using System; using System.Collections.Generic; using Microsoft.VisualStudio.TestTools.UnitTesting; using NT8.Adapters.NinjaTrader; using NT8.Core.Common.Models; namespace NT8.Core.Tests.Adapters { /// /// Unit tests for NT8DataConverter. /// [TestClass] public class NT8DataConverterTests { [TestMethod] public void ConvertBar_WithValidESBar_ShouldCreateBarData() { var time = new DateTime(2026, 2, 17, 9, 30, 0, DateTimeKind.Utc); var result = NT8DataConverter.ConvertBar("ES", time, 4200.0, 4210.0, 4195.0, 4208.0, 10000, 5); Assert.AreEqual("ES", result.Symbol); Assert.AreEqual(time, result.Time); Assert.AreEqual(4200.0, result.Open); Assert.AreEqual(4210.0, result.High); Assert.AreEqual(4195.0, result.Low); Assert.AreEqual(4208.0, result.Close); Assert.AreEqual(10000L, result.Volume); Assert.AreEqual(TimeSpan.FromMinutes(5), result.BarSize); } [DataTestMethod] [DataRow(null)] [DataRow("")] [DataRow(" ")] public void ConvertBar_WithInvalidSymbol_ShouldThrowArgumentException(string symbol) { var ex = Assert.ThrowsException( delegate { NT8DataConverter.ConvertBar(symbol, DateTime.UtcNow, 1, 2, 0.5, 1.5, 10, 5); }); Assert.AreEqual("symbol", ex.Message); } [DataTestMethod] [DataRow(0)] [DataRow(-1)] [DataRow(-60)] public void ConvertBar_WithInvalidBarSize_ShouldThrowArgumentException(int barSize) { var ex = Assert.ThrowsException( delegate { NT8DataConverter.ConvertBar("ES", DateTime.UtcNow, 1, 2, 0.5, 1.5, 10, barSize); }); Assert.AreEqual("barSizeMinutes", ex.Message); } [TestMethod] public void ConvertBar_WithDifferentTimeframes_ShouldSetCorrectBarSize() { var sizes = new[] { 1, 5, 15, 30, 60, 240, 1440 }; for (var i = 0; i < sizes.Length; i++) { var value = sizes[i]; var result = NT8DataConverter.ConvertBar("ES", DateTime.UtcNow, 1, 2, 0.5, 1.5, 10, value); Assert.AreEqual(TimeSpan.FromMinutes(value), result.BarSize); } } [TestMethod] public void ConvertBar_WithHighLessThanLow_ShouldStillCreate() { var result = NT8DataConverter.ConvertBar("ES", DateTime.UtcNow, 100, 95, 105, 99, 1000, 5); Assert.AreEqual(95.0, result.High); Assert.AreEqual(105.0, result.Low); } [TestMethod] public void ConvertBar_WithZeroVolume_ShouldCreateBar() { var result = NT8DataConverter.ConvertBar("MES", DateTime.UtcNow, 5000, 5005, 4995, 5001, 0, 1); Assert.AreEqual(0L, result.Volume); } [TestMethod] public void ConvertBar_WithNegativePrices_ShouldHandleCorrectly() { var result = NT8DataConverter.ConvertBar("ZN", DateTime.UtcNow, -1.2, -0.9, -1.4, -1.0, 2500, 5); Assert.AreEqual(-1.2, result.Open); Assert.AreEqual(-0.9, result.High); Assert.AreEqual(-1.4, result.Low); Assert.AreEqual(-1.0, result.Close); } [TestMethod] public void ConvertBar_WithLargeVolume_ShouldHandleCorrectly() { var result = NT8DataConverter.ConvertBar("NQ", DateTime.UtcNow, 100, 110, 95, 108, 10000000, 5); Assert.AreEqual(10000000L, result.Volume); } [TestMethod] public void ConvertAccount_WithPositiveValues_ShouldCreateAccountInfo() { var now = DateTime.UtcNow; var result = NT8DataConverter.ConvertAccount(100000, 250000, 1250.50, 