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

2025-09-09 17:06:37 -04:00
parent 97e5050d3e
commit 92f3732b3d
109 changed files with 38593 additions and 380 deletions
--- a/tests/NT8.Core.Tests/TestDataBuilder.cs
+++ b/tests/NT8.Core.Tests/TestDataBuilder.cs
@@ -0,0 +1,49 @@
+using NT8.Core.Common.Models;
+using System;
+using System.Collections.Generic;
+
+namespace NT8.Core.Tests
+{
+    public static class TestDataBuilder
+    {
+        public static StrategyIntent CreateValidIntent(
+            string symbol = "ES",
+            int stopTicks = 8,
+            OrderSide side = OrderSide.Buy)
+        {
+            return new StrategyIntent(
+                symbol: symbol,
+                side: side,
+                entryType: OrderType.Market,
+                limitPrice: null,
+                stopTicks: stopTicks,
+                targetTicks: 16,
+                confidence: 0.8,
+                reason: "Test intent",
+                metadata: new Dictionary<string, object>()
+            );
+        }
+
+        public static StrategyContext CreateTestContext(string symbol = "ES")
+        {
+            return new StrategyContext(
+                symbol: symbol,
+                currentTime: DateTime.UtcNow,
+                currentPosition: new Position(symbol, 0, 0, 0, 0, DateTime.UtcNow),
+                account: new AccountInfo(50000, 50000, 0, 0, DateTime.UtcNow),
+                session: new MarketSession(DateTime.Today.AddHours(9.5), DateTime.Today.AddHours(16), true, "RTH"),
+                customData: new Dictionary<string, object>()
+            );
+        }
+
+        public static RiskConfig CreateTestRiskConfig()
+        {
+            return new RiskConfig(
+                dailyLossLimit: 1000,
+                maxTradeRisk: 500,
+                maxOpenPositions: 5,
+                emergencyFlattenEnabled: true
+            );
+        }
+    }
+}