277 lines
8.7 KiB
Markdown
277 lines
8.7 KiB
Markdown
# NT8 Strategy Diagnostic Logging Enhancement
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**For:** Kilocode AI Agent
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**Priority:** HIGH
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**Mode:** Code Mode
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**Estimated Time:** 30-40 minutes
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**Files to Edit:** 1 file (NT8StrategyBase.cs)
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---
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## 🎯 Objective
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Add comprehensive diagnostic logging to NT8StrategyBase so we can see exactly
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what's happening during backtesting when zero trades occur. This will help
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diagnose if the issue is:
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- Strategy not generating intents
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- Risk manager rejecting trades
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- Position sizer issues
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- Data feed issues
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---
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## 🔧 Changes to NT8StrategyBase.cs
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### Change 1: Enhanced OnBarUpdate logging
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**Find:**
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```csharp
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protected override void OnBarUpdate()
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{
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if (!_sdkInitialized || _sdkStrategy == null)
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return;
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if (CurrentBar < BarsRequiredToTrade)
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return;
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if (Time[0] == _lastBarTime)
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return;
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_lastBarTime = Time[0];
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try
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{
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var barData = ConvertCurrentBar();
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var context = BuildStrategyContext();
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StrategyIntent intent;
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lock (_lock)
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{
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intent = _sdkStrategy.OnBar(barData, context);
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}
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if (intent != null)
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ProcessStrategyIntent(intent, context);
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}
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catch (Exception ex)
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{
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if (_logger != null)
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_logger.LogError("OnBarUpdate failed: {0}", ex.Message);
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Print(string.Format("[SDK ERROR] OnBarUpdate: {0}", ex.Message));
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Log(string.Format("[SDK ERROR] {0}", ex.ToString()), LogLevel.Error);
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}
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}
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```
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**Replace with:**
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```csharp
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protected override void OnBarUpdate()
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{
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if (!_sdkInitialized || _sdkStrategy == null)
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{
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if (CurrentBar == 0)
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Print(string.Format("[SDK] Not initialized: sdkInit={0}, strategy={1}",
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_sdkInitialized, _sdkStrategy != null));
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return;
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}
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if (CurrentBar < BarsRequiredToTrade)
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{
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if (CurrentBar == 0)
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Print(string.Format("[SDK] Waiting for bars: current={0}, required={1}",
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CurrentBar, BarsRequiredToTrade));
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return;
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}
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if (Time[0] == _lastBarTime)
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return;
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_lastBarTime = Time[0];
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// Log first bar and every 100th bar to show activity
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if (CurrentBar == BarsRequiredToTrade || CurrentBar % 100 == 0)
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{
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Print(string.Format("[SDK] Processing bar {0}: {1} O={2:F2} H={3:F2} L={4:F2} C={5:F2}",
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CurrentBar, Time[0].ToString("yyyy-MM-dd HH:mm"),
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Open[0], High[0], Low[0], Close[0]));
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}
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try
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{
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var barData = ConvertCurrentBar();
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var context = BuildStrategyContext();
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StrategyIntent intent;
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lock (_lock)
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{
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intent = _sdkStrategy.OnBar(barData, context);
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}
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if (intent != null)
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{
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Print(string.Format("[SDK] Intent generated: {0} {1} @ {2}",
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intent.Side, intent.Symbol, intent.EntryType));
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ProcessStrategyIntent(intent, context);
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}
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}
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catch (Exception ex)
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{
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if (_logger != null)
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_logger.LogError("OnBarUpdate failed: {0}", ex.Message);
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Print(string.Format("[SDK ERROR] OnBarUpdate: {0}", ex.Message));
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Log(string.Format("[SDK ERROR] {0}", ex.ToString()), LogLevel.Error);
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}
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}
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```
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---
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### Change 2: Enhanced ProcessStrategyIntent logging
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**Find:**
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```csharp
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private void ProcessStrategyIntent(StrategyIntent intent, StrategyContext context)
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{
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var riskDecision = _riskManager.ValidateOrder(intent, context, _riskConfig);
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if (!riskDecision.Allow)
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{
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if (_logger != null)
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_logger.LogWarning("Intent rejected by risk manager: {0}", riskDecision.RejectReason);
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return;
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}
