(For more info on NinjaScript, please see https://ninjatrader.com/support/helpGuides/nt8/en-us/ninjascript.htm)
NinjaTrader (https://ninjatrader.com/Build) is an excellent platform if you are looking to code algorithmic strategies for backtesting, or for trading that is not too latency-sensitive.
For algo developers, though, there aren't any off-the-shelf tools available that make it easy to follow Test Driven Development coding methodologies ( https://en.wikipedia.org/wiki/Test-driven_development ). To unit test NinjaScript (with say MSTest), knowledge of how to instantiate a Strategy or Indicator object is required. Unfortunately, this information is hidden in the NinjaTrader proprietary codebase.
This repository is an attempt to explore an approach to "unit testing" NinjaScript so that better quality NinjaScript code can be written (i.e. "better quality" here means better test coverage, easier to re-factor, easier to regression test, etc.).
The idea is to run the NinjaScript code under development regularly on a chart with having just one bar so that the OnBarUpdate method can be used to call and run "test code". Please see the attached code samples and ping me if it is not obvious what I am trying to do...
At present, the approach can handle the testing of certain code patterns, but not of others. For example, it cannot handle testing code that uses objects like indicators that may need to be mocked to ensure repeatable unit testing. Mocking of indicators would require knowledge of how to instantiate an indicator object, but this proprietary knowledge is not available to the public.
For example, see the methodWithIndicators method in the attached MyCustomStrategy.cs:
/// Returns true or false depending on a condition based on indicators
/// </summary>
/// <param name="fast"></param>
/// <param name="slow"></param>
/// <returns></returns>
private bool methodWithIndicators(SMA fast, SMA slow)
{
if (fast[0] - slow[0] > 2)
{
return true;
}
return false;
}
To test this method, it should be possible to overload the method with a specific SMA fast and SMA slow that ensure that the method should return true, and to test that it does so. And similarly, it should be possible also to overload with a specific SMA fast and SMA slow that ensure the method returns false, and to test that it does so.
For example, please see the two proposed, but commented-out, tests methodWithIndicatorsReturnsTrue() and methodWithIndicatorsReturnsFalse() in the file MyCustomSTrategyUnitTest.cs.
/// <summary>
/// Unit Test
/// </summary>
private void methodWithIndicatorsReturnsTrue()
{
// to test conditions where method returns true
// fastMock = something ...
// slowMock = something ...
// bool result = this.testIndyIndyBool(this.methodWithIndicarors, fastMock, slowMock);
// assertResult(result == true);
}
/// <summary>
/// Unit Test
/// </summary>
private void methodWithIndicatorsReturnsFalse()
{
// to test conditions where method returns false
// fastMock = something ...
// slowMock = something ...
// bool result = this.testIndyIndyBool(this.methodWithIndicarors, fastMock, slowMock);
// assertResult(result != true);
}
}
Under the Act-Arrange-Assert format typically seen in unit testing, objects like SMA fast and SMA slow would be constructed using mocking tools to ensure they exhibited whatever behaviour was required for the test. At present, I don't believe there is a means to do this with NinjaScript indicators. Therefore, it is not possible to set up reusable unit tests that can test (repeatably and reliably) all aspects of the code's intended behaviour.
Anyone have any ideas how to deal with this? All contributions welcome!
Thanks!
Ben
NB - please see also the following forum post: https://ninjatrader.com/support/forum/forum/ninjatrader-8/add-on-development/1035646-unit-testing