Pre-cleanup baseline snapshot

.kilocode/rules/project_context.md

@@ -1,7 +1,74 @@
-# Project Context — NT8 SDK (Production Hardening Phase)
+# Project Context — NT8 SDK (Sprint 2: SIM Validation)
+**Last Updated:** 2026-03-27
 
-You are working on the **NT8 SDK** — an institutional-grade algorithmic trading framework for NinjaTrader 8.
-This is production trading software. Bugs cause real financial losses.
+You are working on the **NT8 SDK** — an institutional-grade algorithmic futures trading system for NinjaTrader 8.
+This is **production trading software**. Bugs cause real financial losses. Never take shortcuts.
+
+---
+
+## Critical Rules for Kilocode
+
+1. **Only modify files listed in the task spec.** Never touch adjacent code.
+2. **C# 5.0 only.** No `$""`, no `?.`, no `=>` bodies, no `nameof()`, no async/await.
+3. **Never remove XML documentation or comments.**
+4. **Never change interface signatures** — IStrategy, IRiskManager, IPositionSizer, INT8ExecutionBridge are frozen.
+5. **Always build before deploying:** `dotnet build NT8-SDK.sln --configuration Release`
+6. **Always deploy to BOTH paths** after every code change:
+   - Repo: `C:\dev\nt8-sdk\src\NT8.Adapters\Strategies\`
+   - NT8: `C:\Users\billy\Documents\NinjaTrader 8\bin\Custom\Strategies\`
+7. **Never guess NT8 API signatures.** Verify at `https://developer.ninjatrader.com/docs/desktop`.
+
+---
+
+## Current State (2026-03-27)
+
+**What works end-to-end:**
+- SimpleORBStrategy with 10-factor confluence scoring
+- NT8StrategyBase with session management, kill switch, connection recovery
+- Dual-leg scaler + runner architecture (EntriesPerDirection=2 restored)
+- PortfolioRiskManager singleton (kill switch, daily loss, contract cap)
+- File logging (session log + settings export)
+- Historical replay guard (_realtimeBarSeen)
+- Execution confirmed in SIM on 2026-03-27
+
+**Pending validation:**
+- Runner leg dual-fill (Qty=2) — run backtest to confirm
+- Breakeven + trail in live multi-bar scenario
+
+---
+
+## Architecture
+
+```
+SimpleORBNT8.cs          NT8 entry point
+      ↓
+NT8StrategyBase.cs       Abstract base: bar routing, kill switch, breakeven, runner trail
+      ↓
+SimpleORBStrategy.cs     Signal: ORB detection, 10-factor confluence, _tradeTaken lock
+      ↓
+NT8OrderAdapter.cs       INT8ExecutionBridge: EnterLong/EnterShort/SetStopLoss
+      ↓
+PortfolioRiskManager.cs  Singleton: cross-strategy risk
+      ↓
+NinjaTrader 8
+```
+
+## Key Files
+
+| File | Path |
+|---|---|
+| NT8StrategyBase.cs | `src\NT8.Adapters\Strategies\` |
+| SimpleORBNT8.cs | `src\NT8.Adapters\Strategies\` |
+| SimpleORBStrategy.cs | `src\NT8.Strategies\Examples\` |
+| NT8OrderAdapter.cs | `src\NT8.Adapters\NinjaTrader\` |
+| PortfolioRiskManager.cs | `src\NT8.Core\Risk\` |
+| deploy-to-nt8.bat | `deployment\` |
+
+## Active Sprint Tasks
+
+See `SPRINT_BOARD.md` (at `docs\architecture\phase1_sprint_plan.md`) for full task list.
+
+Immediate next action: Run Strategy Analyzer backtest (NQ JUN26, Jan 1 2026 → Mar 27 2026) and confirm `PNL_UPDATE Position=Short Qty=2` in session log to validate runner leg.
 
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