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@@ -1,204 +1,35 @@
|
|||||||
ALWAYS verify with the live Ninjascript reference available on the web at https://developer.ninjatrader.com/docs/desktop before making final edits.
|
# Compile Error Guidance - Reusable Protocol
|
||||||
|
**Last Updated:** 2026-04-05
|
||||||
This third file confirms a recurrence of CS0246 compiler errors in VWAP_Pro.cs, specifically related to undefined types like ModeType and AnchorModeType.
|
|
||||||
|
Apply this protocol for all compile issues.
|
||||||
🔍 CS0246 - "The type or namespace name 'X' could not be found"
|
|
||||||
Line Column Missing Type
|
## 1) Verify First
|
||||||
371 28 ModeType
|
- [ ] Verify exact NinjaScript/API signature against official NT8 docs before editing: `https://developer.ninjatrader.com/docs/desktop`.
|
||||||
371 43 AnchorModeType
|
- [ ] Confirm file is in scope before making any change.
|
||||||
391 39 ModeType
|
|
||||||
391 54 AnchorModeType
|
## 2) Classify the Error
|
||||||
376 51 ModeType
|
- [ ] Missing type/namespace (e.g., `CS0246`).
|
||||||
✅ How to Fix It
|
- [ ] Invalid override/signature/access modifier (e.g., `CS0115`, `CS0507`).
|
||||||
🔧 1. Define Missing Enums (Recommended Fix)
|
- [ ] Argument mismatch or wrong overload (e.g., `CS1503`).
|
||||||
|
- [ ] C# language version incompatibility (C# 6+ syntax in C# 5 project).
|
||||||
It seems that ModeType and AnchorModeType are custom enums that were expected to exist in the code but were never declared.
|
|
||||||
|
## 3) Apply Smallest Safe Fix
|
||||||
Create a separate file or include this in the same VWAP_Pro.cs file near the top:
|
- [ ] Prefer minimal edits in scoped files only.
|
||||||
|
- [ ] Fix root cause, not symptom chaining.
|
||||||
public enum ModeType
|
- [ ] Preserve existing architecture/contracts unless task explicitly requires change.
|
||||||
{
|
|
||||||
Standard,
|
## 4) Re-Run Verification
|
||||||
Aggressive,
|
- [ ] Run `.\verify-build.bat`.
|
||||||
Conservative
|
- [ ] Run required tests for changed area.
|
||||||
}
|
- [ ] If NinjaScript touched, run NT8 compile check in NinjaScript Editor.
|
||||||
|
|
||||||
public enum AnchorModeType
|
## 5) Capture Durable Learning
|
||||||
{
|
For non-trivial compile failures, add concise entries to:
|
||||||
SessionStart,
|
- [ ] `docs/00-governance/common_failures.md` (error fingerprint + fix).
|
||||||
FixedTime,
|
- [ ] `docs/00-governance/compile_guardrails.md` (prevention rule).
|
||||||
Custom
|
- [ ] `docs/00-governance/patterns_and_antipatterns.md` (good vs bad pattern).
|
||||||
}
|
|
||||||
|
## Do Not
|
||||||
|
- [ ] Do not guess signatures, overloads, enums, or attributes.
|
||||||
You’ll need to customize the enum values (Standard, Aggressive, etc.) to match your strategy logic. These names are placeholders based on typical VWAP settings.
|
- [ ] Do not invent placeholder enums/types unless confirmed by domain/task requirements.
|
||||||
|
- [ ] Do not keep one-off incident dumps in this rule file; store incidents in `common_failures.md`.
|
||||||
🔧 2. OR Add Missing using Directives
|
|
||||||
|
|
||||||
If these types exist in another NinjaTrader script or add-on you've imported before, ensure you include the right namespace:
|
|
||||||
|
|
||||||
using NinjaTrader.NinjaScript.AddOns.MyVWAPEnums; // Example
|
|
||||||
|
|
||||||
|
|
||||||
But since these errors suggest the types are completely undefined, it's much more likely they are simply not declared anywhere.
|
|
||||||
|
|
||||||
🔧 3. Verify File Inclusion in NinjaTrader
|
|
||||||
|
|
||||||
If these enums are defined in another file (e.g., VWAPTypes.cs), make sure:
|
|
||||||
|
|
||||||
It's saved in the same directory as VWAP_Pro.cs
|
|
||||||
|
|
||||||
It's added to the NinjaScript Editor, not just sitting in the file system
|
|
||||||
|
|
||||||
You can add it using:
|
|
||||||
|
|
||||||
Tools > NinjaScript Editor > Right-click > Add > Existing Item...
|
|
||||||
|
|
||||||
🧼 Suggested Organization
|
|
||||||
|
|
||||||
If these enums are used across multiple indicators/strategies, you should centralize them:
|
|
||||||
|
|
||||||
VWAP_Enums.cs
|
|
||||||
|
|
||||||
namespace NinjaTrader.NinjaScript.VWAP
|
|
||||||
{
|
|
||||||
public enum ModeType
|
|
||||||
{
|
|
||||||
Standard,
|
|
||||||
Aggressive,
|
|
||||||
Conservative
|
|
||||||
}
|
|
||||||
|
|
||||||
public enum AnchorModeType
|
|
||||||
{
|
|
||||||
SessionStart,
|
|
||||||
FixedTime,
|
|
||||||
Custom
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
||||||
Then use:
|
|
||||||
|
|
||||||
using NinjaTrader.NinjaScript.VWAP;
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
These are occurring in VWAP_Pro.cs, mainly on lines 132–134:
|
|
||||||
|
|
||||||
Line Error Message (Truncated)
|
|
||||||
132 Argument 2: cannot convert from 'int' to 'NinjaTrader.Gui.Tools.SimpleFont'
|
|
||||||
132 Argument 3: cannot convert from 'NinjaTrader.Gui.Tools.SimpleFont' to 'System.Windows.Media.Brush'
|
|
||||||
133 Same as above
|
|
||||||
134 Same as above
|
|
||||||
🔧 Interpretation:
|
|
||||||
|
|
||||||
It looks like a method (likely a drawing method like Draw.Text() or Draw.TextFixed()) is being called with the wrong argument types — specifically:
|
|
||||||
|
|
||||||
An int is being passed where a SimpleFont is expected.
|
|
||||||
|
|
||||||
A SimpleFont is being passed where a Brush is expected.
|
|
||||||
|
|
||||||
This suggests that arguments are out of order or misassigned.
|
|
||||||
|
|
||||||
✅ Proper Fix
|
|
||||||
|
|
||||||
Let’s consider the proper usage of Draw.Text() in NinjaTrader 8:
|
|
||||||
|
|
||||||
Draw.Text(NinjaScriptBase owner, string tag, bool isAutoScale, string text, int barsAgo, double y, Brush textBrush, SimpleFont font, TextAlignment alignment, Brush outlineBrush, int outlineWidth);
|
|
||||||
|
|
||||||
|
|
||||||
Or for simpler usage:
|
|
||||||
|
|
||||||
Draw.Text(this, "tag1", "Hello", 0, Close[0], Brushes.White);
|
|
||||||
|
|
||||||
|
|
||||||
Your issue likely looks like this:
|
|
||||||
|
|
||||||
Draw.Text(this, "tag1", true, "Label", 0, 100, 12, someFont, ...);
|
|
||||||
|
|
||||||
|
|
||||||
Where 12 (int) is mistakenly passed as a font or brush, causing the error.
|
|
||||||
|
|
||||||
🔧 Corrected Example:
|
|
||||||
|
|
||||||
Assuming you want to draw text with a specific font and color:
|
|
||||||
|
|
||||||
SimpleFont font = new SimpleFont("Arial", 12);
|
|
||||||
Draw.Text(this, "tag1", true, "VWAP Label", 0, Close[0], Brushes.White, font, TextAlignment.Center, Brushes.Black, 1);
|
|
||||||
|
|
||||||
|
|
||||||
Brushes.White → text color
|
|
||||||
|
|
||||||
font → SimpleFont object
|
|
||||||
|
|
||||||
TextAlignment.Center → alignment
|
|
||||||
|
|
||||||
Brushes.Black → outline brush
|
|
||||||
|
|
||||||
1 → outline width
|
|
||||||
|
|
||||||
✅ Steps to Fix:
|
|
||||||
|
|
||||||
Replace the integer (e.g., 12) with a SimpleFont:
|
|
||||||
|
|
||||||
new SimpleFont("Arial", 12)
|
|
||||||
|
|
||||||
|
|
||||||
Ensure arguments are in the correct order:
|
|
||||||
Double-check the method signature from the NinjaTrader 8 Help Guide
|
|
||||||
.
|
|
||||||
|
|
||||||
Use Brushes for colors, not fonts.
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
Summary of Errors:
|
|
||||||
Line Column Missing Type
|
|
||||||
403 39 ModeType
|
|
||||||
403 54 AnchorModeType
|
|
||||||
408 63 ModeType
|
|
||||||
408 78 AnchorModeType
|
|
||||||
367 28 ModeType
|
|
||||||
✅ Fixes:
|
|
||||||
|
|
||||||
These types — ModeType and AnchorModeType — are not recognized. Here are the likely causes and solutions:
|
|
||||||
|
|
||||||
🔍 1. Missing using Directive
|
|
||||||
|
|
||||||
These types might be defined in a different namespace. If they are from a custom or NinjaTrader add-on:
|
|
||||||
|
|
||||||
Fix: Add the appropriate using statement at the top of your file.
|
|
||||||
|
|
||||||
Example:
|
|
||||||
|
|
||||||
using NinjaTrader.NinjaScript.AddOns.VWAP;
|
|
||||||
|
|
||||||
|
|
||||||
Adjust according to where ModeType and AnchorModeType are defined.
|
|
||||||
|
|
||||||
🔍 2. Missing Class Definitions
|
|
||||||
|
|
||||||
If they are not in any existing libraries, they might be custom enum types that should be defined in your project but are missing.
|
|
||||||
|
|
||||||
Fix: Add enum declarations like these (if applicable):
|
|
||||||
|
|
||||||
public enum ModeType
|
|
||||||
{
|
|
||||||
Standard,
|
|
||||||
Aggressive,
|
|
||||||
Conservative
|
|
||||||
}
|
|
||||||
|
|
||||||
public enum AnchorModeType
|
|
||||||
{
|
|
||||||
SessionStart,
|
|
||||||
FixedTime,
|
|
||||||
Custom
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
||||||
Only do this if you know what the enum values should be. These names are placeholders — you should match them with how your indicator/strategy is designed.
|
|
||||||
|
|||||||
@@ -1,252 +1,33 @@
|
|||||||
# Coding Patterns — NT8 SDK Required Patterns
|
# Coding Patterns - NT8 SDK Required Patterns
|
||||||
**Last Updated:** 2026-03-27
|
**Last Updated:** 2026-04-05
|
||||||
|
|
||||||
All code in the NT8 SDK MUST follow these patterns without exception.
|
All production code must use these implementation patterns.
|
||||||
|
|
||||||
---
|
## Scope Discipline and Minimum Diff
|
||||||
|
- [ ] Edit only files in task scope.
|
||||||
|
- [ ] Make the smallest safe change that resolves the issue.
|
||||||
|
- [ ] Do not change interfaces/contracts unless explicitly required.
|
||||||
|
- [ ] Do not mix functional changes with style-only cleanup.
|
||||||
|
|
||||||
## 0. C# 5.0 Hard Constraints (NinjaScript Compiler)
|
## C# 5.0 and .NET 4.8 Compatibility
|
||||||
|
- [ ] Use C# 5.0 syntax only.
|
||||||
|
- [ ] Avoid C# 6+ features (`$""`, `?.`, `nameof`, expression-bodied members, `out var`, etc.).
|
||||||
|
- [ ] Keep compatibility with .NET Framework 4.8.
|
||||||
|
- [ ] Use `string.Format` style logging/messages.
|
||||||
|
|
||||||
```csharp
|
## Core Implementation Patterns
|
||||||
// ❌ PROHIBITED — compiler will fail silently or error
|
- [ ] Validate inputs at method entry.
|
||||||
$"Hello {name}" // no string interpolation
|
- [ ] Wrap public method logic in `try/catch` with meaningful logging.
|
||||||
obj?.Method() // no null-conditional
|
- [ ] Protect shared mutable collections/state with `lock (_lock)`.
|
||||||
public int Prop => _value; // no expression body
|
- [ ] Do not raise events while holding locks.
