using System;
using System.Collections.Generic;
using NT8.Core.Logging;
namespace NT8.Core.Intelligence
{
///
/// Manages current risk mode with automatic transitions and optional manual override.
/// Thread-safe for all shared state operations.
///
public class RiskModeManager
{
private readonly ILogger _logger;
private readonly object _lock = new object();
private readonly Dictionary _configs;
private RiskModeState _state;
///
/// Creates a new risk mode manager with default mode configurations.
///
/// Logger instance.
public RiskModeManager(ILogger logger)
{
if (logger == null)
throw new ArgumentNullException("logger");
_logger = logger;
_configs = new Dictionary();
InitializeDefaultConfigs();
_state = new RiskModeState(
RiskMode.PCP,
RiskMode.PCP,
DateTime.UtcNow,
"Initialization",
false,
TimeSpan.Zero,
new Dictionary());
}
///
/// Updates risk mode from current performance data.
///
/// Current daily PnL.
/// Current win streak.
/// Current loss streak.
public void UpdateRiskMode(double dailyPnL, int winStreak, int lossStreak)
{
if (winStreak < 0)
throw new ArgumentException("winStreak must be non-negative", "winStreak");
if (lossStreak < 0)
throw new ArgumentException("lossStreak must be non-negative", "lossStreak");
try
{
var metrics = new PerformanceMetrics(
dailyPnL,
winStreak,
lossStreak,
CalculateSyntheticWinRate(winStreak, lossStreak),
0.7,
VolatilityRegime.Normal);
lock (_lock)
{
if (_state.IsManualOverride)
{
UpdateModeDuration();
return;
}
var current = _state.CurrentMode;
var next = DetermineTargetMode(current, metrics);
if (next != current)
{
TransitionMode(next, "Automatic transition by performance metrics");
}
else
{
UpdateModeDuration();
}
}
}
catch (Exception ex)
{
_logger.LogError("UpdateRiskMode failed: {0}", ex.Message);
throw;
}
}
///
/// Gets current active risk mode.
///
/// Current risk mode.
public RiskMode GetCurrentMode()
{
lock (_lock)
{
return _state.CurrentMode;
}
}
///
/// Gets config for the specified mode.
///
/// Risk mode.
/// Mode configuration.
public RiskModeConfig GetModeConfig(RiskMode mode)
{
lock (_lock)
{
if (!_configs.ContainsKey(mode))
throw new ArgumentException("Mode configuration not found", "mode");
return _configs[mode];
}
}
///
/// Evaluates whether mode should transition based on provided metrics.
///
/// Current mode.
/// Performance metrics snapshot.
/// True when transition should occur.
public bool ShouldTransitionMode(RiskMode current, PerformanceMetrics metrics)
{
if (metrics == null)
throw new ArgumentNullException("metrics");
var target = DetermineTargetMode(current, metrics);
return target != current;
}
///
/// Forces a manual mode override.
///
/// Target mode.
/// Override reason.
public void OverrideMode(RiskMode mode, string reason)
{
if (string.IsNullOrEmpty(reason))
throw new ArgumentNullException("reason");
try
{
lock (_lock)
{
var previous = _state.CurrentMode;
_state = new RiskModeState(
mode,
previous,
DateTime.UtcNow,
reason,
true,
TimeSpan.Zero,
_state.Metadata);
}
_logger.LogWarning("Risk mode manually overridden to {0}. Reason: {1}", mode, reason);
}
catch (Exception ex)
{
_logger.LogError("OverrideMode failed: {0}", ex.Message);
throw;
}
}
///
/// Clears manual override and resets mode to default PCP.
///
public void ResetToDefault()
{
try
{
lock (_lock)
{
var previous = _state.CurrentMode;
_state = new RiskModeState(
RiskMode.PCP,
previous,
DateTime.UtcNow,
"Reset to default",
false,
TimeSpan.Zero,
_state.Metadata);
}
_logger.LogInformation("Risk mode reset to default PCP");
}
catch (Exception ex)
{
_logger.LogError("ResetToDefault failed: {0}", ex.Message);
throw;
}
}
///
/// Returns current risk mode state snapshot.
///
/// Risk mode state.
public RiskModeState GetState()
{
lock (_lock)
{
return _state;
}
}
private void InitializeDefaultConfigs()
{
_configs.Add(
RiskMode.ECP,
new RiskModeConfig(
RiskMode.ECP,
1.5,
TradeGrade.B,
1500.0,
4,
true,
new Dictionary()));
_configs.Add(
RiskMode.PCP,
new RiskModeConfig(
RiskMode.PCP,
1.0,
TradeGrade.B,
1000.0,
3,
false,
new Dictionary()));
_configs.Add(
RiskMode.DCP,
new RiskModeConfig(
RiskMode.DCP,
0.5,
TradeGrade.A,
600.0,
2,
false,
new Dictionary()));
_configs.Add(
RiskMode.HR,
new RiskModeConfig(
RiskMode.HR,
0.0,
TradeGrade.APlus,
0.0,
0,
false,
new Dictionary()));
}
private RiskMode DetermineTargetMode(RiskMode current, PerformanceMetrics metrics)
{
if (metrics.LossStreak >= 3)
return RiskMode.HR;
if (metrics.VolatilityRegime == VolatilityRegime.Extreme)
return RiskMode.HR;
if (metrics.DailyPnL >= 500.0 && metrics.RecentWinRate >= 0.80 && metrics.LossStreak == 0)
return RiskMode.ECP;
if (metrics.DailyPnL <= -200.0 || metrics.RecentWinRate < 0.50)
return RiskMode.DCP;
if (current == RiskMode.DCP && metrics.WinStreak >= 2 && metrics.RecentExecutionQuality >= 0.70)
return RiskMode.PCP;
if (current == RiskMode.HR)
{
if (metrics.DailyPnL >= -100.0 && metrics.LossStreak <= 1)
return RiskMode.DCP;
return RiskMode.HR;
}
return RiskMode.PCP;
}
private void TransitionMode(RiskMode nextMode, string reason)
{
var previous = _state.CurrentMode;
_state = new RiskModeState(
nextMode,
previous,
DateTime.UtcNow,
reason,
false,
TimeSpan.Zero,
_state.Metadata);
_logger.LogInformation("Risk mode transition: {0} -> {1}. Reason: {2}", previous, nextMode, reason);
}
private void UpdateModeDuration()
{
_state.ModeDuration = DateTime.UtcNow - _state.LastTransitionAtUtc;
}
private static double CalculateSyntheticWinRate(int winStreak, int lossStreak)
{
var denominator = winStreak + lossStreak;
if (denominator <= 0)
return 0.5;
var ratio = (double)winStreak / denominator;
if (ratio < 0.0)
return 0.0;
if (ratio > 1.0)
return 1.0;
return ratio;
}
}
}