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/deployment/Deploy-To-NT8.ps1
+++ b/deployment/Deploy-To-NT8.ps1
@@ -0,0 +1,207 @@
+<#
+.SYNOPSIS
+    Automates deployment of NT8 SDK to NinjaTrader 8.
+
+.DESCRIPTION
+    Builds, tests, copies DLLs/strategy source files, and verifies deployment.
+#>
+
+param(
+    [switch]$BuildFirst = $true,
+    [switch]$RunTests = $true,
+    [switch]$CopyStrategies = $true,
+    [switch]$SkipVerification = $false,
+    [string]$Configuration = "Release"
+)
+
+$ErrorActionPreference = "Stop"
+
+$sdkRoot = "C:\dev\nt8-sdk"
+$nt8Custom = "$env:USERPROFILE\Documents\NinjaTrader 8\bin\Custom"
+$nt8Strategies = "$nt8Custom\Strategies"
+
+$coreDllPath = "$sdkRoot\src\NT8.Core\bin\$Configuration\net48"
+$adaptersDllPath = "$sdkRoot\src\NT8.Adapters\bin\$Configuration\net48"
+$strategiesPath = "$sdkRoot\src\NT8.Adapters\Strategies"
+
+function Write-Header {
+    param([string]$Message)
+    Write-Host ""
+    Write-Host ("=" * 70) -ForegroundColor Cyan
+    Write-Host $Message -ForegroundColor Cyan
+    Write-Host ("=" * 70) -ForegroundColor Cyan
+}
+
+function Write-Step {
+    param([string]$Step, [string]$Message)
+    Write-Host "`n[$Step] $Message" -ForegroundColor Yellow
+}
+
+function Write-Success {
+    param([string]$Message)
+    Write-Host "  [OK] $Message" -ForegroundColor Green
+}
+
+function Write-Warn {
+    param([string]$Message)
+    Write-Host "  [WARN] $Message" -ForegroundColor Yellow
+}
+
+if (-not (Test-Path $sdkRoot)) {
+    throw "SDK root not found: $sdkRoot"
+}
+
+if (-not (Test-Path $nt8Custom)) {
+    throw "NinjaTrader 8 Custom directory not found: $nt8Custom"
+}
+
+$strategyFiles = @(
+    "NT8StrategyBase.cs",
+    "SimpleORBNT8.cs",
+    "MinimalTestStrategy.cs"
+)
+
+Write-Header "NT8 SDK Deployment Script"
+Write-Host "Configuration: $Configuration"
+Write-Host "SDK Root: $sdkRoot"
+Write-Host "NT8 Custom: $nt8Custom"
+
+$startTime = Get-Date
+
+if ($BuildFirst) {
+    Write-Step "1/6" "Building SDK"
+    Push-Location $sdkRoot
+    try {
+        & dotnet clean --configuration $Configuration --verbosity quiet
+        if ($LASTEXITCODE -ne 0) { throw "Clean failed" }
+
+        & dotnet build --configuration $Configuration --verbosity quiet
+        if ($LASTEXITCODE -ne 0) { throw "Build failed" }
+
+        Write-Success "Build succeeded"
+    }
+    finally {
+        Pop-Location
+    }
+}
+else {
+    Write-Step "1/6" "Skipping build"
+}
+
+if ($RunTests) {
+    Write-Step "2/6" "Running tests"
+    Push-Location $sdkRoot
+    try {
+        & dotnet test --configuration $Configuration --no-build --verbosity quiet
+        if ($LASTEXITCODE -ne 0) { throw "Tests failed" }
+        Write-Success "Tests passed"
+    }
+    finally {
+        Pop-Location
+    }
+}
+else {
+    Write-Step "2/6" "Skipping tests"
+}
+
+Write-Step "3/6" "Copying SDK DLLs"
+if (Test-Path "$coreDllPath\NT8.Core.dll") {
+    Copy-Item "$coreDllPath\NT8.Core.dll" $nt8Custom -Force
+    Write-Success "Copied NT8.Core.dll"
+}
+else {
+    throw "NT8.Core.dll not found at $coreDllPath"
+}
+
+if (Test-Path "$adaptersDllPath\NT8.Adapters.dll") {
+    Copy-Item "$adaptersDllPath\NT8.Adapters.dll" $nt8Custom -Force
+    Write-Success "Copied NT8.Adapters.dll"
+}
+else {
+    Write-Warn "NT8.Adapters.dll not found (may be expected)"
+}
+
