using Microsoft.VisualStudio.TestTools.UnitTesting;
using NT8.Adapters.NinjaTrader;
using NT8.Core.Common.Models;
using NT8.Core.Risk;
using NT8.Core.Sizing;
using System;
using System.Collections.Generic;
using System.Threading.Tasks;
namespace NT8.Integration.Tests
{
///
/// Integration tests for NT8OrderAdapter behavior.
///
[TestClass]
public class NT8OrderAdapterIntegrationTests
{
private class FakeBridge : INT8ExecutionBridge
{
public void EnterLongManaged(int q, string n, int s, int t, double ts) { }
public void EnterShortManaged(int q, string n, int s, int t, double ts) { }
public void ExitLongManaged(string n) { }
public void ExitShortManaged(string n) { }
public void FlattenAll() { }
}
[TestMethod]
public void Initialize_NullRiskManager_ThrowsArgumentNullException()
{
// Arrange
var adapter = new NT8OrderAdapter(new FakeBridge());
var sizer = new TestPositionSizer(1);
// Act / Assert
Assert.ThrowsException(
() => adapter.Initialize(null, sizer));
}
[TestMethod]
public void Initialize_NullPositionSizer_ThrowsArgumentNullException()
{
// Arrange
var adapter = new NT8OrderAdapter(new FakeBridge());
var risk = new TestRiskManager(true);
// Act / Assert
Assert.ThrowsException(
() => adapter.Initialize(risk, null));
}
[TestMethod]
public void ExecuteIntent_NotInitialized_ThrowsInvalidOperationException()
{
// Arrange
var adapter = new NT8OrderAdapter(new FakeBridge());
// Act / Assert
Assert.ThrowsException(
() => adapter.ExecuteIntent(CreateIntent(), CreateContext(), CreateConfig()));
}
[TestMethod]
public void ExecuteIntent_RiskRejected_DoesNotRecordExecution()
{
// Arrange
var adapter = new NT8OrderAdapter(new FakeBridge());
var risk = new TestRiskManager(false);
var sizer = new TestPositionSizer(3);
adapter.Initialize(risk, sizer);
// Act
adapter.ExecuteIntent(CreateIntent(), CreateContext(), CreateConfig());
var history = adapter.GetExecutionHistory();
// Assert
Assert.AreEqual(0, history.Count);
}
[TestMethod]
public void ExecuteIntent_AllowedAndSized_RecordsExecution()
{
// Arrange
var adapter = new NT8OrderAdapter(new FakeBridge());
var risk = new TestRiskManager(true);
var sizer = new TestPositionSizer(4);
adapter.Initialize(risk, sizer);
// Act
adapter.ExecuteIntent(CreateIntent(), CreateContext(), CreateConfig());
var history = adapter.GetExecutionHistory();
// Assert
Assert.AreEqual(1, history.Count);
Assert.AreEqual("ES", history[0].Symbol);
Assert.AreEqual(OrderSide.Buy, history[0].Side);
Assert.AreEqual(OrderType.Market, history[0].EntryType);
Assert.AreEqual(4, history[0].Contracts);
Assert.AreEqual(8, history[0].StopTicks);
Assert.AreEqual(16, history[0].TargetTicks);
}
[TestMethod]
public void GetExecutionHistory_ReturnsCopy_NotMutableInternalReference()
{
// Arrange
var adapter = new NT8OrderAdapter(new FakeBridge());
var risk = new TestRiskManager(true);
var sizer = new TestPositionSizer(2);
adapter.Initialize(risk, sizer);
adapter.ExecuteIntent(CreateIntent(), CreateContext(), CreateConfig());
// Act
var history = adapter.GetExecutionHistory();
history.Clear();
var historyAfterClear = adapter.GetExecutionHistory();
// Assert
Assert.AreEqual(1, historyAfterClear.Count);
}
[TestMethod]
public void OnOrderUpdate_EmptyOrderId_ThrowsArgumentException()
{
// Arrange
var adapter = new NT8OrderAdapter(new FakeBridge());
// Act / Assert
Assert.ThrowsException(
() => adapter.OnOrderUpdate("", 0, 0, 1, 0, 0, "Working", DateTime.UtcNow, "", ""));
}
[TestMethod]
public void OnExecutionUpdate_EmptyExecutionId_ThrowsArgumentException()
{
// Arrange
var adapter = new NT8OrderAdapter(new FakeBridge());
// Act / Assert
Assert.ThrowsException(
() => adapter.OnExecutionUpdate("", "O1", 100, 1, "Long", DateTime.UtcNow));
}
[TestMethod]
public void OnExecutionUpdate_EmptyOrderId_ThrowsArgumentException()
{
// Arrange
var adapter = new NT8OrderAdapter(new FakeBridge());
// Act / Assert
Assert.ThrowsException(
() => adapter.OnExecutionUpdate("E1", "", 100, 1, "Long", DateTime.UtcNow));
}
private static StrategyIntent CreateIntent()
{
return new StrategyIntent(
"ES",
OrderSide.Buy,
OrderType.Market,
null,
8,
16,
0.8,
"Order adapter integration test",
new Dictionary());
}
private static StrategyContext CreateContext()
{
return new StrategyContext(
"ES",
DateTime.UtcNow,
new Position("ES", 0, 0, 0, 0, DateTime.UtcNow),
new AccountInfo(100000, 100000, 0, 0, DateTime.UtcNow),
new MarketSession(DateTime.Today.AddHours(9.5), DateTime.Today.AddHours(16), true, "RTH"),
new Dictionary());
}
private static StrategyConfig CreateConfig()
{
return new StrategyConfig(
"Test",
"ES",
new Dictionary(),
new RiskConfig(1000, 500, 5, true),
new SizingConfig(SizingMethod.FixedContracts, 1, 10, 500, new Dictionary()));
}
///
/// Test risk manager implementation for adapter tests.
///
private class TestRiskManager : IRiskManager
{
private readonly bool _allow;
public TestRiskManager(bool allow)
{
_allow = allow;
}
public RiskDecision ValidateOrder(StrategyIntent intent, StrategyContext context, RiskConfig config)
{
return new RiskDecision(
_allow,
_allow ? null : "Rejected by test risk manager",
intent,
RiskLevel.Low,
new Dictionary());
}
public void OnFill(OrderFill fill)
{
}
public void OnPnLUpdate(double netPnL, double dayPnL)
{
}
public Task EmergencyFlatten(string reason)
{
return Task.FromResult(true);
}
public RiskStatus GetRiskStatus()
{
return new RiskStatus(true, 0, 1000, 0, 0, DateTime.UtcNow, new List());
}
}
///
/// Test position sizer implementation for adapter tests.
///
private class TestPositionSizer : IPositionSizer
{
private readonly int _contracts;
public TestPositionSizer(int contracts)
{
_contracts = contracts;
}
public SizingResult CalculateSize(StrategyIntent intent, StrategyContext context, SizingConfig config)
{
return new SizingResult(_contracts, 100, SizingMethod.FixedContracts, new Dictionary());
}
public SizingMetadata GetMetadata()
{
return new SizingMetadata("TestSizer", "Test sizer", new List());
}
}
}
}