|
||||||
nameof(SomeClass) // no nameof
|
- [ ] Keep public members documented with XML comments where required by project standards.
|
||||||
await SomeAsync() // no async/await
|
|
||||||
|
|
||||||
// ✅ REQUIRED
|
## NinjaScript Coding Patterns (When Applicable)
|
||||||
string.Format("Hello {0}", name)
|
- [ ] Keep `OnStateChange` responsibilities separated by state.
|
||||||
obj != null ? obj.Method() : null
|
- [ ] Guard `OnBarUpdate` by `BarsInProgress` and bar readiness.
|
||||||
public int Prop { get { return _value; } }
|
- [ ] In managed order flow, set stop/target before entry on the same bar.
|
||||||
"SomeClass" // string literal
|
|
||||||
// synchronous only
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
## Authoritative Rule References (Do Not Duplicate)
|
||||||
|
- Syntax constraints: `.kilocode/rules/csharp_50_syntax.md`
|
||||||
## 0b. NT8-Specific Critical Rules
|
- NT8 compile and API constraints: `.kilocode/rules/nt8compilespec.md`
|
||||||
|
- Verification commands and gates: `.kilocode/rules/verification_requirements.md`
|
||||||
```csharp
|
|
||||||
// SetStopLoss/SetProfitTarget MUST come BEFORE EnterLong/EnterShort
|
|
||||||
// Calling them after is silently ignored in backtest
|
|
||||||
SetStopLoss(signalName, CalculationMode.Ticks, stopTicks, false); // FIRST
|
|
||||||
SetProfitTarget(signalName, CalculationMode.Ticks, targetTicks); // SECOND
|
|
||||||
EnterShort(qty, signalName); // THIRD
|
|
||||||
|
|
||||||
// OnBarUpdate must guard secondary series
|
|
||||||
protected override void OnBarUpdate()
|
|
||||||
{
|
|
||||||
if (BarsInProgress != 0) return; // CRITICAL: ignore daily bar series updates
|
|
||||||
// ...
|
|
||||||
}
|
|
||||||
|
|
||||||
// State guard in ProcessStrategyIntent
|
|
||||||
// Allows Historical (backtest), blocks Realtime replay burst:
|
|
||||||
if (State == State.Realtime && !_realtimeBarSeen)
|
|
||||||
return;
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## Sizing Formula
|
|
||||||
|
|
||||||
```
|
|
||||||
contracts = floor(RiskPerTrade / (StopTicks × TickValue))
|
|
||||||
NQ tick value = $5.00
|
|
||||||
$100 / (8 × $5) = 2 contracts
|
|
||||||
$200 / (8 × $5) = 5 contracts (capped at MaxContracts)
|
|
||||||
Always verify: RiskPerTrade ≤ MaxTradeRisk
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 1. Thread Safety — Lock Everything Shared
|
|
||||||
|
|
||||||
Every class with shared state must have a lock object:
|
|
||||||
```csharp
|
|
||||||
private readonly object _lock = new object();
|
|
||||||
```
|
|
||||||
|
|
||||||
Every access to shared `Dictionary`, `List`, `Queue`, or any field touched by multiple threads:
|
|
||||||
```csharp
|
|
||||||
// ❌ NEVER
|
|
||||||
_activeOrders[orderId] = status;
|
|
||||||
|
|
||||||
// ✅ ALWAYS
|
|
||||||
lock (_lock)
|
|
||||||
{
|
|
||||||
_activeOrders[orderId] = status;
|
|
||||||
}
|
|
||||||
```
|
|
||||||
|
|
||||||
### Read-then-write must be atomic
|
|
||||||
```csharp
|
|
||||||
// ❌ WRONG — race condition between check and write
|
|
||||||
if (!_orders.ContainsKey(id))
|
|
||||||
_orders[id] = newOrder;
|
|
||||||
|
|
||||||
// ✅ CORRECT
|
|
||||||
lock (_lock)
|
|
||||||
{
|
|
||||||
if (!_orders.ContainsKey(id))
|
|
||||||
_orders[id] = newOrder;
|
|
||||||
}
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 2. Error Handling — Try-Catch on All Public Methods
|
|
||||||
|
|
||||||
```csharp
|
|
||||||
public ReturnType MethodName(Type parameter)
|
|
||||||
{
|
|
||||||
// 1. Validate parameters first
|
|
||||||
if (parameter == null)
|
|
||||||
throw new ArgumentNullException("parameter");
|
|
||||||
|
|
||||||
// 2. Wrap the main logic
|
|
||||||
try
|
|
||||||
{
|
|
||||||
// Implementation
|
|
||||||
return result;
|
|
||||||
}
|
|
||||||
catch (SpecificException ex)
|
|
||||||
{
|
|
||||||
_logger.LogError("Specific failure in MethodName: {0}", ex.Message);
|
|
||||||
throw;
|
|
||||||
}
|
|
||||||
catch (Exception ex)
|
|
||||||
{
|
|
||||||
_logger.LogError("Unexpected failure in MethodName: {0}", ex.Message);
|
|
||||||
throw;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 3. Logging — Always string.Format, Never $""
|
|
||||||
|
|
||||||
```csharp
|
|
||||||
// ❌ NEVER — C# 6 syntax, breaks NT8 compile
|
|
||||||
_logger.LogInformation($"Order {orderId} filled");
|
|
||||||
|
|
||||||
// ✅ ALWAYS
|
|
||||||
_logger.LogInformation("Order {0} filled", orderId);
|
|
||||||
_logger.LogWarning("Risk check failed for {0}: {1}", symbol, reason);
|
|
||||||
_logger.LogError("Exception in {0}: {1}", "MethodName", ex.Message);
|
|
||||||
_logger.LogCritical("Emergency flatten triggered: {0}", reason);
|
|
||||||
```
|
|
||||||
|
|
||||||
### Log level guide
|
|
||||||
| Level | When to use |
|
|
||||||
|---|---|
|
|
||||||
| `LogTrace` | Entering/exiting methods, fine-grained flow |
|
|
||||||
| `LogDebug` | State reads, normal data flow |
|
|
||||||
| `LogInformation` | Important events: order submitted, filled, cancelled |
|
|
||||||
| `LogWarning` | Recoverable issues: validation failed, limit approaching |
|
|
||||||
| `LogError` | Failures: exceptions, unexpected states |
|
|
||||||
| `LogCritical` | System integrity issues: emergency flatten, data corruption |
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 4. Events — Never Raise Inside Locks
|
|
||||||
|
|
||||||
Raising events inside a lock causes deadlocks when event handlers acquire other locks.
|
|
||||||
|
|
||||||
```csharp
|
|
||||||
// ❌ DEADLOCK RISK
|
|
||||||
lock (_lock)
|
|
||||||
{
|
|
||||||
_state = newState;
|
|
||||||
OrderStateChanged?.Invoke(this, args); // handler may try to acquire _lock
|
|
||||||
}
|
|
||||||
|
|
||||||
// ✅ CORRECT
|
|
||||||
OrderState newState;
|
|
||||||
lock (_lock)
|
|
||||||
{
|
|
||||||
newState = CalculateNewState();
|
|
||||||
_state = newState;
|
|
||||||
}
|
|
||||||
// Raise AFTER releasing lock
|
|
||||||
RaiseOrderStateChanged(orderId, previousState, newState);
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 5. Constructor — Validate All Dependencies
|
|
||||||
|
|
||||||
```csharp
|
|
||||||
public MyClass(ILogger<MyClass> logger, ISomeDependency dep)
|
|
||||||
{
|
|
||||||
if (logger == null)
|
|
||||||
throw new ArgumentNullException("logger");
|
|
||||||
if (dep == null)
|
|
||||||
throw new ArgumentNullException("dep");
|
|
||||||
|
|
||||||
_logger = logger;
|
|
||||||
_dep = dep;
|
|
||||||
|
|
||||||
// Initialize collections
|
|
||||||
_activeOrders = new Dictionary<string, OrderStatus>();
|
|
||||||
|
|
||||||
_logger.LogInformation("MyClass initialized");
|
|
||||||
}
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 6. XML Documentation — Required on All Public Members
|
|
||||||
|
|
||||||
```csharp
|
|
||||||
/// <summary>
|
|
||||||
/// Brief one-line description of what this does.
|
|
||||||
/// </summary>
|
|
||||||
/// <param name="intent">The trading intent to validate.</param>
|
|
||||||
/// <param name="context">Current strategy context with account state.</param>
|
|
||||||
/// <returns>Risk decision indicating allow or reject.</returns>
|
|
||||||
/// <exception cref="ArgumentNullException">Thrown when intent or context is null.</exception>
|
|
||||||
public RiskDecision ValidateOrder(StrategyIntent intent, StrategyContext context)
|
|
||||||
{
|
|
||||||
...
|
|
||||||
}
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 7. NT8-Specific Patterns (NinjaScript)
|
|
||||||
|
|
||||||
When writing code that runs inside NinjaTrader (in `NT8.Adapters/`):
|
|
||||||
|
|
||||||
```csharp
|
|
||||||
// Always guard OnBarUpdate
|
|
||||||
protected override void OnBarUpdate()
|
|
||||||
{
|
|
||||||
if (BarsInProgress != 0) return;
|
|
||||||
if (CurrentBar < BarsRequiredToTrade) return;
|
|
||||||
// ...
|
|
||||||
}
|
|
||||||
|
|
||||||
// Managed order pattern — set stops BEFORE entry
|
|
||||||
SetStopLoss("SignalName", CalculationMode.Ticks, stopTicks, false);
|
|
||||||
SetProfitTarget("SignalName", CalculationMode.Ticks, targetTicks);
|
|
||||||
EnterLong(contracts, "SignalName");
|
|
||||||
|
|
||||||
// Use string.Format for Print() too
|
|
||||||
Print(string.Format("Order submitted: {0} contracts at {1}", qty, price));
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 8. Checklist Before Marking Any Method Complete
|
|
||||||
|
|
||||||
- [ ] Parameter null checks at the top
|
|
||||||
- [ ] `try-catch` wrapping the body
|
|
||||||
- [ ] All `Dictionary`/collection access inside `lock (_lock)`
|
|
||||||
- [ ] All logging uses `string.Format()` (no `$""`)
|
|
||||||
- [ ] XML `/// <summary>` on every public method, property, class
|
|
||||||
- [ ] No C# 6+ syntax
|
|
||||||
- [ ] Events raised outside lock blocks
|
|
||||||
- [ ] `verify-build.bat` passes
|
|
||||||
|
|||||||
@@ -1,344 +1,46 @@
|
|||||||
# NT8-SDK — Kilocode Development Workflow
|
# NT8-SDK Development Workflow
|
||||||
**Last Updated:** 2026-03-27
|
**Last Updated:** 2026-04-05
|
||||||
|
|
||||||
This is the authoritative workflow for all development work on NT8-SDK using Kilocode.
|
Operational workflow for Kilo/Codex-assisted development.
|
||||||
|
|
||||||
---
|
## Per-Task Workflow (Required)
|
||||||
|
1. **Confirm scope**
|
||||||
## Division of Labor
|
- [ ] Confirm exact files allowed by task spec.
|
||||||
|
- [ ] Cross-check `.kilocode/rules/file_boundaries.md`.
|
||||||
| Role | Responsibility |
|
2. **Set task state**
|
||||||
|---|---|
|
- [ ] Move task status from `todo` -> `doing` before edits.
|
||||||
| **Claude** | Architecture, diagnosis, Kilocode prompt authoring, sequencing |
|
3. **Implement**
|
||||||
| **Kilocode** | ALL code implementation — zero exceptions |
|
- [ ] Make minimum-diff changes only in scoped files.
|
||||||
| **Mo** | Strategy direction, backtest execution, log collection, go/no-go |
|
4. **Verify**
|
||||||
|
- [ ] Run `.\verify-build.bat` per `.kilocode/rules/verification_requirements.md`.
|
||||||
---
|
- [ ] Run focused tests required by changed area.
|
||||||
|
5. **NT8 compile/deploy checks** (when NinjaScript files are touched)
|
||||||
## Per-Task Workflow
|
- [ ] Validate signatures against official NT8 docs.
|
||||||
|
- [ ] Run repo build/deploy sequence required for NT8.
|
||||||
1. **Claude writes Kilocode prompt** — exact Find/Replace, both file paths, build command, validation checklist
|
- [ ] Compile in NinjaScript Editor (authoritative NT8 check).