+Write-Step "4/6" "Copying dependencies"
+$dependencies = @(
+    "Microsoft.Extensions.*.dll",
+    "System.Memory.dll",
+    "System.Buffers.dll",
+    "System.Runtime.CompilerServices.Unsafe.dll"
+)
+
+$depCopied = 0
+foreach ($pattern in $dependencies) {
+    $files = Get-ChildItem "$coreDllPath\$pattern" -ErrorAction SilentlyContinue
+    foreach ($f in $files) {
+        Copy-Item $f.FullName $nt8Custom -Force
+        $depCopied++
+    }
+}
+
+if ($depCopied -gt 0) {
+    Write-Success ("Copied {0} dependencies" -f $depCopied)
+}
+else {
+    Write-Warn "No dependency files copied"
+}
+
+if ($CopyStrategies) {
+    Write-Step "5/6" "Copying strategy files"
+    if (-not (Test-Path $nt8Strategies)) {
+        New-Item -ItemType Directory -Path $nt8Strategies -Force | Out-Null
+    }
+
+    $copied = 0
+    foreach ($file in $strategyFiles) {
+        $sourcePath = Join-Path $strategiesPath $file
+        if (Test-Path $sourcePath) {
+            Copy-Item $sourcePath $nt8Strategies -Force
+            Write-Success ("Copied {0}" -f $file)
+            $copied++
+        }
+        else {
+            Write-Warn ("Missing {0}" -f $file)
+        }
+    }
+
+    if ($copied -eq 0) {
+        throw "No strategy files copied"
+    }
+}
+else {
+    Write-Step "5/6" "Skipping strategy copy"
+}
+
+if (-not $SkipVerification) {
+    Write-Step "6/6" "Verifying deployment"
+    $ok = $true
+
+    if (-not (Test-Path "$nt8Custom\NT8.Core.dll")) {
+        $ok = $false
+        Write-Warn "NT8.Core.dll missing after copy"
+    }
+
+    foreach ($file in $strategyFiles) {
+        if (-not (Test-Path (Join-Path $nt8Strategies $file))) {
+            $ok = $false
+            Write-Warn ("{0} missing after copy" -f $file)
+        }
+    }
+
+    if (-not $ok) {
+        throw "Deployment verification failed"
+    }
+
+    Write-Success "Deployment verification passed"
+}
+else {
+    Write-Step "6/6" "Skipping verification"
+}
+
+$duration = (Get-Date) - $startTime
+Write-Header "Deployment Complete"
+Write-Host ("Duration: {0:F1} seconds" -f $duration.TotalSeconds)
+Write-Host "Next: Open NinjaTrader 8 -> NinjaScript Editor -> Compile All"
+
+exit 0
+
--- a/deployment/NT8/install-instructions.md
+++ b/deployment/NT8/install-instructions.md
@@ -0,0 +1,99 @@
+# NT8 SDK Installation Instructions
+
+## Overview
+
+This guide documents manual and scripted deployment of the NT8 SDK into NinjaTrader 8.
+
+## Prerequisites
+
+1. Windows machine with NinjaTrader 8 installed.
+2. NinjaTrader 8 has been launched at least one time so the Custom folder exists.
+3. .NET SDK available for building release binaries.
+4. Repository checked out locally.
+
+## Expected Paths
+
+- Project root: `c:\dev\nt8-sdk`
+- Deployment script: `c:\dev\nt8-sdk\deployment\deploy-to-nt8.bat`
+- NinjaTrader custom folder: `%USERPROFILE%\Documents\NinjaTrader 8\bin\Custom`
+
+## Build Release Artifacts
+
+Run this from repository root:
+
+```bat
+cd c:\dev\nt8-sdk && dotnet build NT8-SDK.sln --configuration Release
+```
+
+Expected outputs:
+
+- `src\NT8.Core\bin\Release\net48\NT8.Core.dll`
+- `src\NT8.Adapters\bin\Release\net48\NT8.Adapters.dll`
+
+## Deploy Using Script (Recommended)
+
+Run:
+
+```bat
+cd c:\dev\nt8-sdk\deployment && deploy-to-nt8.bat
+```
+
+What the script does:
+
+1. Validates NinjaTrader custom folder exists.
