Phase 0 completion: NT8 SDK core framework with risk management and position sizing
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Billy Valentine
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ai_agent_tasks.md
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ai_agent_tasks.md
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# AI Agent Task Breakdown for NT8 Integration
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## Phase 1A Tasks (Priority Order)
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### Task 1: Create Base NT8 Strategy Wrapper ⭐ CRITICAL
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**Objective**: Create foundation wrapper that all NT8 strategies will inherit from
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**Deliverables**:
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- `src/NT8.Adapters/Wrappers/BaseNT8StrategyWrapper.cs`
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- Inherits from NinjaTrader's `Strategy` class
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- Provides common SDK integration functionality
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- Handles data conversion and error handling
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**Requirements**:
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- MUST compile in NT8 NinjaScript Editor
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- MUST use C# 5.0 syntax only
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- MUST include proper NT8 attributes and lifecycle methods
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- MUST integrate with existing SDK Core components
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**Success Criteria**:
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- [ ] Compiles without errors in NT8
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- [ ] Base functionality works (can create derived strategies)
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- [ ] Proper error handling and logging
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- [ ] Follows established code patterns
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---
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### Task 2: Create NT8 Data Conversion Layer ⭐ CRITICAL
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**Objective**: Convert between NT8 data formats and SDK data models
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**Deliverables**:
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- `src/NT8.Adapters/NinjaTrader/NT8DataConverter.cs`
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- Methods to convert bars, account info, positions
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- Proper error handling for invalid data
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**Key Methods Needed**:
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```csharp
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public static BarData ConvertBar(/* NT8 bar data */)
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public static StrategyContext ConvertContext(/* NT8 context */)
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public static AccountInfo ConvertAccount(/* NT8 account */)
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public static Position ConvertPosition(/* NT8 position */)
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```
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**Success Criteria**:
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- [ ] All conversions preserve data integrity
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- [ ] Handles edge cases (null data, invalid values)
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- [ ] Performance acceptable (<1ms per conversion)
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- [ ] Comprehensive unit tests
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---
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### Task 3: Create Simple ORB NT8 Wrapper ⭐ HIGH
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**Objective**: Create working example of NT8 strategy using SDK
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**Deliverables**:
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- `src/NT8.Adapters/Wrappers/SimpleORBNT8Wrapper.cs`
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- Complete NT8 strategy that uses SDK Simple ORB strategy
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- User-friendly parameter UI
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- Integration with risk management and position sizing
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**Required Parameters (NT8 UI)**:
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- Stop Loss Ticks
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- Profit Target Ticks
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- ORB Period Minutes
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- Daily Loss Limit
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- Risk Per Trade
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- Position Sizing Method
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**Success Criteria**:
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- [ ] Shows up in NT8 strategy list
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- [ ] Parameters display correctly in NT8 UI
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- [ ] Strategy executes trades on simulation account
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- [ ] Risk controls work as expected
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- [ ] Position sizing calculates correctly
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---
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### Task 4: Create NT8 Order Execution Adapter ⭐ HIGH
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**Objective**: Handle order submission and management through NT8
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**Deliverables**:
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- `src/NT8.Adapters/NinjaTrader/NT8OrderAdapter.cs`
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- Convert SDK StrategyIntent to NT8 orders
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- Handle order status updates and fills
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- Integrate with NT8's order management
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**Key Functionality**:
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- Submit market/limit orders
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- Set stop loss and profit targets
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- Handle partial fills
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- Order cancellation
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- Position flattening
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**Success Criteria**:
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- [ ] Orders execute correctly in NT8
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- [ ] Stop loss and targets set properly
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- [ ] Order status updates flow back to SDK
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- [ ] Emergency flatten works
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- [ ] Proper error handling for rejected orders
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---
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### Task 5: Create NT8 Logging Adapter 🔶 MEDIUM
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**Objective**: Bridge SDK logging with NT8's output systems
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**Deliverables**:
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- `src/NT8.Adapters/NinjaTrader/NT8LoggingAdapter.cs`
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- Route SDK log messages to NT8 Output window
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- Maintain correlation IDs and structured logging
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- Performance optimized (non-blocking)
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**Success Criteria**:
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- [ ] SDK log messages appear in NT8 Output window
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- [ ] Log levels properly mapped
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- [ ] No performance impact on trading
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- [ ] Structured data preserved where possible
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---
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### Task 6: Create Deployment System 🔶 MEDIUM
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**Objective**: Streamline deployment of SDK components to NT8
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**Deliverables**:
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- `deployment/deploy-to-nt8.bat` script
