FEATURE REQUEST - Automated unit testing

[Shansen]

NT Team,

Please develop automated unit testing in NT8. Where tests could operate under:
- Calculation.OnBarClose, and Calculation.OnEachTick, and
- State.Realtime and State.Historical.

In the words of reach4thelasers "Unit tests are crucial for an application of this nature: it is financial in nature and contains a ton of math" (Making NinjaScript Development Unit Testable).

For the benefit of forum members (MSDN - Unit test basics) or (Mark's Devblog - The fundamentals of unit testing) :

The AAA (Arrange, Act, Assert) pattern is a common way of writing unit tests for a method under test.
- The Arrange section of a unit test method initializes objects and sets the value of the data that is passed to the method under test.
- The Act section invokes the method under test with the arranged parameters.
- The Assert section verifies that the action of the method under test behaves as expected.

Noting the team at NT are the experts, I believe automated unit testing would require the ability to :
- mock price ticks, where mock ticks behave the same as real tick events (i.e. they cumulate into bars with properties like FirstTickOfBar and FirstBarOfSession),
- record (or create) a mock tick series (e.g. ^SP500 1 October - 31 October 2017),
- insert (or reference) a mock tick series in the Arrange section of a unit test, and
- raise events (i.e. tick events) based on the mock tick series.

What ever the implementation, please develop automated unit testing in NT8.

Thanks
Shannon

[NinjaTrader_PatrickH]

Hello Shansen,

Thank you for your post.

I will send your request to our development team.

[NinjaTrader_PatrickH]

Hello Shansen,

The internal tracking number for your feature request is SFT-2793. Please reference this internal tracking number if you ever have questions regarding this feature request.

[NinjaTrader_Brett]

Shansen,

We do the same internally at NinjaTrader but do not have any 'official' automated test suite developed. What we do is just use the Tools > Historical Data -> Import tool to import a consistent set of 'fake' ticks which we've built to test something using excel. We import that in to a test symbol then simple run the NinjaScript on this consistent test data and test symbol. You could build a strategy that does the same and you can enable and disable it when you want to do TDD.

I don't see us adding test driven development tools in the near future which is why I wanted to make sure to FYI you on the technique we use internally which could be applied now.

-Brett

[Shansen]

Brett & PatrickH,

Thank you for your patience and ideas towards a workable approach (including PatrickH's post).
Pressing further, a post demonstrating the end to the end process would be invaluable, perhaps in the Reference Samples or Tips section.

Again, thanks
Shannon