+2. Validates release binaries exist.
+3. Creates backup folder under `deployment\backups\<timestamp>`.
+4. Backs up existing deployed SDK files.
+5. Copies DLLs into NinjaTrader Custom folder.
+6. Copies wrapper strategy source files into `Custom\Strategies`.
+7. Verifies expected deployed files exist after copy.
+8. Writes `manifest.txt` into the backup folder with source/destination details.
+
+## Verify Deployment in NinjaTrader 8
+
+1. Open NinjaTrader 8.
+2. Open NinjaScript Editor.
+3. Press `F5` to compile.
+4. Confirm no compile errors.
+5. Open Strategies window and verify wrappers are listed:
+   - `BaseNT8StrategyWrapper`
+   - `SimpleORBNT8Wrapper`
+
+## Rollback Procedure
+
+If deployment must be reverted:
+
+1. Locate the latest backup in `deployment\backups`.
+2. Review `manifest.txt` in that backup folder to confirm file set and paths.
+2. Copy files back into:
+    - `%USERPROFILE%\Documents\NinjaTrader 8\bin\Custom`
+    - `%USERPROFILE%\Documents\NinjaTrader 8\bin\Custom\Strategies`
+3. Recompile in NinjaTrader (`F5`).
+
+## Troubleshooting
+
+### "NinjaTrader Custom folder not found"
+
+- Launch NinjaTrader once.
+- Confirm `%USERPROFILE%\Documents\NinjaTrader 8\bin\Custom` exists.
+
+### "Core DLL not found" or "Adapters DLL not found"
+
+- Re-run release build:
+
+```bat
+cd c:\dev\nt8-sdk && dotnet build NT8-SDK.sln --configuration Release
+```
+
+### NinjaScript compile errors after deploy
+
+- Confirm target framework remains .NET Framework 4.8.
+- Confirm C# 5.0-compatible syntax in wrappers.
+- Restore from backup and redeploy after fixes.
+
+## Operational Notes
+
+- Deploy only when NinjaTrader strategy execution is stopped.
+- Keep timestamped backups for audit and rollback.
+- Keep `manifest.txt` with each backup for deployment traceability.
+- Re-run deployment after every release build update.
--- a/deployment/Verify-Deployment.ps1
+++ b/deployment/Verify-Deployment.ps1
@@ -0,0 +1,75 @@
+<#
+.SYNOPSIS
+    Verifies NT8 SDK deployment without rebuilding.
+#>
+
+param(
+    [switch]$Detailed
+)
+
+$nt8Custom = "$env:USERPROFILE\Documents\NinjaTrader 8\bin\Custom"
+$nt8Strategies = "$nt8Custom\Strategies"
+
+$requiredDlls = @("NT8.Core.dll")
+$optionalDlls = @("NT8.Adapters.dll")
+$strategyFiles = @("NT8StrategyBase.cs", "SimpleORBNT8.cs", "MinimalTestStrategy.cs")
+
+Write-Host "NT8 SDK Deployment Verification" -ForegroundColor Cyan
+Write-Host ("=" * 50)
+
+$allGood = $true
+
+Write-Host "\nChecking Custom directory..." -ForegroundColor Yellow
+foreach ($dll in $requiredDlls) {
+    $path = Join-Path $nt8Custom $dll
+    if (Test-Path $path) {
+        Write-Host "  [OK] $dll" -ForegroundColor Green
+        if ($Detailed) {
+            $info = Get-Item $path
+            Write-Host ("    Size: {0} KB" -f [math]::Round($info.Length / 1KB, 2)) -ForegroundColor Gray
+            Write-Host ("    Modified: {0}" -f $info.LastWriteTime) -ForegroundColor Gray
+        }
+    }
+    else {
+        Write-Host "  [MISSING] $dll" -ForegroundColor Red
+        $allGood = $false
+    }
+}
+