|
||||||
2. **Mo runs Kilocode** — pastes prompt, Kilocode executes
|
6. **Documentation updates**
|
||||||
3. **Kilocode reports** — build output + files changed
|
- [ ] Update `docs/00-governance/active_work.md` when task status or blockers changed.
|
||||||
4. **Mo brings results to Claude** — Kilocode report + session log + CSV
|
- [ ] Update `docs/00-governance/roadmap.md` when sequencing/scope changed.
|
||||||
5. **Claude diagnoses** — confirms or issues follow-up prompt
|
- [ ] Update `docs/00-governance/decisions.md` when durable architecture decisions were made.
|
||||||
6. **Mo commits:** `git add` → `git commit` → `git push`
|
- [ ] Update `CLEANUP_LOG.md` when cleanup debt status changed.
|
||||||
7. **Update SPRINT_BOARD** — task to Done or Blocked
|
7. **Compile-learning capture** (if any compile issue occurred)
|
||||||
|
- [ ] Add prevention rule to `docs/00-governance/compile_guardrails.md`.
|
||||||
---
|
- [ ] Add error fingerprint + fix to `docs/00-governance/common_failures.md`.
|
||||||
|
- [ ] Add pattern/anti-pattern to `docs/00-governance/patterns_and_antipatterns.md`.
|
||||||
## Kilocode Prompt Template
|
8. **Set task state and report**
|
||||||
|
- [ ] Move task status from `doing` -> `review`.
|
||||||
```
|
- [ ] Report changed files and verification evidence.
|
||||||
TASK: [one-line description]
|
|
||||||
|
## Definition of Done (Required)
|
||||||
CONTEXT:
|
- [ ] Only scoped files changed.
|
||||||
[1-3 sentences explaining why]
|
- [ ] Verification gates passed.
|
||||||
|
- [ ] NT8 compile checks completed when relevant.
|
||||||
FILES TO MODIFY:
|
- [ ] Relevant governance docs updated.
|
||||||
1. C:\dev\nt8-sdk\src\... [repo path]
|
- [ ] Compile learnings captured when applicable.
|
||||||
2. C:\Users\billy\...\Strategies\... [NT8 path — same change]
|
- [ ] Task moved to `review` with evidence.
|
||||||
|
|
||||||
CHANGE 1 — [description]:
|
## Out-of-Scope Safety
|
||||||
File: [path]
|
- [ ] Do not modify files outside task scope.
|
||||||
Find:
|
- [ ] Do not apply opportunistic refactors.
|
||||||
[exact existing code]
|
- [ ] Do not modify historical/contextual docs unless explicitly requested.
|
||||||
Replace with:
|
- [ ] If a real fix needs out-of-scope changes, stop and report a scope blocker.
|
||||||
[new code]
|
|
||||||
|
|
||||||
BUILD & DEPLOY:
|
|
||||||
1. dotnet build NT8-SDK.sln --configuration Release
|
|
||||||
2. deployment\deploy-to-nt8.bat
|
|
||||||
3. NT8: Tools → Edit NinjaScript → open NT8StrategyBase.cs → save
|
|
||||||
|
|
||||||
VALIDATION:
|
|
||||||
- Run Strategy Analyzer: NQ JUN26, Jan 1 2026 → Mar 27 2026
|
|
||||||
- Look for in session log: [specific confirmation lines]
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## Guardrails — Kilocode MUST NEVER
|
|
||||||
|
|
||||||
1. Modify files outside the task spec
|
|
||||||
2. Use C# 6+ syntax
|
|
||||||
3. Remove existing comments or XML documentation
|
|
||||||
4. Change interface signatures
|
|
||||||
5. Deploy without building first
|
|
||||||
6. Edit NT8 path without also updating repo path
|
|
||||||
7. Guess NT8 API signatures
|
|
||||||
8. Introduce async/await
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## Log Analysis Quick Reference
|
|
||||||
|
|
||||||
**Healthy dual-leg trade in session log:**
|
|
||||||
```
|
|
||||||
SIGNAL Sell | Grade=A | Score=0.820
|
|
||||||
SUBMIT Scaler=1 Runner=1 Stop=8 Target=20
|
|
||||||
FILL Short 1 @ XXXXX <- scaler fill
|
|
||||||
PNL_UPDATE Position=Short Qty=1
|
|
||||||
FILL Short 1 @ XXXXX <- runner fill
|
|
||||||
PNL_UPDATE Position=Short Qty=2 <- CRITICAL: Qty=2 = runner entered
|
|
||||||
```
|
|
||||||
|
|
||||||
**Warning signs:**
|
|
||||||
- SUBMIT then only 1 FILL → runner blocked (check EntriesPerDirection + MaxOpenPositions)
|
|
||||||
- Multiple SIGNALs in milliseconds → replay burst (_realtimeBarSeen not working)
|
|
||||||
- SIGNAL then nothing → ProcessStrategyIntent guard blocking backtest
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## Commit Message Format
|
|
||||||
|
|
||||||
```
|
|
||||||
feat: description <- new feature
|
|
||||||
fix: description <- bug fix
|
|
||||||
refactor: description <- no behavior change
|
|
||||||
test: description <- tests only
|
|
||||||
docs: description <- documentation only
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## Original Archon Workflow (2025, archived below)
|
|
||||||
|
|
||||||
## Archon Workflow Principles
|
|
||||||
|
|
||||||
The development process follows these core principles adapted from the Archon workflow:
|
|
||||||
|
|
||||||
### 1. Check Current Task
|
|
||||||
Before beginning any work, clearly define what needs to be accomplished:
|
|
||||||
- Review requirements and specifications
|
|
||||||
- Understand success criteria
|
|
||||||
- Identify dependencies and blockers
|
|
||||||
|
|
||||||
### 2. Research for Task
|
|
||||||
Conduct thorough research before implementation:
|
|
||||||
- Review existing code and documentation
|
|
||||||
- Understand best practices and patterns
|
|
||||||
- Identify potential challenges and solutions
|
|
||||||
|
|
||||||
### 3. Implement the Task
|
|
||||||
Execute the implementation with focus and precision:
|
|
||||||
- Follow established patterns and conventions
|
|
||||||
- Write clean, maintainable code
|
|
||||||
- Include comprehensive error handling
|
|
||||||
- Add structured logging for observability
|
|
||||||
|
|
||||||
### 4. Update Task Status
|
|
||||||
Track progress and document completion:
|
|
||||||
- Mark tasks as completed in the todo list
|
|
||||||
- Document any issues or deviations
|
|
||||||
- Note lessons learned for future reference
|
|
||||||
|
|
||||||
### 5. Get Next Task
|
|
||||||
Move systematically through the implementation:
|
|
||||||
- Prioritize tasks based on dependencies
|
|
||||||
- Focus on one task at a time
|
|
||||||
- Ensure quality before moving forward
|
|
||||||
|
|
||||||
## Development Process
|
|
||||||
|
|
||||||
### Phase 1: Planning and Design
|
|
||||||
1. Review specifications and requirements
|
|
||||||
2. Create architecture diagrams and documentation
|
|
||||||
3. Identify core components and their interactions
|
|
||||||
4. Plan implementation approach and timeline
|
|
||||||
|
|
||||||
### Phase 2: Environment Setup
|
|
||||||
1. Create project structure and configuration files
|
|
||||||
2. Set up build and test infrastructure
|
|
||||||
3. Configure CI/CD pipeline
|
|
||||||
4. Verify development environment
|
|
||||||
|
|
||||||
### Phase 3: Core Implementation
|
|
||||||
1. Implement core interfaces and models
|
|
||||||
2. Develop risk management components
|
|
||||||
3. Create position sizing algorithms
|
|
||||||
4. Build supporting utilities and helpers
|
|
||||||
|
|
||||||
### Phase 4: Testing and Validation
|
|
||||||
1. Create comprehensive unit tests
|
|
||||||
2. Implement integration tests
|
|
||||||
3. Run validation scripts
|
|
||||||
4. Verify all success criteria
|
|
||||||
|
|
||||||
### Phase 5: Documentation and Delivery
|
|
||||||
1. Create developer documentation
|
|
||||||
2. Write user guides and examples
|
|
||||||
3. Prepare release notes
|
|
||||||
4. Conduct final validation
|
|
||||||
|
|
||||||
## Code Quality Standards
|
|
||||||
|
|
||||||
### 1. Code Structure
|
|
||||||
- Follow established naming conventions
|
|
||||||
- Use consistent formatting and style
|
|
||||||
- Organize code into logical modules
|
|
||||||
- Maintain clear separation of concerns
|
|
||||||
|
|
||||||
### 2. Error Handling
|
|
||||||
- Validate all inputs and parameters
|
|
||||||
- Provide meaningful error messages
|
|
||||||
- Handle exceptions gracefully
|
|
||||||
- Log errors for debugging
|
|
||||||
|
|
||||||
### 3. Testing
|
|
||||||
- Write unit tests for all public methods
|
|
||||||
- Include edge case testing
|
|
||||||
- Validate error conditions
|
|
||||||
- Maintain >90% code coverage
|
|
||||||
|
|
||||||
### 4. Documentation
|
|
||||||
- Include XML documentation for all public APIs
|
|
||||||
- Add inline comments for complex logic
|
|
||||||
- Document configuration options
|
|
||||||
- Provide usage examples
|
|
||||||
|
|
||||||
## Git Workflow
|
|
||||||
|
|
||||||
### Branching Strategy
|
|
||||||
- Use feature branches for all development
|
|
||||||
- Create branches from main for new features
|
|
||||||
- Keep feature branches short-lived
|
|
||||||
- Merge to main after review and testing
|
|
||||||
|
|
||||||
### Commit Guidelines
|
|
||||||
- Write clear, descriptive commit messages
|
|
||||||
- Make small, focused commits
|
|
||||||
- Reference issues or tasks in commit messages
|
|
||||||
- Squash related commits before merging
|
|
||||||
|
|
||||||
### Pull Request Process
|
|
||||||
- Create PRs for all feature work
|
|
||||||
- Include description of changes and testing
|
|
||||||
- Request review from team members
|
|
||||||
- Address feedback before merging
|
|
||||||
|
|
||||||
## Development Environment
|
|
||||||
|
|
||||||
### Required Tools
|
|
||||||
- .NET 6.0 SDK
|
|
||||||
- Visual Studio Code or Visual Studio
|
|
||||||
- Git for version control
|
|
||||||
- Docker Desktop (recommended)
|
|
||||||
|
|
||||||
### Recommended Extensions
|
|
||||||
- C# for Visual Studio Code
|
|
||||||
- EditorConfig for VS Code
|
|
||||||
- GitLens for enhanced Git experience
|
|
||||||
- Docker extension for container management
|
|
||||||
|
|
||||||
## Build and Test Process
|
|
||||||
|
|
||||||
### Local Development
|
|
||||||
1. Restore NuGet packages: `dotnet restore`
|
|
||||||
2. Build solution: `dotnet build`
|
|
||||||
3. Run tests: `dotnet test`
|
|
||||||
4. Run specific test categories if needed
|
|
||||||
|
|
||||||
### Continuous Integration
|
|
||||||
- Automated builds on every commit
|
|
||||||
- Run full test suite on each build
|
|
||||||
- Generate code coverage reports
|
|
||||||
- Deploy to test environments
|
|
||||||
|
|
||||||
## Debugging and Troubleshooting
|
|
||||||
|
|
||||||
### Common Issues
|
|
||||||
1. **Build Failures**
|
|
||||||
- Check for missing NuGet packages
|
|
||||||
- Verify .NET SDK version
|
|
||||||
- Ensure all projects reference correct frameworks
|
|
||||||
|
|
||||||
2. **Test Failures**
|
|
||||||
- Review test output for specific errors
|
|
||||||
- Check test data and setup
|
|
||||||
- Verify mock configurations
|
|
||||||
|
|
||||||
3. **Runtime Errors**
|
|
||||||
- Check logs for error details
|
|
||||||
- Validate configuration settings
|
|
||||||
- Review dependency injection setup
|
|
||||||
|
|
||||||
### Debugging Tools
|
|
||||||
- Visual Studio debugger
|
|
||||||
- Console logging
|
|
||||||
- Structured logging with correlation IDs
|
|
||||||
- Performance profiling tools
|
|
||||||
|
|
||||||
## Release Process
|
|
||||||
|
|
||||||
### Versioning
|
|
||||||
- Follow semantic versioning (MAJOR.MINOR.PATCH)
|
|
||||||
- Increment version in Directory.Build.props
|
|
||||||
- Update release notes with changes
|
|
||||||
- Tag releases in Git
|
|
||||||
|
|
||||||
### Deployment
|
|
||||||
- Create NuGet packages for SDK components
|
|
||||||
- Publish to internal package repository
|
|
||||||
- Update documentation with release notes
|
|
||||||
- Notify stakeholders of new releases
|
|
||||||
|
|
||||||
## Best Practices
|
|
||||||
|
|
||||||
### 1. Code Reviews
|
|
||||||
- Review all code before merging
|
|
||||||
- Focus on correctness, maintainability, and performance
|
|
||||||
- Provide constructive feedback
|
|
||||||
- Ensure adherence to coding standards
|
|
||||||
|
|
||||||
### 2. Performance Considerations
|
|
||||||
- Minimize allocations in hot paths
|
|
||||||
- Use efficient data structures
|
|
||||||
- Cache expensive operations
|
|
||||||
- Profile performance regularly
|
|
||||||
|
|
||||||
### 3. Security
|
|
||||||
- Validate all inputs
|
|
||||||
- Sanitize user data
|
|
||||||
- Protect sensitive configuration
|
|
||||||
- Follow secure coding practices
|
|
||||||
|
|
||||||
### 4. Maintainability
|
|
||||||
- Write self-documenting code
|
|
||||||
- Use meaningful variable and method names
|
|
||||||
- Keep methods small and focused
|
|
||||||
- Refactor regularly to improve design
|
|
||||||
|
|
||||||
## Task Management Without Archon
|
|
||||||
|
|
||||||
Since we're not using the Archon MCP server, we'll manage tasks using:
|
|
||||||
1. **Todo Lists**: Track progress using markdown checklists
|
|
||||||
2. **Documentation**: Maintain detailed records of implementation decisions
|
|
||||||
3. **Git**: Use commits and branches to track work progress
|
|
||||||
4. **Issue Tracking**: Use GitHub Issues or similar for task management
|
|
||||||
|
|
||||||
### Task Status Tracking
|
|
||||||
- **Todo**: Task identified but not started
|
|
||||||
- **In Progress**: Actively working on task
|
|
||||||
- **Review**: Task completed, awaiting validation
|
|
||||||
- **Done**: Task validated and completed
|
|
||||||
|
|
||||||
## Communication and Collaboration
|
|
||||||
|
|
||||||
### Team Coordination
|
|
||||||
- Hold regular standups to discuss progress
|
|
||||||
- Use collaborative tools for communication
|
|
||||||
- Document architectural decisions
|
|
||||||
- Share knowledge and best practices
|
|
||||||
|
|
||||||
### Knowledge Sharing
|
|
||||||
- Conduct code walkthroughs for complex features
|
|
||||||
- Create technical documentation
|
|
||||||
- Share lessons learned from issues
|
|
||||||
- Mentor new team members
|
|
||||||
|
|
||||||
## Conclusion
|
|
||||||
|
|
||||||
This development workflow ensures consistent, high-quality implementation of the NT8 Institutional SDK. By following these principles and practices, we can deliver a robust, maintainable, and scalable trading platform that meets institutional requirements for risk management and performance.
