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Pre-cleanup baseline snapshot
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This commit is contained in:
Mo Hussain
2026-04-05 16:50:18 -04:00
parent d856f3949d
commit 9a28a49292
12 changed files with 695 additions and 30 deletions
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39
src/NT8.Strategies/Examples/SimpleORBStrategy.cs
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@@ -203,7 +203,15 @@ namespace NT8.Strategies.Examples
}
if (_tradeTaken)
{
if (_logger != null)
_logger.LogDebug(
"SimpleORBStrategy skip: trade already taken for session {0:yyyy-MM-dd}; bar={1:yyyy-MM-dd HH:mm}; symbol={2}",
_currentSessionDate,
bar.Time,
context.Symbol);
return null;
}
var openingRange = _openingRangeHigh - _openingRangeLow;
var volatilityBuffer = openingRange * (_stdDevMultiplier - 1.0);
@@ -286,6 +294,15 @@ namespace NT8.Strategies.Examples
_tradeTaken = true;
if (_logger != null)
_logger.LogDebug(
"SimpleORBStrategy flag set: tradeTaken={0} session={1:yyyy-MM-dd}; bar={2:yyyy-MM-dd HH:mm}; side={3}; symbol={4}",
_tradeTaken,
_currentSessionDate,
bar.Time,
candidate.Side,
candidate.Symbol);
if (_logger != null && score.Factors != null)
{
System.Text.StringBuilder sb = new System.Text.StringBuilder();
@@ -347,7 +364,27 @@ namespace NT8.Strategies.Examples
/// <param name="parameters">Parameter map.</param>
public void SetParameters(Dictionary<string, object> parameters)
{
// Constructor-bound parameters intentionally remain immutable for deterministic behavior.
if (parameters == null)
return;
// force_session_reset: clear _tradeTaken and ORB state so a fresh live session
// can trade even if historical replay set _tradeTaken before going realtime.
if (parameters.ContainsKey("force_session_reset"))
{
var val = parameters["force_session_reset"];
if (val is bool && (bool)val)
{
lock (_lock)
{
_tradeTaken = false;
_openingRangeReady = false;
_openingRangeHigh = Double.MinValue;
_openingRangeLow = Double.MaxValue;
if (_logger != null)
_logger.LogInformation("ForceSessionReset: _tradeTaken cleared, ORB state reset for live session");
}
}
}
}
private void EnsureInitialized()