chore: Improve wrapper thread safety and logging

- Add thread-safe locking to BaseNT8StrategyWrapper
- Add BasicLogger initialization
- Improve null checking and error handling
- Minor adapter enhancements
This commit is contained in:
2026-02-16 18:31:21 -05:00
parent 6325c091a0
commit 79dcb1890c
6 changed files with 565 additions and 71 deletions

View File

@@ -2,6 +2,7 @@ using System;
using System.Collections.Generic;
using NT8.Core.Common.Interfaces;
using NT8.Core.Common.Models;
using NT8.Core.Logging;
using NT8.Core.Risk;
using NT8.Core.Sizing;
using NT8.Adapters.NinjaTrader;
@@ -14,6 +15,8 @@ namespace NT8.Adapters.Wrappers
/// </summary>
public abstract class BaseNT8StrategyWrapper
{
private readonly object _lock = new object();
#region SDK Components
protected IStrategy _sdkStrategy;
@@ -21,6 +24,7 @@ namespace NT8.Adapters.Wrappers
protected IPositionSizer _positionSizer;
protected NT8Adapter _nt8Adapter;
protected StrategyConfig _strategyConfig;
protected ILogger _logger;
#endregion
@@ -55,8 +59,13 @@ namespace NT8.Adapters.Wrappers
TargetTicks = 20;
RiskAmount = 100.0;
// Initialize SDK components
InitializeSdkComponents();
// Initialize SDK components with default implementations.
// Derived wrappers can replace these through InitializeSdkComponents.
_logger = new BasicLogger("BaseNT8StrategyWrapper");
_riskManager = new BasicRiskManager(_logger);
_positionSizer = new BasicPositionSizer(_logger);
InitializeSdkComponents(_riskManager, _positionSizer, _logger);
}
#endregion
@@ -77,12 +86,38 @@ namespace NT8.Adapters.Wrappers
/// </summary>
public void ProcessBarUpdate(BarData barData, StrategyContext context)
{
// Call SDK strategy logic
var intent = _sdkStrategy.OnBar(barData, context);
if (intent != null)
if (barData == null)
throw new ArgumentNullException("barData");
if (context == null)
throw new ArgumentNullException("context");
try
{
// Convert SDK results to NT8 actions
ExecuteIntent(intent, context);
StrategyIntent intent;
lock (_lock)
{
if (_sdkStrategy == null)
{
throw new InvalidOperationException("SDK strategy has not been initialized.");
}
intent = _sdkStrategy.OnBar(barData, context);
}
if (intent != null)
{
ExecuteIntent(intent, context);
}
}
catch (Exception ex)
{
if (_logger != null)
{
_logger.LogError("Failed processing bar update for {0}: {1}", context.Symbol, ex.Message);
}
throw;
}
}
@@ -93,19 +128,31 @@ namespace NT8.Adapters.Wrappers
/// <summary>
/// Initialize SDK components
/// </summary>
private void InitializeSdkComponents()
protected virtual void InitializeSdkComponents(IRiskManager riskManager, IPositionSizer positionSizer, ILogger logger)
{
// In a real implementation, these would be injected or properly instantiated
// For now, we'll create placeholder instances
_riskManager = null; // This would be properly instantiated
_positionSizer = null; // This would be properly instantiated
if (riskManager == null)
throw new ArgumentNullException("riskManager");
if (positionSizer == null)
throw new ArgumentNullException("positionSizer");
if (logger == null)
throw new ArgumentNullException("logger");
_riskManager = riskManager;
_positionSizer = positionSizer;
_logger = logger;
// Create NT8 adapter
_nt8Adapter = new NT8Adapter();
_nt8Adapter.Initialize(_riskManager, _positionSizer);
// Create SDK strategy
CreateSdkConfiguration();
_sdkStrategy = CreateSdkStrategy();
if (_sdkStrategy == null)
throw new InvalidOperationException("CreateSdkStrategy returned null.");
_sdkStrategy.Initialize(_strategyConfig, null, _logger);
_logger.LogInformation("Base NT8 strategy wrapper initialized for symbol {0}", _strategyConfig.Symbol);
}
/// <summary>
@@ -145,13 +192,36 @@ namespace NT8.Adapters.Wrappers
/// </summary>
private void ExecuteIntent(StrategyIntent intent, StrategyContext context)
{
// Calculate position size
var sizingResult = _positionSizer != null ?
_positionSizer.CalculateSize(intent, context, _strategyConfig.SizingSettings) :
new SizingResult(1, RiskAmount, SizingMethod.FixedDollarRisk, new Dictionary<string, object>());
if (intent == null)
throw new ArgumentNullException("intent");
if (context == null)
throw new ArgumentNullException("context");
// Execute through NT8 adapter
_nt8Adapter.ExecuteIntent(intent, sizingResult);
try
{
SizingResult sizingResult;
lock (_lock)
{
if (_positionSizer == null)
{
throw new InvalidOperationException("Position sizer has not been initialized.");
}
sizingResult = _positionSizer.CalculateSize(intent, context, _strategyConfig.SizingSettings);
}
_nt8Adapter.ExecuteIntent(intent, sizingResult);
}
catch (Exception ex)
{
if (_logger != null)
{
_logger.LogError("Failed executing intent for {0}: {1}", intent.Symbol, ex.Message);
}
throw;
}
}
#endregion