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- `deployment/NT8/install-instructions.md`
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- Copy SDK DLLs to NT8 directories
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- Copy strategy wrappers to NT8 custom folder
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**Automation**:
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```bash
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# Copy DLLs
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copy src\NT8.Core\bin\Release\net48\*.dll "Documents\NinjaTrader 8\bin\Custom\"
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# Copy strategies
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copy src\NT8.Adapters\Wrappers\*.cs "Documents\NinjaTrader 8\bin\Custom\Strategies\"
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```
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**Success Criteria**:
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- [ ] One-click deployment to NT8
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- [ ] Proper file permissions and locations
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- [ ] Verification that deployment succeeded
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- [ ] Rollback capability
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---
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### Task 7: Create Integration Tests 🔶 MEDIUM
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**Objective**: Comprehensive testing of NT8 integration
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**Deliverables**:
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- `tests/NT8.Integration.Tests/NT8WrapperTests.cs`
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- Test data conversion accuracy
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- Test order execution flow
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- Test parameter mapping
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**Test Scenarios**:
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- Happy path: Strategy generates trade, executes successfully
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- Risk rejection: Trade rejected by risk management
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- Invalid data: Handle corrupt/missing NT8 data
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- Configuration: Parameter changes take effect
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**Success Criteria**:
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- [ ] All integration scenarios tested
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- [ ] Tests can run without full NT8 installation
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- [ ] Mock NT8 components for CI/CD
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- [ ] Performance benchmarks included
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## Implementation Guidelines for AI Agents
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### Before Starting Any Task:
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1. **Read Requirements**: Review `NT8_INTEGRATION_GUIDELINES.md`
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2. **Check Dependencies**: Ensure previous tasks are complete
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3. **Verify Build**: Run `.\verify-build.bat` to confirm baseline
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4. **Study NT8 Docs**: Understand NT8 APIs being used
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### During Implementation:
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1. **Follow Patterns**: Use existing SDK code patterns
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2. **Test Early**: Compile in NT8 frequently during development
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3. **Handle Errors**: Robust error handling for all NT8 interactions
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4. **Document Code**: Clear comments for NT8-specific code
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### Before Submitting:
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1. **Compile Check**: MUST compile in NT8 NinjaScript Editor
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2. **Unit Tests**: Add tests for all new functionality
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3. **Integration Test**: Test with actual NT8 if possible
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4. **Code Review**: Use `CODE_REVIEW_CHECKLIST.md`
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## Task Dependencies
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```
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Task 1 (Base Wrapper) → Must complete first
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↓
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Task 2 (Data Conversion) → Required for Task 3
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↓
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Task 3 (ORB Wrapper) ← Depends on Task 1 & 2
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↓
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Task 4 (Order Adapter) ← Can start after Task 2
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↓
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Task 5 (Logging) ← Independent, can start anytime
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↓
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Task 6 (Deployment) ← Needs Tasks 1-4 complete
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↓
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Task 7 (Integration Tests) ← Needs all other tasks
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```
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## Quality Gates for Each Task
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### Compilation Gate
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- [ ] Compiles in main SDK build (`.\verify-build.bat`)
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- [ ] Compiles in NT8 NinjaScript Editor (for wrapper classes)
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- [ ] Zero warnings in both environments
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### Functionality Gate
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- [ ] Core functionality works as designed
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- [ ] Error handling covers expected failure cases
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- [ ] Performance meets requirements
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- [ ] Integration with existing SDK components
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### Testing Gate
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- [ ] Unit tests for all new classes/methods
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- [ ] Integration tests for NT8 interaction
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- [ ] Manual testing on NT8 simulation account
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- [ ] Documentation updated
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### Code Quality Gate
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- [ ] Follows C# 5.0 syntax requirements
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- [ ] Matches established code patterns
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- [ ] Proper error handling and logging
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- [ ] Clear, maintainable code structure
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## Risk Mitigation
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### Technical Risks
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- **NT8 API Changes**: Test with multiple NT8 versions if possible
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- **Performance Issues**: Profile integration points early
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- **Memory Leaks**: Proper disposal of NT8 objects
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- **Threading Issues**: NT8 strategies run on UI thread
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### Integration Risks
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- **SDK Compatibility**: Ensure no breaking changes to Core
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- **Configuration Conflicts**: Handle parameter validation gracefully
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- **Order Execution**: Thorough testing of trade execution paths
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- **Error Propagation**: Ensure SDK errors surface properly in NT8
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This task breakdown provides clear, actionable work items for AI agents while maintaining the quality and compatibility standards established for the NT8 SDK project.
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