|
|
||||||
|
|
||||||
The workflow emphasizes systematic progress, quality assurance, and continuous improvement. Each task should be approached with thorough research, careful implementation, and comprehensive validation to ensure the highest quality outcome.
|
|
||||||
|
|||||||
31
.kilocode/rules/docs_maintenance.md
Normal file
31
.kilocode/rules/docs_maintenance.md
Normal file
@@ -0,0 +1,31 @@
|
|||||||
|
# Governance Docs Maintenance Policy
|
||||||
|
**Last Updated:** 2026-04-05
|
||||||
|
|
||||||
|
## Canonical Source Rule
|
||||||
|
- [ ] `docs/00-governance/*` is the canonical planning and execution source.
|
||||||
|
- [ ] Prefer updating canonical governance docs over duplicating guidance elsewhere.
|
||||||
|
|
||||||
|
## Historical/Contextual Docs (Read-Only by Default)
|
||||||
|
Treat these as non-canonical unless explicitly requested by task scope:
|
||||||
|
- `README.md`
|
||||||
|
- `docs/README.md`
|
||||||
|
- `PROJECT_HANDOVER.md`
|
||||||
|
- `DESIGNED_VS_IMPLEMENTED_GAP_ANALYSIS.md`
|
||||||
|
- `docs/INDEX.md`
|
||||||
|
|
||||||
|
## Update Triggers
|
||||||
|
- [ ] Update `docs/00-governance/active_work.md` when priorities, status, blockers, or ownership change.
|
||||||
|
- [ ] Update `docs/00-governance/roadmap.md` when milestone sequence, scope, or timing changes.
|
||||||
|
- [ ] Update `docs/00-governance/decisions.md` when durable architecture tradeoffs/decisions are made.
|
||||||
|
- [ ] Update `CLEANUP_LOG.md` when cleanup debt is created, resolved, or deferred.
|
||||||
|
|
||||||
|
## Compile Knowledge Capture (Concise and Durable)
|
||||||
|
When a compile issue occurs, record:
|
||||||
|
- [ ] Prevention rule in `docs/00-governance/compile_guardrails.md`.
|
||||||
|
- [ ] Error fingerprint + fix in `docs/00-governance/common_failures.md`.
|
||||||
|
- [ ] Reusable pattern and anti-pattern in `docs/00-governance/patterns_and_antipatterns.md`.
|
||||||
|
|
||||||
|
## Documentation Hygiene
|
||||||
|
- [ ] Keep entries concise, actionable, and dated.
|
||||||
|
- [ ] Link to authoritative rules instead of duplicating long guidance.
|
||||||
|
- [ ] Do not update unrelated docs in the same task.
|
||||||
35
.kilocode/rules/ninjascript_guardrails.md
Normal file
35
.kilocode/rules/ninjascript_guardrails.md
Normal file
@@ -0,0 +1,35 @@
|
|||||||
|
# NinjaScript Guardrails - Operational Checklist
|
||||||
|
**Last Updated:** 2026-04-05
|
||||||
|
|
||||||
|
Use this checklist whenever touching NinjaScript-facing files.
|
||||||
|
|
||||||
|
## Pre-Edit Checks (Required)
|
||||||
|
- [ ] Confirm file is in task scope and allowed by `.kilocode/rules/file_boundaries.md`.
|
||||||
|
- [ ] Verify exact API signatures against official NT8 docs: `https://developer.ninjatrader.com/docs/desktop`.
|
||||||
|
- [ ] Confirm C# 5.0 compatibility using `.kilocode/rules/csharp_50_syntax.md`.
|
||||||
|
|
||||||
|
## Lifecycle and Safety Rules (Required)
|
||||||
|
- [ ] Use `OnStateChange` correctly: `State.SetDefaults`, `State.Configure`, `State.DataLoaded`.
|
||||||
|
- [ ] Keep runtime logic out of `SetDefaults` and `Configure`.
|
||||||
|
- [ ] Guard `OnBarUpdate` for series and readiness (`BarsInProgress`, `CurrentBar`/`CurrentBars`).
|
||||||
|
- [ ] In managed order flow, set stop/target before entry on the same bar.
|
||||||
|
- [ ] Do not mix managed and unmanaged order models unless explicitly required.
|
||||||
|
|
||||||
|
## API Integrity Rules (Required)
|
||||||
|
- [ ] Do not guess method signatures, enum members, attributes, or overloads.
|
||||||
|
- [ ] Do not use unsupported attributes (example: `[Optimizable]`).
|
||||||
|
- [ ] Do not invent placeholder types/enums unless explicitly confirmed by task/domain requirements.
|
||||||
|
|
||||||
|
## Compile Validation Sequence
|
||||||
|
- [ ] Run `.\verify-build.bat`.
|
||||||
|
- [ ] Run required deploy step when NinjaScript source must be synced to NT8.
|
||||||
|
- [ ] Compile in NT8 NinjaScript Editor (authoritative NinjaScript compile gate).
|
||||||
|
|
||||||
|
## Compile Failure Learning Loop
|
||||||
|
If any compile issue occurs:
|
||||||
|
- [ ] Capture error fingerprint (`code`, file, line, root cause).
|
||||||
|
- [ ] Apply the smallest safe fix and re-run validation sequence.
|
||||||
|
- [ ] Record durable learning in:
|
||||||
|
- `docs/00-governance/common_failures.md` (symptom + fix)
|
||||||
|
- `docs/00-governance/compile_guardrails.md` (preventive rule)
|
||||||
|
- `docs/00-governance/patterns_and_antipatterns.md` (good vs bad pattern)
|
||||||
@@ -1,163 +1,45 @@
|
|||||||
# Project Context — NT8 SDK (Sprint 2: SIM Validation)
|
# Project Context - NT8 SDK
|
||||||
**Last Updated:** 2026-03-27
|
**Last Updated:** 2026-04-05
|
||||||
|
|
||||||
You are working on the **NT8 SDK** — an institutional-grade algorithmic futures trading system for NinjaTrader 8.
|
Mission: ship safe, compile-stable NT8 trading software with strict scope control and durable governance documentation.
|
||||||
This is **production trading software**. Bugs cause real financial losses. Never take shortcuts.
|
|
||||||
|
|
||||||
---
|
## Session Start (Mandatory)
|
||||||
|
- [ ] Read these files first, in order:
|
||||||
|
1. `docs/00-governance/executive_summary.md`
|
||||||
|
2. `docs/00-governance/current_status.md`
|
||||||
|
3. `docs/00-governance/active_work.md`
|
||||||
|
4. `docs/00-governance/architecture.md`
|
||||||
|
5. `docs/00-governance/roadmap.md`
|
||||||
|
- [ ] Treat `docs/00-governance/*` as canonical for current direction.
|
||||||
|
|
||||||
## Critical Rules for Kilocode
|
## Historical/Contextual Sources (Non-Canonical)
|
||||||
|
Use only for background unless explicitly requested in task scope:
|
||||||
|
- `README.md`
|
||||||
|
- `docs/README.md`
|
||||||
|
- `PROJECT_HANDOVER.md`
|
||||||
|
- `DESIGNED_VS_IMPLEMENTED_GAP_ANALYSIS.md`
|
||||||
|
- `docs/INDEX.md`
|
||||||
|
|
||||||
1. **Only modify files listed in the task spec.** Never touch adjacent code.
|
## File Touch Scope (Hard Rules)
|
||||||
2. **C# 5.0 only.** No `$""`, no `?.`, no `=>` bodies, no `nameof()`, no async/await.
|
- [ ] Modify only files explicitly listed in the task spec.
|
||||||
3. **Never remove XML documentation or comments.**
|
- [ ] Do not edit adjacent files for cleanup or style-only changes.
|
||||||
4. **Never change interface signatures** — IStrategy, IRiskManager, IPositionSizer, INT8ExecutionBridge are frozen.
|
- [ ] If a required fix is outside scope, stop and record a scope blocker.
|
||||||
5. **Always build before deploying:** `dotnet build NT8-SDK.sln --configuration Release`
|
- [ ] Respect `.kilocode/rules/file_boundaries.md` at all times.
|
||||||
6. **Always deploy to BOTH paths** after every code change:
|
|
||||||
- Repo: `C:\dev\nt8-sdk\src\NT8.Adapters\Strategies\`
|
|
||||||
- NT8: `C:\Users\billy\Documents\NinjaTrader 8\bin\Custom\Strategies\`
|
|
||||||
7. **Never guess NT8 API signatures.** Verify at `https://developer.ninjatrader.com/docs/desktop`.
|
|
||||||
|
|
||||||
---
|
## Conversation Separation (Hard Rules)
|
||||||
|
- [ ] Strategy conversations: entry/exit logic and behavior.
|
||||||
|
- [ ] Architecture conversations: cross-component design and interfaces.
|
||||||
|
- [ ] Coding conversations: implementation details and diffs.
|
||||||
|
- [ ] Do not mix decisions across tracks; record architecture decisions in `docs/00-governance/decisions.md`.
|
||||||
|
|
||||||
## Current State (2026-03-27)
|
## Documentation Sync Triggers
|
||||||
|
Update governance docs as part of normal task completion:
|
||||||
|
- [ ] Update `docs/00-governance/active_work.md` when current priorities, status, blockers, or ownership change.
|
||||||
|
- [ ] Update `docs/00-governance/roadmap.md` when milestone sequence, scope, or timing changes.
