using System; using System.Collections.Generic; using Microsoft.VisualStudio.TestTools.UnitTesting; using NT8.Core.Analytics; using NT8.Core.Common.Models; using NT8.Core.Intelligence; using NT8.Core.Logging; namespace NT8.Core.Tests.Analytics { [TestClass] public class TradeRecorderTests { private TradeRecorder _target; [TestInitialize] public void TestInitialize() { _target = new TradeRecorder(new BasicLogger("TradeRecorderTests")); } [TestMethod] public void RecordEntry_StoresTrade() { _target.RecordEntry("T1", Intent(), Fill(1, 100), Score(), RiskMode.PCP); Assert.IsNotNull(_target.GetTrade("T1")); } [TestMethod] public void RecordExit_SetsExitFields() { _target.RecordEntry("T2", Intent(), Fill(1, 100), Score(), RiskMode.PCP); _target.RecordExit("T2", Fill(1, 104)); Assert.IsTrue(_target.GetTrade("T2").ExitPrice.HasValue); } [TestMethod] public void RecordPartialFill_DoesNotThrow() { _target.RecordPartialFill("T3", Fill(1, 100)); Assert.IsTrue(true); } [TestMethod] public void GetTradesByGrade_Filters() { _target.RecordEntry("T4", Intent(), Fill(1, 100), Score(TradeGrade.A), RiskMode.PCP); Assert.AreEqual(1, _target.GetTradesByGrade(TradeGrade.A).Count); } [TestMethod] public void GetTradesByStrategy_Filters() { var i = Intent(); i.Metadata.Add("strategy_name", "S1"); _target.RecordEntry("T5", i, Fill(1, 100), Score(), RiskMode.PCP); Assert.AreEqual(1, _target.GetTradesByStrategy("S1").Count); } [TestMethod] public void GetTrades_ByDateRange_Filters() { _target.RecordEntry("T6", Intent(), Fill(1, 100), Score(), RiskMode.PCP); var list = _target.GetTrades(DateTime.UtcNow.AddMinutes(-1), DateTime.UtcNow.AddMinutes(1)); Assert.IsTrue(list.Count >= 1); } [TestMethod] public void ExportToCsv_HasHeader() { _target.RecordEntry("T7", Intent(), Fill(1, 100), Score(), RiskMode.PCP); var csv = _target.ExportToCsv(); StringAssert.Contains(csv, "TradeId,Symbol"); } [TestMethod] public void ExportToJson_HasArray() { _target.RecordEntry("T8", Intent(), Fill(1, 100), Score(), RiskMode.PCP); var json = _target.ExportToJson(); StringAssert.StartsWith(json, "["); } [TestMethod] public void GetTrade_Unknown_ReturnsNull() { Assert.IsNull(_target.GetTrade("NONE")); } [TestMethod] public void RecordExit_Unknown_Throws() { Assert.ThrowsException(() => _target.RecordExit("X", Fill(1, 100))); } [TestMethod] public void RecordEntry_NullIntent_Throws() { Assert.ThrowsException(() => _target.RecordEntry("T9", null, Fill(1, 100), Score(), RiskMode.PCP)); } [TestMethod] public void RecordEntry_NullFill_Throws() { Assert.ThrowsException(() => _target.RecordEntry("T10", Intent(), null, Score(), RiskMode.PCP)); } [TestMethod] public void RecordEntry_NullScore_Throws() { Assert.ThrowsException(() => _target.RecordEntry("T11", Intent(), Fill(1, 100), null, RiskMode.PCP)); } [TestMethod] public void GetTradesByStrategy_Empty_Throws() { Assert.ThrowsException(() => _target.GetTradesByStrategy("")); } [TestMethod] public void RecordExit_ComputesPnL() { _target.RecordEntry("T12", Intent(), Fill(1, 100), Score(), RiskMode.PCP); _target.RecordExit("T12", Fill(1, 110)); Assert.IsTrue(_target.GetTrade("T12").RealizedPnL > 0); } private static StrategyIntent Intent() { return new StrategyIntent("ES", OrderSide.Buy, OrderType.Market, null, 8, 16, 0.8, "test", new Dictionary()); } private static ConfluenceScore Score(TradeGrade grade = TradeGrade.B) { return new ConfluenceScore(0.7, 0.7, grade, new List(), DateTime.UtcNow, new Dictionary()); } private static OrderFill Fill(int qty, double price) { return new OrderFill("O1", "ES", qty, price, DateTime.UtcNow, 1.0, Guid.NewGuid().ToString()); } } }