0.05, now); Assert.AreEqual(100000.0, result.Equity); Assert.AreEqual(250000.0, result.BuyingPower); Assert.AreEqual(1250.50, result.DailyPnL); Assert.AreEqual(0.05, result.MaxDrawdown); Assert.AreEqual(now, result.LastUpdate); } [TestMethod] public void ConvertAccount_WithNegativePnL_ShouldHandleCorrectly() { var result = NT8DataConverter.ConvertAccount(100000, 250000, -2500.75, 0.05, DateTime.UtcNow); Assert.AreEqual(-2500.75, result.DailyPnL); } [TestMethod] public void ConvertAccount_WithZeroValues_ShouldCreateAccount() { var result = NT8DataConverter.ConvertAccount(0, 0, 0, 0, DateTime.UtcNow); Assert.AreEqual(0.0, result.Equity); Assert.AreEqual(0.0, result.BuyingPower); Assert.AreEqual(0.0, result.DailyPnL); Assert.AreEqual(0.0, result.MaxDrawdown); } [TestMethod] public void ConvertAccount_WithLargeEquity_ShouldHandleCorrectly() { var result = NT8DataConverter.ConvertAccount(10000000, 25000000, 5000, 100000, DateTime.UtcNow); Assert.AreEqual(10000000.0, result.Equity); Assert.AreEqual(25000000.0, result.BuyingPower); } [TestMethod] public void ConvertPosition_WithLongPosition_ShouldCreatePosition() { var result = NT8DataConverter.ConvertPosition("ES", 2, 4200.50, 250, 500, DateTime.UtcNow); Assert.AreEqual("ES", result.Symbol); Assert.IsTrue(result.Quantity > 0); Assert.AreEqual(2, result.Quantity); } [TestMethod] public void ConvertPosition_WithShortPosition_ShouldHandleNegativeQuantity() { var result = NT8DataConverter.ConvertPosition("ES", -1, 4200.50, -150, 200, DateTime.UtcNow); Assert.IsTrue(result.Quantity < 0); Assert.AreEqual(-1, result.Quantity); } [TestMethod] public void ConvertPosition_WithFlatPosition_ShouldHandleZeroQuantity() { var result = NT8DataConverter.ConvertPosition("ES", 0, 0, 0, 0, DateTime.UtcNow); Assert.AreEqual(0, result.Quantity); Assert.AreEqual(0.0, result.AveragePrice); } [DataTestMethod] [DataRow(null)] [DataRow("")] [DataRow(" ")] public void ConvertPosition_WithInvalidSymbol_ShouldThrowArgumentException(string symbol) { var ex = Assert.ThrowsException( delegate { NT8DataConverter.ConvertPosition(symbol, 1, 1, 1, 1, DateTime.UtcNow); }); Assert.AreEqual("symbol", ex.Message); } [TestMethod] public void ConvertPosition_WithNegativeUnrealizedPnL_ShouldHandleCorrectly() { var result = NT8DataConverter.ConvertPosition("ES", 1, 4200.50, -350.25, 20, DateTime.UtcNow); Assert.AreEqual(-350.25, result.UnrealizedPnL); } [TestMethod] public void ConvertSession_WithRTHSession_ShouldCreateMarketSession() { var start = new DateTime(2026, 2, 17, 9, 30, 0, DateTimeKind.Utc); var end = new DateTime(2026, 2, 17, 16, 0, 0, DateTimeKind.Utc); var result = NT8DataConverter.ConvertSession(start, end, true, "RTH"); Assert.IsTrue(result.IsRth); Assert.AreEqual("RTH", result.SessionName); } [TestMethod] public void ConvertSession_WithETHSession_ShouldCreateMarketSession() { 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 result = NT8DataConverter.ConvertSession(start, end, false, "ETH"); Assert.IsFalse(result.IsRth); Assert.AreEqual(start, result.SessionStart); Assert.AreEqual(end, result.SessionEnd); } [DataTestMethod] [DataRow(null)] [DataRow("")] [DataRow(" ")] public void ConvertSession_WithInvalidName_ShouldThrowArgumentException(string name) { var ex = Assert.ThrowsException( delegate { NT8DataConverter.ConvertSession(DateTime.UtcNow, DateTime.UtcNow.AddHours(1), true, name); }); Assert.AreEqual("sessionName", ex.Message); } [TestMethod] public void ConvertSession_WithEndBeforeStart_ShouldThrowArgumentException() { var start = new DateTime(2026, 2, 17, 16, 0, 0, DateTimeKind.Utc); var end = new DateTime(2026, 2, 17, 9, 30, 0, DateTimeKind.Utc); var ex = Assert.ThrowsException( delegate { NT8DataConverter.ConvertSession(start, end, true, "RTH"); }); Assert.AreEqual("sessionEnd", ex.Message); } [TestMethod] public void ConvertContext_WithValidInputs_ShouldCreateStrategyContext() { var position = CreatePosition(); var account = CreateAccount(); var session = CreateSession(); var customData = new Dictionary(); customData.Add("a", 1); customData.Add("b", "value"); var result = NT8DataConverter.ConvertContext("ES", DateTime.UtcNow, position, account, session, customData); Assert.AreEqual("ES", result.Symbol); Assert.AreEqual(position, result.CurrentPosition); Assert.AreEqual(account, result.Account); Assert.AreEqual(session, result.Session); Assert.AreEqual(2, result.CustomData.Count); Assert.AreEqual(1, (int)result.CustomData["a"]); Assert.AreEqual("value", (string)result.CustomData["b"]); } [TestMethod] public void ConvertContext_WithNullCustomData_ShouldCreateEmptyDictionary() { var result = NT8DataConverter.ConvertContext("ES", DateTime.UtcNow, CreatePosition(), CreateAccount(), CreateSession(), null); Assert.IsNotNull(result.CustomData); Assert.AreEqual(0, result.CustomData.Count); } [DataTestMethod] [DataRow(null)] [DataRow("")] [DataRow(" ")] public void ConvertContext_WithInvalidSymbol_ShouldThrowArgumentException(string symbol) { var ex = Assert.ThrowsException( delegate { NT8DataConverter.ConvertContext(symbol, DateTime.UtcNow, CreatePosition(), CreateAccount(), CreateSession(), null); }); Assert.AreEqual("symbol", ex.Message); } [TestMethod] public void ConvertContext_WithNullPosition_ShouldThrowArgumentNullException() { var ex = Assert.ThrowsException( delegate { NT8DataConverter.ConvertContext("ES", DateTime.UtcNow, null, CreateAccount(), CreateSession(), null); }); Assert.AreEqual("currentPosition", ex.ParamName); } [TestMethod] public void ConvertContext_WithNullAccount_ShouldThrowArgumentNullException() { var ex = Assert.ThrowsException( delegate { NT8DataConverter.ConvertContext("ES", DateTime.UtcNow, CreatePosition(), null, CreateSession(), null); }); Assert.AreEqual("account", ex.ParamName); } [TestMethod] public void ConvertContext_WithNullSession_ShouldThrowArgumentNullException() { var ex = Assert.ThrowsException( delegate { NT8DataConverter.ConvertContext("ES", DateTime.UtcNow, CreatePosition(), CreateAccount(), null, null); }); Assert.AreEqual("session", ex.ParamName); } private static Position CreatePosition() { return new Position("ES", 1, 4200.0, 10.0, 5.0, DateTime.UtcNow); } private static AccountInfo CreateAccount() { return new AccountInfo(100000.0, 250000.0, 500.0, 2500.0, DateTime.UtcNow); } private static MarketSession CreateSession() { return new MarketSession(DateTime.UtcNow.Date.AddHours(9.5), DateTime.UtcNow.Date.AddHours(16), true, "RTH"); } } }