Production hardening: kill switch, circuit breaker, trailing stops, log level, holiday calendar

2026-02-24 15:00:41 -05:00
parent 0e36fe5d23
commit a87152effb
50 changed files with 12849 additions and 752 deletions
--- a/DROPDOWN_FIX_SPECIFICATION.md
+++ b/DROPDOWN_FIX_SPECIFICATION.md
@@ -0,0 +1,152 @@
+# NT8 Strategy Dropdown Fix Specification
+
+**For:** Kilocode AI Agent  
+**Priority:** URGENT  
+**Mode:** Code Mode  
+**Estimated Time:** 20-30 minutes  
+**Files to Edit:** 1 file (SimpleORBNT8.cs)  
+
+---
+
+## 🎯 Objective
+
+Fix SimpleORBNT8 not appearing in NT8 strategy dropdown. The strategy compiles
+but causes a runtime error when NT8 tries to load it for the dropdown list.
+
+---
+
+## 🔍 Root Cause
+
+`ConfigureStrategyParameters()` is called during `State.DataLoaded` and accesses
+`Instrument.MasterInstrument.PointValue` and `Instrument.MasterInstrument.TickSize`.
+
+These properties are only safely available when the strategy is applied to a chart
+with a known instrument. When NT8 loads the strategy list for the dropdown,
+`Instrument` is null, causing a NullReferenceException that removes the strategy
+from the available list silently.
+
+Per NT8 forum: "If there is an error in OnStateChange() when you go to
+New > Strategy, the OnStateChange() is called and a run-time type error
+can occur which removes the strategy from the available list as a preventative measure."
+
+---
+
+## 🔧 Fix: SimpleORBNT8.cs - Guard Instrument access
+
+### File
+`src/NT8.Adapters/Strategies/SimpleORBNT8.cs`
+
+### Change: Add null guard in ConfigureStrategyParameters()
+
+**Find:**
+```csharp
+        protected override void ConfigureStrategyParameters()
+        {
+            _strategyConfig.RiskSettings.DailyLossLimit = DailyLossLimit;
+            _strategyConfig.RiskSettings.MaxTradeRisk = MaxTradeRisk;
+            _strategyConfig.RiskSettings.MaxOpenPositions = MaxOpenPositions;
+
+            var pointValue = Instrument.MasterInstrument.PointValue;
+            var tickSize = Instrument.MasterInstrument.TickSize;
+            var dollarRisk = StopTicks * tickSize * pointValue;
+
+            if (dollarRisk > _strategyConfig.RiskSettings.MaxTradeRisk)
+                _strategyConfig.RiskSettings.MaxTradeRisk = dollarRisk;
+
+            _strategyConfig.SizingSettings.RiskPerTrade = RiskPerTrade;
+            _strategyConfig.SizingSettings.MinContracts = MinContracts;
+            _strategyConfig.SizingSettings.MaxContracts = MaxContracts;
+
+            _strategyConfig.Parameters["StopTicks"] = StopTicks;
+            _strategyConfig.Parameters["TargetTicks"] = TargetTicks;
+            _strategyConfig.Parameters["OpeningRangeMinutes"] = OpeningRangeMinutes;
+
+            if (_logger != null)
+            {
+                _logger.LogInformation(
+                    "Simple ORB configured: OR={0}min, Stop={1}ticks, Target={2}ticks",
+                    OpeningRangeMinutes,
+                    StopTicks,
+                    TargetTicks);
+            }
+        }
+```
+
+**Replace with:**
+```csharp
+        protected override void ConfigureStrategyParameters()
+        {
+            _strategyConfig.RiskSettings.DailyLossLimit = DailyLossLimit;
+            _strategyConfig.RiskSettings.MaxTradeRisk = MaxTradeRisk;
+            _strategyConfig.RiskSettings.MaxOpenPositions = MaxOpenPositions;
+
+            // Guard: Instrument may be null during strategy list loading
+            if (Instrument != null && Instrument.MasterInstrument != null)
+            {
+                var pointValue = Instrument.MasterInstrument.PointValue;
+                var tickSize = Instrument.MasterInstrument.TickSize;
+                var dollarRisk = StopTicks * tickSize * pointValue;
+
+                if (dollarRisk > _strategyConfig.RiskSettings.MaxTradeRisk)
+                    _strategyConfig.RiskSettings.MaxTradeRisk = dollarRisk;
+            }
+
+            _strategyConfig.SizingSettings.RiskPerTrade = RiskPerTrade;
+            _strategyConfig.SizingSettings.MinContracts = MinContracts;
+            _strategyConfig.SizingSettings.MaxContracts = MaxContracts;
+
+            _strategyConfig.Parameters["StopTicks"] = StopTicks;
+            _strategyConfig.Parameters["TargetTicks"] = TargetTicks;
+            _strategyConfig.Parameters["OpeningRangeMinutes"] = OpeningRangeMinutes;
+
+            if (_logger != null)
+            {
+                _logger.LogInformation(
+                    "Simple ORB configured: OR={0}min, Stop={1}ticks, Target={2}ticks",
+                    OpeningRangeMinutes,
+                    StopTicks,
+                    TargetTicks);
+            }
+        }
+```
+
+---
+
+## ✅ Verification
+
+```bash
+# Build must succeed
+dotnet build src\NT8.Adapters\NT8.Adapters.csproj --configuration Release
+
+# All tests must still pass
+dotnet test NT8-SDK.sln --configuration Release --no-build
+```
+
+**After deploy and recompile in NT8:**
+- [ ] Zero compile errors
+- [ ] "Simple ORB NT8" appears in strategy dropdown
+- [ ] "Minimal Test" appears in strategy dropdown
+
+---
+
+## 🚨 Constraints
+
+- Surgical edit ONLY - one method, add null guard
+- C# 5.0 syntax - no modern features
+- Do NOT change any other logic
+- All 319 tests must still pass
+
+---
+
+## 📋 Git Commit
+
+```bash
+git add src/NT8.Adapters/Strategies/SimpleORBNT8.cs
+git commit -m "fix: Guard Instrument null access in ConfigureStrategyParameters
+
+Instrument.MasterInstrument is null when NT8 loads strategy list
+for dropdown. Added null guard to prevent runtime exception that
+silently removes strategy from available list."
+```
+
+**READY FOR KILOCODE - CODE MODE** ✅