+foreach ($dll in $optionalDlls) {
+    $path = Join-Path $nt8Custom $dll
+    if (Test-Path $path) {
+        Write-Host "  [OK] $dll (optional)" -ForegroundColor Green
+    }
+    else {
+        Write-Host "  [SKIP] $dll (optional)" -ForegroundColor Gray
+    }
+}
+
+Write-Host "\nChecking Strategies directory..." -ForegroundColor Yellow
+foreach ($file in $strategyFiles) {
+    $path = Join-Path $nt8Strategies $file
+    if (Test-Path $path) {
+        Write-Host "  [OK] $file" -ForegroundColor Green
+        if ($Detailed) {
+            $info = Get-Item $path
+            Write-Host ("    Size: {0} KB" -f [math]::Round($info.Length / 1KB, 2)) -ForegroundColor Gray
+            Write-Host ("    Modified: {0}" -f $info.LastWriteTime) -ForegroundColor Gray
+        }
+    }
+    else {
+        Write-Host "  [MISSING] $file" -ForegroundColor Red
+        $allGood = $false
+    }
+}
+
+Write-Host ""
+if ($allGood) {
+    Write-Host "[OK] Deployment verified - all required files present" -ForegroundColor Green
+    exit 0
+}
+
+Write-Host "[FAIL] Deployment incomplete - missing required files" -ForegroundColor Red
+Write-Host "Run: .\deployment\Deploy-To-NT8.ps1" -ForegroundColor Yellow
+exit 1
+
--- a/deployment/deploy-to-nt8.bat
+++ b/deployment/deploy-to-nt8.bat
@@ -0,0 +1,123 @@
+@echo off
+setlocal
+
+REM NT8 SDK Deployment Script
+REM Copies release binaries and NT8 wrapper scripts into NinjaTrader 8 Custom folders.
+
+set "SCRIPT_DIR=%~dp0"
+set "PROJECT_ROOT=%SCRIPT_DIR%.."
+set "NT8_CUSTOM=%USERPROFILE%\Documents\NinjaTrader 8\bin\Custom"
+set "NT8_STRATEGIES=%NT8_CUSTOM%\Strategies"
+set "CORE_BIN=%PROJECT_ROOT%\src\NT8.Core\bin\Release\net48"
+set "ADAPTERS_BIN=%PROJECT_ROOT%\src\NT8.Adapters\bin\Release\net48"
+set "WRAPPERS_SRC=%PROJECT_ROOT%\src\NT8.Adapters\Wrappers"
+set "BACKUP_ROOT=%SCRIPT_DIR%backups"
+set "MANIFEST_FILE=%BACKUP_DIR%\manifest.txt"
+
+echo ============================================================
+echo NT8 SDK Deployment
+echo Project Root: %PROJECT_ROOT%
+echo NT8 Custom   : %NT8_CUSTOM%
+echo ============================================================
+
+if not exist "%NT8_CUSTOM%" (
+    echo ERROR: NinjaTrader Custom folder not found.
+    echo Expected path: %NT8_CUSTOM%
+    echo Ensure NinjaTrader 8 is installed and started once.
+    exit /b 1
+)
+
+if not exist "%CORE_BIN%\NT8.Core.dll" (
+    echo ERROR: Core DLL not found: %CORE_BIN%\NT8.Core.dll
+    echo Build release artifacts first:
+    echo   dotnet build NT8-SDK.sln --configuration Release
+    exit /b 1
+)
+
+if not exist "%ADAPTERS_BIN%\NT8.Adapters.dll" (
+    echo ERROR: Adapters DLL not found: %ADAPTERS_BIN%\NT8.Adapters.dll
+    echo Build release artifacts first:
+    echo   dotnet build NT8-SDK.sln --configuration Release
+    exit /b 1
+)
+
+if not exist "%NT8_STRATEGIES%" (
+    mkdir "%NT8_STRATEGIES%"
+)
+
+for /f %%i in ('powershell -NoProfile -Command "Get-Date -Format yyyyMMdd_HHmmss"') do set "STAMP=%%i"
+set "BACKUP_DIR=%BACKUP_ROOT%\%STAMP%"
+mkdir "%BACKUP_DIR%" >nul 2>&1
+
+echo Backing up existing NT8 SDK files...