|
||||||
|
- [ ] Update `docs/00-governance/decisions.md` when a durable tradeoff or architecture decision is made.
|
||||||
|
- [ ] Update `CLEANUP_LOG.md` when cleanup debt is created, resolved, or deferred.
|
||||||
|
|
||||||
**What works end-to-end:**
|
## Compatibility and Safety Baselines
|
||||||
- SimpleORBStrategy with 10-factor confluence scoring
|
- [ ] C# 5.0 only (`.kilocode/rules/csharp_50_syntax.md`).
|
||||||
- NT8StrategyBase with session management, kill switch, connection recovery
|
- [ ] NT8 compile safety (`.kilocode/rules/ninjascript_guardrails.md`, `.kilocode/rules/nt8compilespec.md`).
|
||||||
- Dual-leg scaler + runner architecture (EntriesPerDirection=2 restored)
|
- [ ] Verification gates (`.kilocode/rules/verification_requirements.md`).
|
||||||
- PortfolioRiskManager singleton (kill switch, daily loss, contract cap)
|
|
||||||
- File logging (session log + settings export)
|
|
||||||
- Historical replay guard (_realtimeBarSeen)
|
|
||||||
- Execution confirmed in SIM on 2026-03-27
|
|
||||||
|
|
||||||
**Pending validation:**
|
|
||||||
- Runner leg dual-fill (Qty=2) — run backtest to confirm
|
|
||||||
- Breakeven + trail in live multi-bar scenario
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## Architecture
|
|
||||||
|
|
||||||
```
|
|
||||||
SimpleORBNT8.cs NT8 entry point
|
|
||||||
↓
|
|
||||||
NT8StrategyBase.cs Abstract base: bar routing, kill switch, breakeven, runner trail
|
|
||||||
↓
|
|
||||||
SimpleORBStrategy.cs Signal: ORB detection, 10-factor confluence, _tradeTaken lock
|
|
||||||
↓
|
|
||||||
NT8OrderAdapter.cs INT8ExecutionBridge: EnterLong/EnterShort/SetStopLoss
|
|
||||||
↓
|
|
||||||
PortfolioRiskManager.cs Singleton: cross-strategy risk
|
|
||||||
↓
|
|
||||||
NinjaTrader 8
|
|
||||||
```
|
|
||||||
|
|
||||||
## Key Files
|
|
||||||
|
|
||||||
| File | Path |
|
|
||||||
|---|---|
|
|
||||||
| NT8StrategyBase.cs | `src\NT8.Adapters\Strategies\` |
|
|
||||||
| SimpleORBNT8.cs | `src\NT8.Adapters\Strategies\` |
|
|
||||||
| SimpleORBStrategy.cs | `src\NT8.Strategies\Examples\` |
|
|
||||||
| NT8OrderAdapter.cs | `src\NT8.Adapters\NinjaTrader\` |
|
|
||||||
| PortfolioRiskManager.cs | `src\NT8.Core\Risk\` |
|
|
||||||
| deploy-to-nt8.bat | `deployment\` |
|
|
||||||
|
|
||||||
## Active Sprint Tasks
|
|
||||||
|
|
||||||
See `SPRINT_BOARD.md` (at `docs\architecture\phase1_sprint_plan.md`) for full task list.
|
|
||||||
|
|
||||||
Immediate next action: Run Strategy Analyzer backtest (NQ JUN26, Jan 1 2026 → Mar 27 2026) and confirm `PNL_UPDATE Position=Short Qty=2` in session log to validate runner leg.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## What Is Already Built (Do Not Touch)
|
|
||||||
|
|
||||||
All core trading logic is complete and has 240+ passing tests:
|
|
||||||
|
|
||||||
| Layer | Status | Key Files |
|
|
||||||
|---|---|---|
|
|
||||||
| Risk (Tier 1-3) | ✅ Complete | `src/NT8.Core/Risk/` |
|
|
||||||
| Position Sizing | ✅ Complete | `src/NT8.Core/Sizing/` |
|
|
||||||
| OMS / Order Lifecycle | ✅ Complete | `src/NT8.Core/OMS/` |
|
|
||||||
| Intelligence | ✅ Complete | `src/NT8.Core/Intelligence/` |
|
|
||||||
| Analytics | ✅ Complete | `src/NT8.Core/Analytics/` |
|
|
||||||
| Execution Utilities | ✅ Complete | `src/NT8.Core/Execution/` |
|
|
||||||
| Market Data | ✅ Complete | `src/NT8.Core/MarketData/` |
|
|
||||||
|
|
||||||
**NT8 Order Execution is ALREADY WIRED.**
|
|
||||||
`NT8StrategyBase.SubmitOrderToNT8()` calls `EnterLong`, `EnterShort`, `SetStopLoss`, and
|
|
||||||
`SetProfitTarget` directly. The execution path works end-to-end. Do not re-implement it.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## What You Are Fixing (The Active Task List)
|
|
||||||
|
|
||||||
### CRITICAL — `NT8StrategyBase.cs`
|
|
||||||
|
|
||||||
**Gap 1 — No kill switch**
|
|
||||||
`NT8StrategyBase` has no `EnableKillSwitch` NinjaScript parameter and no early-exit in `OnBarUpdate()`.
|
|
||||||
A runaway strategy cannot be stopped without killing NinjaTrader.
|
|
||||||
**Fix:** Add `EnableKillSwitch` (bool NinjaScript property) and `EnableVerboseLogging` property.
|
|
||||||
Add kill switch check as the FIRST thing in `OnBarUpdate()`.
|
|
||||||
→ See `TASK-01-kill-switch.md`
|
|
||||||
|
|
||||||
**Gap 2 — `ExecutionCircuitBreaker` not wired**
|
|
||||||
`src/NT8.Core/Execution/ExecutionCircuitBreaker.cs` is complete and tested.
|
|
||||||
It is never instantiated. Orders submit regardless of latency or rejection conditions.
|
|
||||||
**Fix:** Instantiate in `InitializeSdkComponents()`, gate orders in `SubmitOrderToNT8()`, wire rejections in `OnOrderUpdate()`.
|
|
||||||
→ See `TASK-02-circuit-breaker.md`
|
|
||||||
|
|
||||||
### HIGH — `TrailingStopManager.cs`
|
|
||||||
|
|
||||||
**Gap 3 — Placeholder stop math returns zero**
|
|
||||||
`CalculateNewStopPrice()` FixedTrailing branch: `marketPrice - (x - x)` = always zero movement.
|
|
||||||
ATRTrailing and Chandelier also have meaningless placeholder formulas.
|
|
||||||
**Fix:** Replace with real calculations using `TrailingStopConfig.TrailingAmountTicks` and `AtrMultiplier`.
|
|
||||||
→ See `TASK-03-trailing-stop.md`
|
|
||||||
|
|
||||||
### HIGH — `BasicLogger.cs`
|
|
||||||
|
|
||||||
**Gap 4 — No log-level filter**
|
|
||||||
Every log statement writes to console unconditionally. Cannot suppress debug noise in production.
|
|
||||||
**Fix:** Add `MinimumLevel` property (defaults to `Information`). Suppress messages below threshold.
|
|
||||||
→ See `TASK-04-log-level.md`
|
|
||||||
|
|
||||||
### MEDIUM — `SessionManager.cs`
|
|
||||||
|
|
||||||
**Gap 5 — No holiday awareness**
|
|
||||||
`IsRegularTradingHours()` checks session times only. Will attempt to trade on Christmas, Thanksgiving, etc.
|
|
||||||
**Fix:** Add static CME holiday set for 2025/2026. Return `false` on those dates.
|
|
||||||
→ See `TASK-05-session-holidays.md`
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## Architecture (Read Before Touching Anything)
|
|
||||||
|
|
||||||
```
|
|
||||||
SimpleORBStrategy.OnBar()
|
|
||||||
↓ returns StrategyIntent
|
|
||||||
NT8StrategyBase.OnBarUpdate()
|
|
||||||
↓ [TASK-01: kill switch check here, first]
|
|
||||||
↓ calls ProcessStrategyIntent()
|
|
||||||
↓ calls _riskManager.ValidateOrder()
|
|
||||||
↓ calls _positionSizer.CalculateSize()
|
|
||||||
↓ calls SubmitOrderToNT8()
|
|
||||||
↓ [TASK-02: circuit breaker gate here]
|
|
||||||
↓ calls EnterLong/EnterShort/SetStopLoss/SetProfitTarget (already works)
|
|
||||||
NT8 callbacks → OnOrderUpdate / OnExecutionUpdate
|
|
||||||
↓ [TASK-02: record rejections in circuit breaker here]
|
|
||||||
```
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## Technology Constraints
|
|
||||||
|
|
||||||
- **C# 5.0 only** — no `$""`, no `?.`, no `=>` on methods/properties, no `nameof()`, no `out var`
|
|
||||||
- **.NET Framework 4.8** — not .NET Core/5+/6+
|
|
||||||
- **NinjaScript managed orders** — `EnterLong`, `EnterShort`, `SetStopLoss`, `SetProfitTarget`
|
|
||||||
- `string.Format()` everywhere, never string interpolation
|
|
||||||
- All `Dictionary`, `HashSet` access inside `lock (_lock)` blocks
|
|
||||||
- XML doc comments on all public members
|
|
||||||
- `try/catch` on all public methods with `LogError` in the catch
|
|
||||||
|
|||||||
@@ -1,3 +1,9 @@
|
|||||||
|
> ⚠️ HISTORICAL — see docs/00-governance/ for current state
|
||||||
|
|
||||||
|
This file may contain outdated or mixed historical information.
|
||||||
|
Canonical current-state documentation lives in docs/00-governance/.
|
||||||
|
This file is retained for history/reference only.
|
||||||
|
|
||||||
# NT8-SDK — Gap Analysis & Roadmap
|
# NT8-SDK — Gap Analysis & Roadmap
|
||||||
**Version:** 3.0 | **Date:** 2026-03-27 | Supersedes all previous gap analysis documents.
|
**Version:** 3.0 | **Date:** 2026-03-27 | Supersedes all previous gap analysis documents.
|
||||||
|
|
||||||
|
|||||||
@@ -1,3 +1,9 @@
|
|||||||
|
> ⚠️ HISTORICAL — see docs/00-governance/ for current state
|
||||||
|
|
||||||
|
This file may contain outdated or mixed historical information.
|
||||||
|
Canonical current-state documentation lives in docs/00-governance/.
|
||||||
|
This file is retained for history/reference only.
|
||||||
|
|
||||||
# NT8-SDK — Project Context & Current State
|
# NT8-SDK — Project Context & Current State
|
||||||
**Version:** 3.0 | **Date:** 2026-03-27 | **Status:** Sprint 2 Active — SIM Validation
|
**Version:** 3.0 | **Date:** 2026-03-27 | **Status:** Sprint 2 Active — SIM Validation
|
||||||
|
|
||||||
|
|||||||
@@ -1,3 +1,5 @@
|
|||||||
|
> 📋 NOTE — This README is under revision. See docs/00-governance/ for current architecture and status.
|
||||||
|
|
||||||
# NT8-SDK — Institutional Algorithmic Futures Trading System
|
# NT8-SDK — Institutional Algorithmic Futures Trading System
|
||||||
|
|
||||||
**See `NT8_SDK_Handover_Package.docx` for the complete milestone handover document.**
|
**See `NT8_SDK_Handover_Package.docx` for the complete milestone handover document.**
|
||||||
|
|||||||
177
docs/00-governance/CLEANUP_LOG.md
Normal file
177
docs/00-governance/CLEANUP_LOG.md
Normal file
@@ -0,0 +1,177 @@
|
|||||||
|
# Governance Cleanup Log
|
||||||
|
|
||||||
|
## 2026-04-05
|
||||||
|
- Established `docs/00-governance/` as canonical governance entry point.
|
||||||
|
- Added concise governance baseline documents:
|
||||||
|
- `executive_summary.md`
|
||||||
|
- `architecture.md`
|
||||||
|
- `current_status.md`
|
||||||
|
- `roadmap.md`
|
||||||
|
- `active_work.md`
|
||||||
|
- Updated onboarding guidance in `.kilocode/rules/project_context.md` to point new sessions to governance docs first.
|
||||||
|
- Reclassified `PROJECT_HANDOVER.md` and `DESIGNED_VS_IMPLEMENTED_GAP_ANALYSIS.md` as historical/contextual references, not primary truth.
|
||||||
|
- No code files modified and no file moves performed.
