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/STRATEGY_DROPDOWN_COMPLETE_FIX.md
+++ b/STRATEGY_DROPDOWN_COMPLETE_FIX.md
@@ -0,0 +1,150 @@
+# NT8 Strategy Dropdown Complete Fix
+
+**For:** Kilocode AI Agent  
+**Priority:** URGENT  
+**Mode:** Code Mode  
+**Estimated Time:** 15-20 minutes  
+**Files to Edit:** 2 files  
+
+---
+
+## 🎯 Objective
+
+Fix two issues preventing SimpleORBNT8 from appearing in NT8 strategy dropdown:
+1. NT8StrategyBase (abstract) incorrectly appears in dropdown
+2. SimpleORBNT8 has runtime error preventing it from loading
+
+---
+
+## 🔧 Fix 1: NT8StrategyBase.cs - Remove Name from abstract class
+
+### File
+`src/NT8.Adapters/Strategies/NT8StrategyBase.cs`
+
+### Problem
+Abstract base class sets `Name = "NT8 SDK Strategy Base"` which makes it
+appear in the strategy dropdown. Abstract strategies should NOT have a Name.
+
+### Change: Remove or comment out Name assignment
+
+**Find (around line 97):**
+```csharp
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = "SDK-integrated strategy base";
+                Name = "NT8 SDK Strategy Base";
+                Calculate = Calculate.OnBarClose;
+```
+
+**Replace with:**
+```csharp
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = "SDK-integrated strategy base";
+                // Name intentionally not set - this is an abstract base class
+                Calculate = Calculate.OnBarClose;
+```
+
+---
+
+## 🔧 Fix 2: SimpleORBNT8.cs - Guard Instrument null access
+
+### File
+`src/NT8.Adapters/Strategies/SimpleORBNT8.cs`
+
+### Problem
+`ConfigureStrategyParameters()` accesses `Instrument.MasterInstrument` which is
+null when NT8 loads the strategy for the dropdown list, causing a runtime
+exception that removes it from available strategies.
+
+### Change: Add null guard
+
+**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;
+```
+
+**Replace with:**
+```csharp
+        protected override void ConfigureStrategyParameters()
+        {
+            _strategyConfig.RiskSettings.DailyLossLimit = DailyLossLimit;
+            _strategyConfig.RiskSettings.MaxTradeRisk = MaxTradeRisk;
+            _strategyConfig.RiskSettings.MaxOpenPositions = MaxOpenPositions;
+
+            // Guard: Instrument is 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;
+```
+
+---
+
+## ✅ Verification
+
+```bash
+# Build must succeed
+dotnet build src\NT8.Adapters\NT8.Adapters.csproj --configuration Release
+
+# Redeploy
+.\deployment\Deploy-To-NT8.ps1
+```
+
+**In NT8 after recompile:**
+- [ ] "NT8 SDK Strategy Base" NO LONGER appears in dropdown
+- [ ] "Simple ORB NT8" DOES appear in dropdown
+- [ ] "Minimal Test" still appears (if compiled)
+
+---
+
+## 🚨 Constraints
+
+- Two surgical edits only
+- C# 5.0 syntax
+- Do NOT change other logic
+- All tests must pass
+
+---
+
+## 📋 Git Commit
+
+```bash
+git add src/NT8.Adapters/Strategies/NT8StrategyBase.cs
+git add src/NT8.Adapters/Strategies/SimpleORBNT8.cs
+git commit -m "fix: Make abstract base invisible, guard Instrument access
+
+- Remove Name from NT8StrategyBase (abstract shouldn't appear in dropdown)
+- Add null guard for Instrument access in ConfigureStrategyParameters
+- Prevents runtime error when NT8 loads strategy list
+
+Fixes: SimpleORBNT8 now appears in strategy dropdown"
+```
+
+---
+
+**READY FOR KILOCODE - CODE MODE** ✅