S2-B3/S3-05: PortfolioRiskManager, connection loss recovery, long-only lock

src/NT8.Adapters/Strategies/NT8StrategyBase.cs

@@ -53,6 +53,7 @@ namespace NinjaTrader.NinjaScript.Strategies
         private int _ordersSubmittedToday;
         private DateTime _lastBarTime;
         private bool _killSwitchTriggered;
+        private bool _connectionLost;
         private ExecutionCircuitBreaker _circuitBreaker;
         private System.IO.StreamWriter _fileLog;
         private readonly object _fileLock = new object();
@@ -194,6 +195,7 @@ namespace NinjaTrader.NinjaScript.Strategies
                 EnableLongTrades = true;
                 EnableShortTrades = true;
                 _killSwitchTriggered = false;
+                _connectionLost = false;
             }
             else if (State == State.DataLoaded)
             {
@@ -220,6 +222,7 @@ namespace NinjaTrader.NinjaScript.Strategies
             }
             else if (State == State.Terminated)
             {
+                PortfolioRiskManager.Instance.UnregisterStrategy(Name);
                 WriteSessionFooter();
             }
         }
@@ -261,6 +264,14 @@ namespace NinjaTrader.NinjaScript.Strategies
                 return;
             }
 
+            // Connection loss guard — do not submit new orders if broker is disconnected
+            if (_connectionLost)
+            {
+                if (EnableVerboseLogging)
+                    Print(string.Format("[NT8-SDK] Bar skipped — connection lost: {0}", Time[0]));
+                return;
+            }
+
             // Log first processable bar and every 100th bar.
             if (CurrentBar == BarsRequiredToTrade || CurrentBar % 100 == 0)
             {
@@ -357,9 +368,54 @@ namespace NinjaTrader.NinjaScript.Strategies
                 execution.Price,
                 execution.OrderId));
 
+            var fill = new NT8.Core.Common.Models.OrderFill(
+                orderId,
+                execution.Order != null ? execution.Order.Instrument.MasterInstrument.Name : string.Empty,
+                execution.Quantity,
+                execution.Price,
+                time,
+                0.0,
+                executionId);
+            PortfolioRiskManager.Instance.ReportFill(Name, fill);
+
             _executionAdapter.ProcessExecution(orderId, executionId, price, quantity, time);
         }
 
+        /// <summary>
+        /// Handles broker connection status changes. Halts new orders on disconnect,
+        /// logs reconnect, and resets the connection flag when restored.
+        /// </summary>
+        protected override void OnConnectionStatusUpdate(
+            Connection connection,
+            ConnectionStatus status,
+            DateTime time)
+        {
+            if (connection == null) return;
+
+            if (status == ConnectionStatus.Connected)
+            {
+                if (_connectionLost)
+                {
+                    _connectionLost = false;
+                    Print(string.Format("[NT8-SDK] Connection RESTORED at {0} — trading resumed.",
+                        time.ToString("HH:mm:ss")));
+                    FileLog(string.Format("CONNECTION RESTORED at {0}", time.ToString("HH:mm:ss")));
+                }
+            }
+            else if (status == ConnectionStatus.Disconnected ||
+                     status == ConnectionStatus.ConnectionLost)
+            {
+                if (!_connectionLost)
+                {
+                    _connectionLost = true;
+                    Print(string.Format("[NT8-SDK] Connection LOST at {0} — halting new orders. Status={1}",
+                        time.ToString("HH:mm:ss"),
+                        status));
+                    FileLog(string.Format("CONNECTION LOST at {0} Status={1}", time.ToString("HH:mm:ss"), status));
+                }
+            }
+        }
+
         private void InitFileLog()
         {
             if (!EnableFileLogging)
@@ -418,6 +474,7 @@ namespace NinjaTrader.NinjaScript.Strategies
                 RiskPerTrade));
             FileLog(string.Format("Sizing     : MinContracts={0} MaxContracts={1}", MinContracts, MaxContracts));
             FileLog(string.Format("VerboseLog : {0}  FileLog: {1}", EnableVerboseLogging, EnableFileLogging));
+            FileLog(string.Format("ConnectionLost : {0}", _connectionLost));
             FileLog("---");
         }
 
@@ -481,6 +538,8 @@ namespace NinjaTrader.NinjaScript.Strategies
 
             _sdkStrategy.Initialize(_strategyConfig, null, _logger);
             ConfigureStrategyParameters();
+            PortfolioRiskManager.Instance.RegisterStrategy(Name, _riskConfig);
+            Print(string.Format("[NT8-SDK] Registered with PortfolioRiskManager: {0}", PortfolioRiskManager.Instance.GetStatusSnapshot()));
 
             _ordersSubmittedToday = 0;
             _lastBarTime = DateTime.MinValue;
@@ -590,6 +649,16 @@ namespace NinjaTrader.NinjaScript.Strategies
 
         private void ProcessStrategyIntent(StrategyIntent intent, StrategyContext context)
         {
+            // Portfolio-level risk check — runs before per-strategy risk validation
+            var portfolioDecision = PortfolioRiskManager.Instance.ValidatePortfolioRisk(Name, intent);
+            if (!portfolioDecision.Allow)
+            {
+                Print(string.Format("[SDK] Portfolio blocked: {0}", portfolioDecision.RejectReason));
+                if (_logger != null)
+                    _logger.LogWarning("Portfolio risk blocked order: {0}", portfolioDecision.RejectReason);
+                return;
+            }
+
             // Direction filter — checked before risk to avoid unnecessary processing
             if (intent.Side == SdkOrderSide.Buy && !EnableLongTrades)
             {

src/NT8.Adapters/Strategies/SimpleORBNT8.cs

@@ -70,6 +70,7 @@ namespace NinjaTrader.NinjaScript.Strategies
                 Calculate = Calculate.OnBarClose;
                 BarsRequiredToTrade = 50;
                 EnableLongTrades = true;
+                // Long-only: short trades permanently disabled pending backtest confirmation
                 EnableShortTrades = false;
             }
             else if (State == State.Configure)