Phase 0 completion: NT8 SDK core framework with risk management and position sizing

src/NT8.Core/Common/Models/StrategyContext.cs

@@ -0,0 +1,204 @@
+using System;
+using System.Collections.Generic;
+
+namespace NT8.Core.Common.Models
+{
+    /// <summary>
+    /// Strategy context - provides market and account information to strategies
+    /// </summary>
+    public class StrategyContext
+    {
+        /// <summary>
+        /// Trading symbol
+        /// </summary>
+        public string Symbol { get; set; }
+
+        /// <summary>
+        /// Current timestamp
+        /// </summary>
+        public DateTime CurrentTime { get; set; }
+
+        /// <summary>
+        /// Current position information
+        /// </summary>
+        public Position CurrentPosition { get; set; }
+
+        /// <summary>
+        /// Account information
+        /// </summary>
+        public AccountInfo Account { get; set; }
+
+        /// <summary>
+        /// Market session information
+        /// </summary>
+        public MarketSession Session { get; set; }
+
+        /// <summary>
+        /// Additional custom data
+        /// </summary>
+        public Dictionary<string, object> CustomData { get; set; }
+
+        /// <summary>
+        /// Constructor for StrategyContext
+        /// </summary>
+        public StrategyContext(
+            string symbol,
+            DateTime currentTime,
+            Position currentPosition,
+            AccountInfo account,
+            MarketSession session,
+            Dictionary<string, object> customData)
+        {
+            Symbol = symbol;
+            CurrentTime = currentTime;
+            CurrentPosition = currentPosition;
+            Account = account;
+            Session = session;
+            CustomData = customData ?? new Dictionary<string, object>();
+        }
+    }
+
+    /// <summary>
+    /// Position information
+    /// </summary>
+    public class Position
+    {
+        /// <summary>
+        /// Position symbol
+        /// </summary>
+        public string Symbol { get; set; }
+
+        /// <summary>
+        /// Position quantity
+        /// </summary>
+        public int Quantity { get; set; }
+
+        /// <summary>
+        /// Average entry price
+        /// </summary>
+        public double AveragePrice { get; set; }
+
+        /// <summary>
+        /// Unrealized profit/loss
+        /// </summary>
+        public double UnrealizedPnL { get; set; }
+
+        /// <summary>
+        /// Realized profit/loss
+        /// </summary>
+        public double RealizedPnL { get; set; }
+
+        /// <summary>
+        /// Last update timestamp
+        /// </summary>
+        public DateTime LastUpdate { get; set; }
+
+        /// <summary>
+        /// Constructor for Position
+        /// </summary>
+        public Position(
+            string symbol,
+            int quantity,
+            double averagePrice,
+            double unrealizedPnL,
+            double realizedPnL,
+            DateTime lastUpdate)
+        {
+            Symbol = symbol;
+            Quantity = quantity;
+            AveragePrice = averagePrice;
+            UnrealizedPnL = unrealizedPnL;
+            RealizedPnL = realizedPnL;
+            LastUpdate = lastUpdate;
+        }
+    }
+
+    /// <summary>
+    /// Account information
+    /// </summary>
+    public class AccountInfo
+    {
+        /// <summary>
+        /// Current account equity
+        /// </summary>
+        public double Equity { get; set; }
+
+        /// <summary>
+        /// Available buying power
+        /// </summary>
+        public double BuyingPower { get; set; }
+
+        /// <summary>
+        /// Today's profit/loss
+        /// </summary>
+        public double DailyPnL { get; set; }
+
+        /// <summary>
+        /// Maximum drawdown
+        /// </summary>
+        public double MaxDrawdown { get; set; }
+
+        /// <summary>
+        /// Last update timestamp
+        /// </summary>
+        public DateTime LastUpdate { get; set; }
+
+        /// <summary>
+        /// Constructor for AccountInfo
+        /// </summary>
+        public AccountInfo(
+            double equity,
+            double buyingPower,
+            double dailyPnL,
+            double maxDrawdown,
+            DateTime lastUpdate)
+        {
+            Equity = equity;
+            BuyingPower = buyingPower;
+            DailyPnL = dailyPnL;
+            MaxDrawdown = maxDrawdown;
+            LastUpdate = lastUpdate;
+        }
+    }
+
+    /// <summary>
+    /// Market session information
+    /// </summary>
+    public class MarketSession
+    {
+        /// <summary>
+        /// Session start time
+        /// </summary>
+        public DateTime SessionStart { get; set; }
+
+        /// <summary>
+        /// Session end time
+        /// </summary>
+        public DateTime SessionEnd { get; set; }
+
+        /// <summary>
+        /// Regular Trading Hours
+        /// </summary>
+        public bool IsRth { get; set; }
+
+        /// <summary>
+        /// Session name
+        /// </summary>
+        public string SessionName { get; set; }
+
+        /// <summary>
+        /// Constructor for MarketSession
+        /// </summary>
+        public MarketSession(
+            DateTime sessionStart,
+            DateTime sessionEnd,
+            bool isRth,
+            string sessionName)
+        {
+            SessionStart = sessionStart;
+            SessionEnd = sessionEnd;
+            IsRth = isRth;
+            SessionName = sessionName;
+        }
+    }
+}