|
||||||
|
- Moved `docs/PHASE2_COMPLETION_REPORT.md` to `docs/archive/phase-history/PHASE2_COMPLETION_REPORT.md`.
|
||||||
|
- Added historical header + archival note block to:
|
||||||
|
- `docs/README.md`
|
||||||
|
- `PROJECT_HANDOVER.md`
|
||||||
|
- `DESIGNED_VS_IMPLEMENTED_GAP_ANALYSIS.md`
|
||||||
|
- `docs/INDEX.md`
|
||||||
|
- `docs/archive/phase-history/PHASE2_COMPLETION_REPORT.md`
|
||||||
|
- Added a softer revision note to `README.md` instead of a historical warning.
|
||||||
|
- Marked `docs/INDEX.md` historical in place because it currently misdirects navigation.
|
||||||
|
- Added follow-up debt: shared metrics vocabulary currently duplicated in `docs/02-runbooks/backtest_review_workflow.md` and `docs/02-runbooks/live_test_review_workflow.md`; later extract to shared governance doc `docs/00-governance/metrics_vocabulary.md`.
|
||||||
|
|
||||||
|
|
||||||
|
## Legacy Source Cleanup — Pass 1 (Non-Destructive)
|
||||||
|
|
||||||
|
**Date:** 2026-04-05
|
||||||
|
**Branch:** cleanup/legacy-source
|
||||||
|
**Type:** Non-destructive archive + tombstone cleanup
|
||||||
|
|
||||||
|
### Summary
|
||||||
|
Performed a conservative source cleanup to reduce ambiguity for AI agents and developers.
|
||||||
|
Focused on isolating legacy code paths and removing confirmed placeholder/tombstone artifacts without impacting the active runtime path.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
### Actions Taken
|
||||||
|
|
||||||
|
#### 1. Legacy Orders System Archived
|
||||||
|
The `NT8.Core.Orders` namespace was explicitly marked as archived and superseded by `NT8.Core.OMS`.
|
||||||
|
|
||||||
|
Moved to:
|
||||||
|
- `src/_archive/legacy-orders/`
|
||||||
|
- `IOrderManager.cs`
|
||||||
|
- `OrderManager.cs`
|
||||||
|
- `OrderModels.cs`
|
||||||
|
|
||||||
|
Paired test moved with source:
|
||||||
|
- `tests/_archive/legacy-orders/OrderManagerTests.cs`
|
||||||
|
|
||||||
|
Rationale:
|
||||||
|
- Prevents compile/runtime confusion between legacy Orders and active OMS
|
||||||
|
- Prevents tests from referencing removed implementation paths
|
||||||
|
- Ensures AI agents do not target deprecated order management logic
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
#### 2. Placeholder Source Files Archived
|
||||||
|
Moved to:
|
||||||
|
- `src/_archive/placeholders/`
|
||||||
|
- `PlaceholderAdapter.cs`
|
||||||
|
- `PlaceholderContract.cs`
|
||||||
|
- `PlaceholderStrategy.cs`
|
||||||
|
|
||||||
|
Rationale:
|
||||||
|
- These files contain no meaningful implementation
|
||||||
|
- They create false signal for AI-assisted development
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
#### 3. Placeholder Test Files Archived
|
||||||
|
Moved to:
|
||||||
|
- `tests/_archive/placeholders/`
|
||||||
|
- `Integration_PlaceholderTests.cs`
|
||||||
|
- `Performance_PlaceholderTests.cs`
|
||||||
|
|
||||||
|
Deleted:
|
||||||
|
- `tests/NT8.Integration.Tests/UnitTest1.cs`
|
||||||
|
- `tests/NT8.Performance.Tests/UnitTest1.cs`
|
||||||
|
|
||||||
|
Rationale:
|
||||||
|
- Placeholder tests (`Assert.IsTrue(true)`) provide no coverage
|
||||||
|
- They distort test signal and can mislead analysis workflows
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
#### 4. Tombstone / Dead Files Removed
|
||||||
|
Deleted (confirmed comment-only or empty artifacts):
|
||||||
|
- `src/NT8.Adapters/Class1.cs.bak`
|
||||||
|
- `src/NT8.Contracts/Class1.cs`
|
||||||
|
- `src/NT8.Strategies/Class1.cs`
|
||||||
|
|
||||||
|
Rationale:
|
||||||
|
- Files contained no executable logic
|
||||||
|
- Safe removal reduces noise and ambiguity
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
### Deferred / Blocked Items
|
||||||
|
|
||||||
|
These files were intentionally **not modified** in this pass due to active references or ambiguity:
|
||||||
|
|
||||||
|
- `src/NT8.Adapters/Wrappers/BaseNT8StrategyWrapper.cs`
|
||||||
|
- `src/NT8.Adapters/Wrappers/SimpleORBNT8Wrapper.cs`
|
||||||
|
- `src/NT8.Core/Risk/RiskManager.cs`
|
||||||
|
- `src/NT8.Adapters/NinjaTrader/NT8Adapter.cs`
|
||||||
|
- `src/NT8.Core/Class1.cs.bak` (contains real code, not a tombstone)
|
||||||
|
|
||||||
|
Status:
|
||||||
|
- Blocked pending second cleanup pass
|
||||||
|
|
||||||
|
Reason:
|
||||||
|
- Wrapper layer has test dependencies that must be migrated or rewritten before archiving
|
||||||
|
- Some files contain real logic and require classification (active vs legacy) before removal
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
### Verification
|
||||||
|
|
||||||
|
- `verify-build.bat`: **PASS**
|
||||||
|
- All tests passing:
|
||||||
|
- Core: 393/393
|
||||||
|
- Integration: 78/78
|
||||||
|
- Performance: 10/10
|
||||||
|
|
||||||
|
No compile errors or regressions introduced.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
### Impact
|
||||||
|
|
||||||
|
- Eliminated legacy order management ambiguity
|
||||||
|
- Reduced AI hallucination risk in source selection
|
||||||
|
- Removed non-functional placeholder code and tests
|
||||||
|
- Preserved full build and test integrity
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
### Follow-Up Actions
|
||||||
|
|
||||||
|
1. Second cleanup pass:
|
||||||
|
- Wrapper layer isolation or migration
|
||||||
|
- RiskManager classification
|
||||||
|
- NT8Adapter classification
|
||||||
|
- Resolve `Class1.cs.bak` ambiguity
|
||||||
|
|
||||||
|
2. Metrics vocabulary extraction:
|
||||||
|
- Duplicate metrics definitions exist in:
|
||||||
|
- `backtest_review_workflow.md`
|
||||||
|
- `live_test_review_workflow.md`
|
||||||
|
- Planned extraction target:
|
||||||
|
- `docs/00-governance/metrics_vocabulary.md`
|
||||||
|
|
||||||
|
3. Optional:
|
||||||
|
- Introduce `src/_archive/experimental/` if needed for future isolation
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
### Notes
|
||||||
|
|
||||||
|
- No protected runtime paths were modified
|
||||||
|
- No namespaces or interfaces were changed
|
||||||
|
- No `.csproj` files were modified
|
||||||
|
- All changes were reversible via archive structure
|
||||||
|
|
||||||
|
Pass 2 removed:
|
||||||
|
src/NT8.Core/Risk/RiskManager.cs
|
||||||
|
src/NT8.Core/Class1.cs.bak
|
||||||
|
wrappers + NT8Adapter.cs + wrapper-dependent tests/docs remain deferred as a grouped cluster
|
||||||
|
future pass must handle:
|
||||||
|
BaseNT8StrategyWrapper.cs
|
||||||
|
SimpleORBNT8Wrapper.cs
|
||||||
|
NT8Adapter.cs
|
||||||
|
NT8WrapperTests.cs
|
||||||
|
wrapper-dependent parts of NT8IntegrationTests.cs
|
||||||
|
historical docs that still reference wrapper deployment
|
||||||
17
docs/00-governance/active_work.md
Normal file
17
docs/00-governance/active_work.md
Normal file
@@ -0,0 +1,17 @@
|
|||||||
|
# Active Work
|
||||||
|
|
||||||
|
## Current Execution Focus
|
||||||
|
- Validate runner-leg dual-fill behavior in Strategy Analyzer/session logs.
|
||||||
|
- Close remaining Sprint 2 hardening items already identified in task specs.
|
||||||
|
- Preserve strict compile and deployment verification sequence for every change.
|
||||||
|
|
||||||
|
## In-Scope Hardening Themes
|
||||||
|
- Strategy safety controls and execution circuit-breaker wiring.
|
||||||
|
- Trailing stop calculation correctness.
|
||||||
|
- Logging verbosity controls for production noise reduction.
|
||||||
|
- Session/holiday awareness to avoid invalid trading windows.
|
||||||
|
|
||||||
|
## Working Rules
|
||||||
|
- Apply changes only to explicitly scoped files per task.
|
||||||
|
- Keep NT8 API signatures and managed-order sequencing exact.
|
||||||
|
- Maintain C# 5.0 compatibility and existing interface boundaries.
|
||||||
28
docs/00-governance/architecture.md
Normal file
28
docs/00-governance/architecture.md
Normal file
@@ -0,0 +1,28 @@
|
|||||||
|
# Architecture Governance
|
||||||
|
|
||||||
|
## Runtime Flow (Authoritative)
|
||||||
|
```
|
||||||
|
SimpleORBNT8.cs
|
||||||
|
-> NT8StrategyBase.cs
|
||||||
|
-> SimpleORBStrategy.cs
|
||||||
|
-> NT8OrderAdapter.cs
|
||||||
|
-> PortfolioRiskManager.cs
|
||||||
|
-> NinjaTrader 8
|
||||||
|
```
|
||||||
|
|
||||||
|
## Responsibilities
|
||||||
|
- `SimpleORBNT8.cs`: NT8 entry point and platform lifecycle bridge.
|
||||||
|
- `NT8StrategyBase.cs`: orchestration, risk gate sequencing, execution handoff, platform callbacks.
|
||||||
|
- `SimpleORBStrategy.cs`: signal generation and confluence grading only.
|
||||||
|
- `NT8OrderAdapter.cs`: execution bridge to NT8 managed order APIs.
|
||||||
|
- `PortfolioRiskManager.cs`: cross-strategy risk controls and account-level enforcement.
|
||||||
|
|
||||||
|
## Architectural Constraints
|
||||||
|
- Risk-first flow is mandatory; no strategy-level bypass of risk validation.
|
||||||
|
- Managed-order sequence remains required (`SetStopLoss` / `SetProfitTarget` before entry).
|
||||||
|
- C# 5.0 syntax only, .NET Framework 4.8 only.
|
||||||
|
- NT8 signatures must be verified against official NinjaTrader docs before API-touching edits.
|
||||||
|
|
||||||
|
## Governance Notes
|
||||||
|
- Core Risk/Sizing/OMS/Intelligence/Analytics layers are treated as complete and stable unless explicitly re-opened by approved work.
|
||||||
|
- Hardening changes are concentrated in targeted adapter/utility components per active-work scope.
|
||||||
33
docs/00-governance/common_failures.md
Normal file
33
docs/00-governance/common_failures.md
Normal file
@@ -0,0 +1,33 @@
|
|||||||
|
# Common Compile Failures
|
||||||
|
**Last Updated:** 2026-04-05
|
||||||
|
|
||||||
|
Record concise error fingerprints and verified fixes.
|
||||||
|
|
||||||
|
## Entry Template
|
||||||
|
- **Date:** YYYY-MM-DD
|
||||||
|
- **Error:** `CSXXXX`
|
||||||
|
- **Fingerprint:** file + line + short symptom
|
||||||
|
- **Root cause:** one sentence
|
||||||
|
- **Fix:** one to three concrete steps
|
||||||
|
- **Prevention link:** guardrail/pattern doc entry added
|
||||||
|
|
||||||
|
## Starter Examples
|
||||||
|
1. **`CS0115` no suitable method found to override**
|
||||||
|
- Root cause: incorrect NT8 override signature.
|
||||||
|
- Fix: replace with exact official signature; recompile.
|
||||||
|
|
||||||
|
2. **`CS0507` cannot change access modifiers when overriding**
|
||||||
|
- Root cause: used `public override`/`private override` instead of `protected override`.
|
||||||
|
- Fix: change to `protected override`; recompile.
|
||||||
|
|
||||||
|
3. **`CS0246` type or namespace not found**
|
||||||
|
- Root cause: missing using/namespace or undefined domain type.
|
||||||
|
- Fix: add correct namespace reference or confirmed type definition.
