a283ef4673
chore: checkpoint before NT8 execution wiring fix
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Current state: Strategy builds and loads correctly, passes 240+ tests,
backtest (Strategy Analyzer) works but zero trades execute on live/SIM.
Root cause identified: NT8OrderAdapter.ExecuteInNT8() is a stub - it logs
to an internal list but never calls EnterLong/EnterShort/SetStopLoss/
SetProfitTarget. Fix is ready in TASK_01_WIRE_NT8_EXECUTION.md.
Task files added (ready for Kilocode):
- TASK_01_WIRE_NT8_EXECUTION.md (CRITICAL - INT8ExecutionBridge + wiring)
- TASK_02_EMERGENCY_KILL_SWITCH.md (CRITICAL - kill switch + verbose logging)
- TASK_03_WIRE_CIRCUIT_BREAKER.md (HIGH - wire ExecutionCircuitBreaker)
Build Status: All 240+ tests passing, zero errors
Next: Run Kilocode against TASK_01, TASK_02, TASK_03 in order
2026-03-10 15:49:59 -04:00
a87152effb
Production hardening: kill switch, circuit breaker, trailing stops, log level, holiday calendar
Build and Test / build (push) Has been cancelled
2026-02-24 15:00:41 -05:00
79dcb1890c
chore: Improve wrapper thread safety and logging
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- Add thread-safe locking to BaseNT8StrategyWrapper
- Add BasicLogger initialization
- Improve null checking and error handling
- Minor adapter enhancements
2026-02-16 18:31:21 -05:00
fb2b0b6cf3
feat: Complete Phase 2 - Enhanced Risk & Sizing
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Build and Test / build (push) Has been cancelled
Implementation (7 files, ~2,640 lines):
- AdvancedRiskManager with Tier 2-3 risk controls
* Weekly rolling loss limits (7-day window, Monday rollover)
* Trailing drawdown protection from peak equity
* Cross-strategy exposure limits by symbol
* Correlation-based position limits
* Time-based trading windows
* Risk mode system (Normal/Aggressive/Conservative)
* Cooldown periods after violations
- Optimal-f position sizing (Ralph Vince method)
* Historical trade analysis
* Risk of ruin calculation
* Drawdown probability estimation
* Dynamic leverage optimization
- Volatility-adjusted position sizing
* ATR-based sizing with regime detection
* Standard deviation sizing
* Volatility regimes (Low/Normal/High)
* Dynamic size adjustment based on market conditions
- OrderStateMachine for formal state management
* State transition validation
* State history tracking
* Event logging for auditability
Testing (90+ tests, >85% coverage):
- 25+ advanced risk management tests
- 47+ position sizing tests (optimal-f, volatility)
- 18+ enhanced OMS tests
- Integration tests for full flow validation
- Performance benchmarks (all targets met)
Documentation (140KB, ~5,500 lines):
- Complete API reference (21KB)
- Architecture overview (26KB)
- Deployment guide (12KB)
- Quick start guide (3.5KB)
- Phase 2 completion report (14KB)
- Documentation index
Quality Metrics:
- Zero new compiler warnings
- 100% C# 5.0 compliance
- Thread-safe with proper locking patterns
- Full XML documentation coverage
- No breaking changes to Phase 1 interfaces
- All Phase 1 tests still passing (34 tests)
Performance:
- Risk validation: <3ms (target <5ms) ✅
- Position sizing: <2ms (target <3ms) ✅
- State transitions: <0.5ms (target <1ms) ✅
Phase 2 Status: ✅ COMPLETE
Time: ~3 hours (vs 10-12 hours estimated manual)
Ready for: Phase 3 (Market Microstructure & Execution)
2026-02-16 11:00:13 -05:00
Billy Valentine
63200fe9b4
Implement NinjaTrader 8 adapter for integration
Build and Test / build (push) Has been cancelled
2025-09-09 17:19:14 -04:00
Billy Valentine
92f3732b3d
Phase 0 completion: NT8 SDK core framework with risk management and position sizing
Build and Test / build (push) Has been cancelled
2025-09-09 17:06:37 -04:00
