cfg = new RiskConfig(1000.0, 200.0, 3, true); var decision = risk.ValidateOrder(intent, context, cfg); Assert.IsFalse(decision.Allow); } [TestMethod] public void PositionSizer_FixedDollarRisk_ShouldCalculateCorrectly() { var logger = new BasicLogger("Sizer"); var sizer = new BasicPositionSizer(logger); var intent = new StrategyIntent( "ES", OrderSide.Buy, OrderType.Market, null, 8, 16, 0.8, "Sizing test", new Dictionary()); var context = CreateTestContext("ES", 0, 100000.0, 0.0); var cfg = new SizingConfig(SizingMethod.FixedDollarRisk, 1, 10, 100.0, new Dictionary()); var result = sizer.CalculateSize(intent, context, cfg); Assert.IsTrue(result.Contracts > 0); Assert.IsTrue(result.Contracts <= 10); Assert.AreEqual(SizingMethod.FixedDollarRisk, result.Method); } [TestMethod] public void ExecutionAdapter_ConcurrentAccess_ShouldBeThreadSafe() { var adapter = new NT8ExecutionAdapter(); var exceptions = new List(); var sync = new object(); var success = 0; var threadList = new List(); for (var t = 0; t < 10; t++) { var tn = t; var thread = new Thread(delegate() { try { for (var i = 0; i < 10; i++) { var req = new NT8.Core.OMS.OrderRequest(); req.Symbol = "ES"; req.Side = NT8.Core.OMS.OrderSide.Buy; req.Type = NT8.Core.OMS.OrderType.Market; req.Quantity = 1; var id = string.Format("TH_{0}_{1}", tn, i); adapter.SubmitOrder(req, id); adapter.ProcessOrderUpdate(id + "_NT8", id, "WORKING", 0, 0.0, 0, null); lock (sync) { success++; } } } catch (Exception ex) { lock (sync) { exceptions.Add(ex); } } }); threadList.Add(thread); thread.Start(); } foreach (var thread in threadList) { thread.Join(); } Assert.AreEqual(0, exceptions.Count); Assert.AreEqual(100, success); } [TestMethod] public void PerformanceTest_OnBarUpdate_ShouldComplete200ms() { var wrapper = new SimpleORBNT8Wrapper(); var context = CreateTestContext("ES", 0, 100000.0, 0.0); var bar = CreateTestBar("ES"); for (var i = 0; i < 10; i++) wrapper.ProcessBarUpdate(bar, context); var iterations = 100; var started = DateTime.UtcNow; for (var i = 0; i < iterations; i++) { wrapper.ProcessBarUpdate(bar, context); } var elapsed = (DateTime.UtcNow - started).TotalMilliseconds / iterations; Assert.IsTrue(elapsed < 200.0, string.Format("Average processing time too high: {0:F2} ms", elapsed)); } [TestMethod] public void ExecutionAdapter_CancelUnknownOrder_ShouldReturnFalse() { var adapter = new NT8ExecutionAdapter(); var result = adapter.CancelOrder("missing"); Assert.IsFalse(result); } [TestMethod] public void ExecutionAdapter_GetOrderStatus_EmptyId_ShouldReturnNull() { var adapter = new NT8ExecutionAdapter(); Assert.IsNull(adapter.GetOrderStatus("")); } [TestMethod] public void DataConverter_ConvertContext_WithCustomData_ShouldCloneDictionary() { var custom = new Dictionary(); custom.Add("k1", 1); custom.Add("k2", "v2"); var ctx = NT8DataConverter.ConvertContext( "ES", DateTime.UtcNow, new Position("ES", 0, 0, 0, 0, DateTime.UtcNow), new AccountInfo(100000.0, 200000.0, 0.0, 0.0, DateTime.UtcNow), new MarketSession(DateTime.Today.AddHours(9.5), DateTime.Today.AddHours(16), true, "RTH"), custom); custom.Add("k3", 3); Assert.AreEqual(2, ctx.CustomData.Count); } [TestMethod] public void DataConverter_ConvertSession_OvernightSession_ShouldWork() { var start = new DateTime(2026, 2, 17, 18, 0, 0, DateTimeKind.Utc); var end = new DateTime(2026, 2, 18, 9, 30, 0, DateTimeKind.Utc); var session = NT8DataConverter.ConvertSession(start, end, false, "ETH"); Assert.IsFalse(session.IsRth); Assert.AreEqual("ETH", session.SessionName); } [TestMethod] public void DataConverter_ConvertPosition_WithShortQuantity_ShouldPreserveNegative() { var pos = NT8DataConverter.ConvertPosition("ES", -2, 4200.0, -150.0, 25.0, DateTime.UtcNow); Assert.AreEqual(-2, pos.Quantity); Assert.AreEqual(-150.0, pos.UnrealizedPnL); } [TestMethod] public void DataConverter_ConvertAccount_WithNegativePnL_ShouldPreserveValue() { var account = NT8DataConverter.ConvertAccount(100000.0, 180000.0, -1234.5, 5000.0, DateTime.UtcNow); Assert.AreEqual(-1234.5, account.DailyPnL); } [TestMethod] public void RiskManager_ValidIntentUnderLimits_ShouldAllow() { var logger = new BasicLogger("RiskAllow"); var risk = new BasicRiskManager(logger); risk.OnPnLUpdate(0.0, 0.0); var intent = new StrategyIntent( "MES", OrderSide.Buy, OrderType.Market, null, 8, 12, 0.7, "allow", new Dictionary()); var decision = risk.ValidateOrder( intent, CreateTestContext("MES", 0, 50000.0, 0.0), new RiskConfig(1000.0, 200.0, 3, true)); Assert.IsTrue(decision.Allow); } [TestMethod] public void PositionSizer_InvalidIntent_ShouldReturnZeroContracts() { var logger = new BasicLogger("InvalidIntent"); var sizer = new BasicPositionSizer(logger); var invalid = new StrategyIntent( "", OrderSide.Flat, OrderType.Market, null, 0, null, -1.0, "", new Dictionary()); var result = sizer.CalculateSize( invalid, CreateTestContext("ES", 0, 100000.0, 0.0), new SizingConfig(SizingMethod.FixedDollarRisk, 1, 10, 100.0, new Dictionary())); Assert.AreEqual(0, result.Contracts); } } }