|
||||||
|
|
||||||
|
4. **`CS1503` argument type mismatch**
|
||||||
|
- Root cause: wrong overload or argument ordering.
|
||||||
|
- Fix: align call with exact method signature and parameter types.
|
||||||
|
|
||||||
|
5. **C# 6+ syntax in C# 5 project**
|
||||||
|
- Root cause: use of `$""`, `?.`, `nameof`, expression-bodied members, etc.
|
||||||
|
- Fix: rewrite using C# 5 compatible constructs.
|
||||||
20
docs/00-governance/compile_guardrails.md
Normal file
20
docs/00-governance/compile_guardrails.md
Normal file
@@ -0,0 +1,20 @@
|
|||||||
|
# Compile Guardrails
|
||||||
|
**Last Updated:** 2026-04-05
|
||||||
|
|
||||||
|
Preventive rules to reduce repeat compile failures.
|
||||||
|
|
||||||
|
## Core Prevention Rules
|
||||||
|
- [ ] Verify NT8 signatures in official docs before adding/changing any `protected override`.
|
||||||
|
- [ ] Keep NinjaScript edits within task scope and allowed file boundaries.
|
||||||
|
- [ ] Enforce C# 5.0 syntax only; reject C# 6+ constructs.
|
||||||
|
- [ ] Keep managed order sequence correct (stop/target before entry on same bar).
|
||||||
|
- [ ] Guard `OnBarUpdate` by `BarsInProgress` and bar readiness.
|
||||||
|
- [ ] Do not use unsupported attributes/types/enums without confirmation.
|
||||||
|
|
||||||
|
## Verification Gates
|
||||||
|
- [ ] Run `.\verify-build.bat` after changes.
|
||||||
|
- [ ] Run focused tests for changed area.
|
||||||
|
- [ ] If NinjaScript touched, compile in NT8 NinjaScript Editor.
|
||||||
|
|
||||||
|
## Update Rule
|
||||||
|
- [ ] Add a new guardrail entry whenever a compile issue reveals a missing prevention rule.
|
||||||
20
docs/00-governance/current_status.md
Normal file
20
docs/00-governance/current_status.md
Normal file
@@ -0,0 +1,20 @@
|
|||||||
|
# Current Status
|
||||||
|
|
||||||
|
## Snapshot (2026-04-05)
|
||||||
|
- Program phase: Sprint 2 SIM validation with production-hardening follow-through.
|
||||||
|
- Core implementation: complete across major layers with 240+ passing tests.
|
||||||
|
- Live focus: execution safety, validation depth, and operational reliability.
|
||||||
|
|
||||||
|
## Confirmed Working Areas
|
||||||
|
- End-to-end strategy pipeline from signal -> risk -> sizing -> NT8 managed execution.
|
||||||
|
- Session handling, portfolio risk controls, and base strategy orchestration.
|
||||||
|
- Existing analytics/risk/sizing/OMS foundations remain stable.
|
||||||
|
|
||||||
|
## Open Findings Driving Work
|
||||||
|
- Runner leg behavior requires explicit validation evidence (`Qty=2` path confirmation).
|
||||||
|
- Risk/config consistency checks need tightening in runtime safeguards.
|
||||||
|
- Operational controls (CI automation, alerting, and out-of-sample validation) remain pending.
|
||||||
|
|
||||||
|
## Operational Reality
|
||||||
|
- `dotnet build` success is necessary but not sufficient; NT8 NinjaScript compile remains a separate required validation step.
|
||||||
|
- Deployment integrity requires keeping repo and NT8 runtime strategy copies synchronized.
|
||||||
15
docs/00-governance/decisions.md
Normal file
15
docs/00-governance/decisions.md
Normal file
@@ -0,0 +1,15 @@
|
|||||||
|
# Architecture Decisions
|
||||||
|
|
||||||
|
Use this file to record durable project decisions that affect implementation patterns, interfaces, or workflow.
|
||||||
|
|
||||||
|
## Decision Template
|
||||||
|
- ID: DEC-YYYYMMDD-XX
|
||||||
|
- Date:
|
||||||
|
- Status: proposed | accepted | superseded
|
||||||
|
- Context:
|
||||||
|
- Decision:
|
||||||
|
- Consequences:
|
||||||
|
- Related Files:
|
||||||
|
|
||||||
|
## Decision Log
|
||||||
|
- No decisions recorded yet.
|
||||||
20
docs/00-governance/executive_summary.md
Normal file
20
docs/00-governance/executive_summary.md
Normal file
@@ -0,0 +1,20 @@
|
|||||||
|
# Executive Summary
|
||||||
|
|
||||||
|
## Scope
|
||||||
|
- This folder (`docs/00-governance/`) is the canonical governance source for project state, priorities, architecture intent, and active execution guidance.
|
||||||
|
- Governance is aligned to Sprint 2 (SIM validation) with production hardening gaps tracked and prioritized.
|
||||||
|
|
||||||
|
## Current Position (2026-04-05)
|
||||||
|
- Core engine is implemented with 240+ passing tests across core components.
|
||||||
|
- NT8 execution path is wired and validated in SIM for baseline operation.
|
||||||
|
- Remaining work is focused on closing operational hardening gaps and validating runner behavior under production-like conditions.
|
||||||
|
|
||||||
|
## Approved Direction
|
||||||
|
- Keep execution in managed-order NT8 patterns and C# 5.0 / .NET Framework 4.8 constraints.
|
||||||
|
- Complete critical and high-priority hardening tasks before expanding strategy scope.
|
||||||
|
- Treat historical handover artifacts as context only; governance decisions flow from this folder.
|
||||||
|
|
||||||
|
## Immediate Priorities
|
||||||
|
- Confirm runner-leg dual-fill behavior in analyzer/session logs.
|
||||||
|
- Close safety and observability items already identified in Sprint 2/3 gap tracking.
|
||||||
|
- Maintain strict file-boundary and compile-guardrail discipline for all changes.
|
||||||
36
docs/00-governance/patterns_and_antipatterns.md
Normal file
36
docs/00-governance/patterns_and_antipatterns.md
Normal file
@@ -0,0 +1,36 @@
|
|||||||
|
# Patterns and Anti-Patterns
|
||||||
|
**Last Updated:** 2026-04-05
|
||||||
|
|
||||||
|
Capture recurring implementation patterns that impact compile stability.
|
||||||
|
|
||||||
|
## Pattern Entry Template
|
||||||
|
- **Context:** where this applies
|
||||||
|
- **Good pattern:** concise example/description
|
||||||
|
- **Anti-pattern:** concise example/description
|
||||||
|
- **Why it matters:** one sentence
|
||||||
|
|
||||||
|
## Starter Patterns
|
||||||
|
1. **NT8 override signatures**
|
||||||
|
- Good pattern: copy exact signature from official NT8 docs before coding.
|
||||||
|
- Anti-pattern: infer or copy from outdated examples.
|
||||||
|
- Why it matters: prevents `CS0115` and runtime integration drift.
|
||||||
|
|
||||||
|
2. **Access modifier on overrides**
|
||||||
|
- Good pattern: use `protected override` for NT8 lifecycle/event methods.
|
||||||
|
- Anti-pattern: `public override` or `private override`.
|
||||||
|
- Why it matters: prevents `CS0507`.
|
||||||
|
|
||||||
|
3. **C# 5 compatibility discipline**
|
||||||
|
- Good pattern: `string.Format`, explicit null checks, block-bodied members.
|
||||||
|
- Anti-pattern: string interpolation, null-conditional, expression-bodied members.
|
||||||
|
- Why it matters: prevents avoidable language-version compile failures.
|
||||||
|
|
||||||
|
4. **Managed order sequencing**
|
||||||
|
- Good pattern: set stop/target before entry on the same bar.
|
||||||
|
- Anti-pattern: entry first, then stop/target.
|
||||||
|
- Why it matters: avoids silent behavior defects and rejected assumptions.
|
||||||
|
|
||||||
|
5. **Scope-first fixes**
|
||||||
|
- Good pattern: smallest safe change in scoped files only.
|
||||||
|
- Anti-pattern: broad cleanup or adjacent-file edits during bugfix.
|
||||||
|
- Why it matters: reduces regression risk and review churn.
|
||||||
21
docs/00-governance/roadmap.md
Normal file
21
docs/00-governance/roadmap.md
Normal file
@@ -0,0 +1,21 @@
|
|||||||
|
# Roadmap
|
||||||
|
|
||||||
|
## Sprint 2 (Active): SIM Validation
|
||||||
|
- Validate dual-leg execution behavior with log evidence.
|
||||||
|
- Complete remaining safety/consistency fixes tied to active gap list.
|
||||||
|
- Exit criteria: stable SIM behavior with no unresolved critical gaps.
|
||||||
|
|
||||||
|
## Sprint 3: Production Hardening
|
||||||
|
- Implement CI build/test automation and operational alerting.
|
||||||
|
- Complete lower-priority runtime consistency and observability improvements.
|
||||||
|
- Add walk-forward and broader validation coverage beyond in-sample checks.
|
||||||
|
|
||||||
|
## Sprint 4: Live Capital Readiness
|
||||||
|
- Gate on sustained SIM metrics and drawdown controls.
|
||||||
|
- Introduce go-live runbook and operational controls for controlled capital exposure.
|
||||||
|
|
||||||
|
## Sprint 5: ML Extension (Deferred)
|
||||||
|
- Add inference integration only after sufficient live/sim data and stable production operations.
|
||||||
|
|
||||||
|
## Sequencing Rule
|
||||||
|
- No feature expansion ahead of unresolved safety and validation gates.
|
||||||
36
docs/02-runbooks/backtest_review_workflow.md
Normal file
36
docs/02-runbooks/backtest_review_workflow.md
Normal file
@@ -0,0 +1,36 @@
|
|||||||
|
# Backtest Review Workflow
|
||||||
|
|
||||||
|
## Purpose
|
||||||
|
Provide a consistent pass/fail review process for strategy backtest output.
|
||||||
|
|
||||||
|
## Inputs
|
||||||
|
- Backtest report (date range, instrument, timeframe, settings).
|
||||||
|
- Strategy version/commit reference.
|
||||||
|
- Risk and execution assumptions used for the run.
|
||||||
|
|
||||||
|
## Review Steps
|
||||||
|
1. Confirm run metadata is complete and reproducible.
|
||||||
|
2. Validate data window and session settings match test intent.
|
||||||
|
3. Review shared metrics vocabulary:
|
||||||
|
- Net Profit
|
||||||
|
- Profit Factor
|
||||||
|
- Max Drawdown
|
||||||
|
- Win Rate
|
||||||
|
- Average Trade
|
||||||
|
- Expectancy
|
||||||
|
- Trade Count
|
||||||
|
4. Check risk behavior consistency (drawdown shape, loss clustering, streak behavior).
|
||||||
|
5. Compare against prior baseline and flag material regressions.
|
||||||
|
6. Record decision: `pass`, `pass_with_conditions`, or `fail`.
|
||||||
|
|
||||||
|
## Required Output
|
||||||
|
- Backtest Review Note with:
|
||||||
|
- metadata,
|
||||||
|
- metrics snapshot,
|
||||||
|
- baseline delta,
|
||||||
|
- decision,
|
||||||
|
- required follow-ups.
|
||||||
|
|
||||||
|
## Exit Criteria
|
||||||
|
- Review note is stored with clear decision and rationale.
|
||||||
|
- Any follow-up actions are captured as tasks.
|
||||||
30
docs/02-runbooks/compile_error_triage_workflow.md
Normal file
30
docs/02-runbooks/compile_error_triage_workflow.md
Normal file
@@ -0,0 +1,30 @@
|
|||||||
|
# Compile Error Triage Workflow
|
||||||
|
|
||||||
|
## Purpose
|
||||||
|
Resolve compile errors quickly using smallest-safe changes and durable prevention notes.
|
||||||
|
|
||||||
|
## Inputs
|
||||||
|
- Failing command output (`./verify-build.bat` or `dotnet test`).
|
||||||
|
- File scope constraints for current task.
|
||||||
|
|
||||||
|
## Steps
|
||||||
|
1. Reproduce with the same command to confirm current error set.
|
||||||
|
2. Classify each error:
|
||||||
|
- missing type/namespace,
|
||||||
|
- bad override/signature,
|
||||||
|
- wrong overload/argument,
|
||||||
|
- C# 5.0 compatibility violation.