+if exist "%NT8_CUSTOM%\NT8.Core.dll" copy /Y "%NT8_CUSTOM%\NT8.Core.dll" "%BACKUP_DIR%\NT8.Core.dll" >nul
+if exist "%NT8_CUSTOM%\NT8.Adapters.dll" copy /Y "%NT8_CUSTOM%\NT8.Adapters.dll" "%BACKUP_DIR%\NT8.Adapters.dll" >nul
+if exist "%NT8_STRATEGIES%\BaseNT8StrategyWrapper.cs" copy /Y "%NT8_STRATEGIES%\BaseNT8StrategyWrapper.cs" "%BACKUP_DIR%\BaseNT8StrategyWrapper.cs" >nul
+if exist "%NT8_STRATEGIES%\SimpleORBNT8Wrapper.cs" copy /Y "%NT8_STRATEGIES%\SimpleORBNT8Wrapper.cs" "%BACKUP_DIR%\SimpleORBNT8Wrapper.cs" >nul
+
+echo Deployment manifest > "%MANIFEST_FILE%"
+echo Timestamp: %STAMP%>> "%MANIFEST_FILE%"
+echo Source Core DLL: %CORE_BIN%\NT8.Core.dll>> "%MANIFEST_FILE%"
+echo Source Adapters DLL: %ADAPTERS_BIN%\NT8.Adapters.dll>> "%MANIFEST_FILE%"
+echo Destination Custom Folder: %NT8_CUSTOM%>> "%MANIFEST_FILE%"
+echo Destination Strategies Folder: %NT8_STRATEGIES%>> "%MANIFEST_FILE%"
+
+echo Deploying DLLs...
+copy /Y "%CORE_BIN%\NT8.Core.dll" "%NT8_CUSTOM%\NT8.Core.dll" >nul
+if errorlevel 1 (
+    echo ERROR: Failed to copy NT8.Core.dll
+    exit /b 1
+)
+
+copy /Y "%ADAPTERS_BIN%\NT8.Adapters.dll" "%NT8_CUSTOM%\NT8.Adapters.dll" >nul
+if errorlevel 1 (
+    echo ERROR: Failed to copy NT8.Adapters.dll
+    exit /b 1
+)
+
+echo Deploying wrapper sources...
+copy /Y "%WRAPPERS_SRC%\BaseNT8StrategyWrapper.cs" "%NT8_STRATEGIES%\BaseNT8StrategyWrapper.cs" >nul
+if errorlevel 1 (
+    echo ERROR: Failed to copy BaseNT8StrategyWrapper.cs
+    exit /b 1
+)
+
+copy /Y "%WRAPPERS_SRC%\SimpleORBNT8Wrapper.cs" "%NT8_STRATEGIES%\SimpleORBNT8Wrapper.cs" >nul
+if errorlevel 1 (
+    echo ERROR: Failed to copy SimpleORBNT8Wrapper.cs
+    exit /b 1
+)
+
+echo Verifying deployment files...
+if not exist "%NT8_CUSTOM%\NT8.Core.dll" (
+    echo ERROR: Verification failed for NT8.Core.dll
+    exit /b 1
+)
+
+if not exist "%NT8_CUSTOM%\NT8.Adapters.dll" (
+    echo ERROR: Verification failed for NT8.Adapters.dll
+    exit /b 1
+)
+
+if not exist "%NT8_STRATEGIES%\BaseNT8StrategyWrapper.cs" (
+    echo ERROR: Verification failed for BaseNT8StrategyWrapper.cs
+    exit /b 1
+)
+
+if not exist "%NT8_STRATEGIES%\SimpleORBNT8Wrapper.cs" (
+    echo ERROR: Verification failed for SimpleORBNT8Wrapper.cs
+    exit /b 1
+)
+
+echo.
+echo Deployment complete.
+echo Backup location: %BACKUP_DIR%
+echo Manifest file : %MANIFEST_FILE%
+echo.
+echo Next steps:
+echo  1. Open NinjaTrader 8.
+echo  2. Open NinjaScript Editor and press F5 (Compile).
+echo  3. Verify strategies appear in the Strategies list.
+
+exit /b 0
+