|
||||||
|
3. Verify any NinjaScript/API signatures against NT8 docs before editing.
|
||||||
|
4. Apply minimum-diff fix in scoped files only.
|
||||||
|
5. Re-run `./verify-build.bat`.
|
||||||
|
6. Run focused tests for the impacted area.
|
||||||
|
7. If issue is non-trivial, add concise prevention notes to governance docs.
|
||||||
|
|
||||||
|
## Required Output
|
||||||
|
- Error-to-fix mapping (error code, root cause, fix).
|
||||||
|
- Verification evidence (build/test commands and results).
|
||||||
|
|
||||||
|
## Exit Criteria
|
||||||
|
- Build passes.
|
||||||
|
- Relevant tests pass.
|
||||||
|
- Non-trivial learnings are captured.
|
||||||
36
docs/02-runbooks/live_test_review_workflow.md
Normal file
36
docs/02-runbooks/live_test_review_workflow.md
Normal file
@@ -0,0 +1,36 @@
|
|||||||
|
# Live Test Review Workflow
|
||||||
|
|
||||||
|
## Purpose
|
||||||
|
Review paper/live-forward test behavior using the same decision discipline as backtest review.
|
||||||
|
|
||||||
|
## Inputs
|
||||||
|
- Live test window and environment details (paper/live, broker feed, session template).
|
||||||
|
- Strategy version/commit reference.
|
||||||
|
- Execution logs and order/rejection events.
|
||||||
|
|
||||||
|
## Review Steps
|
||||||
|
1. Confirm environment and deployment metadata.
|
||||||
|
2. Validate runtime stability (disconnects, errors, unexpected restarts).
|
||||||
|
3. Review shared metrics vocabulary:
|
||||||
|
- Net Profit
|
||||||
|
- Profit Factor
|
||||||
|
- Max Drawdown
|
||||||
|
- Win Rate
|
||||||
|
- Average Trade
|
||||||
|
- Expectancy
|
||||||
|
- Trade Count
|
||||||
|
4. Inspect execution quality (slippage, missed fills, rejection frequency, latency anomalies).
|
||||||
|
5. Compare live metrics to backtest expectations and tolerance bands.
|
||||||
|
6. Record decision: `promote`, `extend_test`, or `hold`.
|
||||||
|
|
||||||
|
## Required Output
|
||||||
|
- Live Test Review Note with:
|
||||||
|
- environment details,
|
||||||
|
- key metrics,
|
||||||
|
- execution anomalies,
|
||||||
|
- decision,
|
||||||
|
- next actions.
|
||||||
|
|
||||||
|
## Exit Criteria
|
||||||
|
- Review note is complete and decision is explicit.
|
||||||
|
- Any blockers or promotion prerequisites are tracked as tasks.
|
||||||
25
docs/02-runbooks/repo_cleanup_workflow.md
Normal file
25
docs/02-runbooks/repo_cleanup_workflow.md
Normal file
@@ -0,0 +1,25 @@
|
|||||||
|
# Repo Cleanup Workflow
|
||||||
|
|
||||||
|
## Purpose
|
||||||
|
Keep repository documentation and task metadata clean without changing functional behavior.
|
||||||
|
|
||||||
|
## Inputs
|
||||||
|
- Cleanup trigger (stale docs, duplicate guidance, archival need, naming drift).
|
||||||
|
- Current governance priorities from `docs/00-governance/active_work.md`.
|
||||||
|
|
||||||
|
## Steps
|
||||||
|
1. Confirm cleanup scope and impacted files.
|
||||||
|
2. Ensure no production code changes are included.
|
||||||
|
3. Remove stale or duplicate sections that are no longer authoritative.
|
||||||
|
4. Consolidate references so canonical docs remain in `docs/00-governance/`.
|
||||||
|
5. Log cleanup action and any remaining debt in `docs/00-governance/CLEANUP_LOG.md`.
|
||||||
|
6. Verify links/paths and runbook references after edits.
|
||||||
|
|
||||||
|
## Required Output
|
||||||
|
- List of files cleaned and reason for each.
|
||||||
|
- Cleanup debt notes for deferred follow-ups.
|
||||||
|
|
||||||
|
## Exit Criteria
|
||||||
|
- Cleanup scope is complete.
|
||||||
|
- `CLEANUP_LOG.md` is updated.
|
||||||
|
- No code files were modified.
|
||||||
26
docs/02-runbooks/session_start_workflow.md
Normal file
26
docs/02-runbooks/session_start_workflow.md
Normal file
@@ -0,0 +1,26 @@
|
|||||||
|
# Session Start Workflow
|
||||||
|
|
||||||
|
## Purpose
|
||||||
|
Start each implementation session with correct scope, context, and task state before editing files.
|
||||||
|
|
||||||
|
## Inputs
|
||||||
|
- Current priority task from Archon.
|
||||||
|
- Governance docs in `docs/00-governance/`.
|
||||||
|
|
||||||
|
## Steps
|
||||||
|
1. Open and read in order:
|
||||||
|
- `docs/00-governance/executive_summary.md`
|
||||||
|
- `docs/00-governance/current_status.md`
|
||||||
|
- `docs/00-governance/active_work.md`
|
||||||
|
- `docs/00-governance/architecture.md`
|
||||||
|
- `docs/00-governance/roadmap.md`
|
||||||
|
2. Pull current task details from Archon and confirm acceptance criteria.
|
||||||
|
3. Confirm allowed file scope from task spec and `.kilocode/rules/file_boundaries.md`.
|
||||||
|
4. Move task status in Archon from `todo` to `doing`.
|
||||||
|
5. Capture a short execution plan (3-6 bullets) tied to acceptance criteria.
|
||||||
|
6. Begin implementation with minimum-diff edits only in scoped files.
|
||||||
|
|
||||||
|
## Exit Criteria
|
||||||
|
- Task is set to `doing`.
|
||||||
|
- Scope boundaries are explicitly confirmed.
|
||||||
|
- Work plan exists and maps to task acceptance criteria.
|
||||||
49
docs/02-runbooks/spec_to_build_workflow.md
Normal file
49
docs/02-runbooks/spec_to_build_workflow.md
Normal file
@@ -0,0 +1,49 @@
|
|||||||
|
# Spec-to-Build Workflow
|
||||||
|
|
||||||
|
## Purpose
|
||||||
|
Convert an approved spec into implementation-ready work with explicit tool handoffs and verifiable artifacts.
|
||||||
|
|
||||||
|
## Roles
|
||||||
|
- Planner: decomposes spec into implementable tasks.
|
||||||
|
- Implementer: edits code within scope.
|
||||||
|
- Verifier: runs required build and tests.
|
||||||
|
|
||||||
|
## Tool Handoffs and Artifact Passing
|
||||||
|
1. **Spec Intake (Planner)**
|
||||||
|
- Tool: Archon task/project view.
|
||||||
|
- Input artifact: approved spec text.
|
||||||
|
- Output artifact: `Task Brief` containing objective, scope, constraints, acceptance criteria.
|
||||||
|
2. **Task Breakdown (Planner)**
|
||||||
|
- Tool: Archon task board.
|
||||||
|
- Input artifact: `Task Brief`.
|
||||||
|
- Output artifact: ordered subtasks with file scope and done criteria.
|
||||||
|
3. **Implementation (Implementer)**
|
||||||
|
- Tool: repository editor + scoped files.
|
||||||
|
- Input artifact: ordered subtasks.
|
||||||
|
- Output artifact: minimal code/doc diffs limited to allowed files.
|
||||||
|
4. **Build Verification (Verifier)**
|
||||||
|
- Tool: `./verify-build.bat`.
|
||||||
|
- Input artifact: working tree changes.
|
||||||
|
- Output artifact: pass/fail result with error details if failed.
|
||||||
|
5. **Focused Tests (Verifier)**
|
||||||
|
- Tool: `dotnet test` with area filter.
|
||||||
|
- Input artifact: verified build output.
|
||||||
|
- Output artifact: test evidence (command + pass/fail + failing test IDs).
|
||||||
|
6. **Task State Update (Planner/Implementer)**
|
||||||
|
- Tool: Archon task board.
|
||||||
|
- Input artifact: verification evidence.
|
||||||
|
- Output artifact: task moved `doing` -> `review` with implementation notes and evidence links.
|
||||||
|
|
||||||
|
## Required Artifact Bundle for Review
|
||||||
|
- `Task Brief` (objective/scope/constraints/acceptance criteria).
|
||||||
|
- Subtask list with scoped files.
|
||||||
|
- Diff summary (files changed + why).
|
||||||
|
- Verification evidence:
|
||||||
|
- `./verify-build.bat` result.
|
||||||
|
- Relevant `dotnet test` result.
|
||||||
|
- Known limitations or follow-up items.
|
||||||
|
|
||||||
|
## Exit Criteria
|
||||||
|
- Acceptance criteria are satisfied.
|
||||||
|
- Evidence bundle is complete.
|
||||||
|
- Task status is `review`.
|
||||||
@@ -1,3 +1,10 @@
|
|||||||
|
> ⚠️ HISTORICAL — see docs/00-governance/ for current state
|
||||||
|
|
||||||
|
This file may contain outdated or mixed historical information.
|
||||||
|
Canonical current-state documentation lives in docs/00-governance/.
|
||||||
|
This file is retained for history/reference only.
|
||||||
|
Navigation links in this file may be stale or broken.
|
||||||
|
|
||||||
# NT8 SDK - Documentation Index
|
# NT8 SDK - Documentation Index
|
||||||
|
|
||||||
**Complete documentation for the NT8 Institutional Trading SDK**
|
**Complete documentation for the NT8 Institutional Trading SDK**
|
||||||
|
|||||||
@@ -1,3 +1,9 @@
|
|||||||
|
> ⚠️ HISTORICAL — see docs/00-governance/ for current state
|
||||||
|
|
||||||
|
This file may contain outdated or mixed historical information.
|
||||||
|
Canonical current-state documentation lives in docs/00-governance/.
|
||||||
|
This file is retained for history/reference only.
|
||||||
|
|
||||||
# NT8 Institutional Trading SDK
|
# NT8 Institutional Trading SDK
|
||||||
|
|
||||||
**Version:** 0.2.0
|
**Version:** 0.2.0
|
||||||
|
|||||||
@@ -1,3 +1,9 @@
|
|||||||
|
> ⚠️ HISTORICAL — see docs/00-governance/ for current state
|
||||||
|
|
||||||
|
This file may contain outdated or mixed historical information.
|
||||||
|
Canonical current-state documentation lives in docs/00-governance/.
|
||||||
|
This file is retained for history/reference only.
|
||||||
|
|
||||||
# Phase 2 Completion Report
|
# Phase 2 Completion Report
|
||||||
|
|
||||||
**Project:** NT8 Institutional Trading SDK
|
**Project:** NT8 Institutional Trading SDK
|
||||||
@@ -1 +0,0 @@
|
|||||||
// Removed - replaced with PlaceholderAdapter.cs
|
|
||||||
@@ -1 +0,0 @@
|
|||||||
// Removed - replaced with PlaceholderContract.cs
|
|
||||||
@@ -1,8 +0,0 @@
|
|||||||
namespace NT8.Core;
|
|
||||||
|
|
||||||
/// <summary>
|
|
||||||
/// Represents a core class in the NT8 SDK.
|
|
||||||
/// </summary>
|
|
||||||
public class Class1
|
|
||||||
{
|
|
||||||
}
|
|
||||||
@@ -1,2 +0,0 @@
|
|||||||
// This file was replaced - see IRiskManager.cs for the interface definition
|
|
||||||
// All risk management models are now in Configuration.cs
|
|
||||||
@@ -1 +0,0 @@
|
|||||||
// Removed - replaced with PlaceholderStrategy.cs
|
|
||||||
0
src/_archive/legacy-orders/.gitkeep
Normal file
0
src/_archive/legacy-orders/.gitkeep
Normal file
0
src/_archive/placeholders/.gitkeep
Normal file
0
src/_archive/placeholders/.gitkeep
Normal file
@@ -1 +0,0 @@
|
|||||||
// Removed - placeholder for integration tests
|
|
||||||
@@ -1 +0,0 @@
|
|||||||
// Removed - placeholder for performance tests
|
|
||||||
0
tests/_archive/legacy-orders/.gitkeep
Normal file
0
tests/_archive/legacy-orders/.gitkeep
Normal file
0
tests/_archive/placeholders/.gitkeep
Normal file
0
tests/_archive/placeholders/.gitkeep
Normal file
Reference in New Issue
Block a user