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var sizingResult = _positionSizer.CalculateSize(intent, context, _sizingConfig);
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if (sizingResult.Contracts < MinContracts)
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return;
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var request = new OmsOrderRequest();
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request.Symbol = intent.Symbol;
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request.Side = MapOrderSide(intent.Side);
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request.Type = MapOrderType(intent.EntryType);
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request.Quantity = sizingResult.Contracts;
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request.LimitPrice = intent.LimitPrice.HasValue ? (decimal?)intent.LimitPrice.Value : null;
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request.StopPrice = null;
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SubmitOrderToNT8(request, intent);
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_ordersSubmittedToday++;
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}
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```
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**Replace with:**
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```csharp
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private void ProcessStrategyIntent(StrategyIntent intent, StrategyContext context)
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{
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Print(string.Format("[SDK] Validating intent: {0} {1}", intent.Side, intent.Symbol));
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var riskDecision = _riskManager.ValidateOrder(intent, context, _riskConfig);
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if (!riskDecision.Allow)
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{
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Print(string.Format("[SDK] Risk REJECTED: {0}", riskDecision.RejectReason));
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if (_logger != null)
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_logger.LogWarning("Intent rejected by risk manager: {0}", riskDecision.RejectReason);
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return;
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}
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Print(string.Format("[SDK] Risk approved"));
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var sizingResult = _positionSizer.CalculateSize(intent, context, _sizingConfig);
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Print(string.Format("[SDK] Position size: {0} contracts (min={1}, max={2})",
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sizingResult.Contracts, MinContracts, MaxContracts));
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if (sizingResult.Contracts < MinContracts)
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{
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Print(string.Format("[SDK] Size too small: {0} < {1}", sizingResult.Contracts, MinContracts));
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return;
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}
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var request = new OmsOrderRequest();
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request.Symbol = intent.Symbol;
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request.Side = MapOrderSide(intent.Side);
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request.Type = MapOrderType(intent.EntryType);
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request.Quantity = sizingResult.Contracts;
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request.LimitPrice = intent.LimitPrice.HasValue ? (decimal?)intent.LimitPrice.Value : null;
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request.StopPrice = null;
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Print(string.Format("[SDK] Submitting order: {0} {1} {2} @ {3}",
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request.Side, request.Quantity, request.Symbol, request.Type));
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SubmitOrderToNT8(request, intent);
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_ordersSubmittedToday++;
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}
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```
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---
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### Change 3: Enhanced InitializeSdkComponents logging
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**Find:**
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```csharp
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private void InitializeSdkComponents()
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{
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_logger = new BasicLogger(Name);
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_riskConfig = new RiskConfig(DailyLossLimit, MaxTradeRisk, MaxOpenPositions, true);
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```
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**Replace with:**
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```csharp
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private void InitializeSdkComponents()
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{
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_logger = new BasicLogger(Name);
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Print(string.Format("[SDK] Initializing with: DailyLoss={0:C}, TradeRisk={1:C}, MaxPos={2}",
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DailyLossLimit, MaxTradeRisk, MaxOpenPositions));
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_riskConfig = new RiskConfig(DailyLossLimit, MaxTradeRisk, MaxOpenPositions, true);
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```
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---
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## ✅ Verification
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```bash
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# Build must succeed
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dotnet build src\NT8.Adapters\NT8.Adapters.csproj --configuration Release
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# Deploy
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.\deployment\Deploy-To-NT8.ps1
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```
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**Expected in NT8 Output Window after backtest:**
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```
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[SDK] Initializing with: DailyLoss=$1,000.00, TradeRisk=$200.00, MaxPos=3
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[SDK] Simple ORB NT8 initialized successfully
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[SDK] Waiting for bars: current=0, required=50
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[SDK] Processing bar 50: 2026-02-10 09:30 O=4200.00 H=4210.00 L=4195.00 C=4208.00
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[SDK] Processing bar 150: 2026-02-10 12:30 O=4215.00 H=4220.00 L=4210.00 C=4218.00
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[SDK] Intent generated: Buy ES @ Market
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[SDK] Validating intent: Buy ES
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[SDK] Risk approved
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[SDK] Position size: 1 contracts (min=1, max=3)
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[SDK] Submitting order: Buy 1 ES @ Market
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```
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This will show exactly where the strategy is failing.
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---
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## 📋 Git Commit
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```bash
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git add src/NT8.Adapters/Strategies/NT8StrategyBase.cs
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git commit -m "feat: Add comprehensive diagnostic logging
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- Log initialization parameters
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- Log bar processing activity (every 100 bars)
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- Log intent generation
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- Log risk validation results
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- Log position sizing calculations
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- Log order submission
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Makes it easy to diagnose why strategy isn't trading"
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```
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---
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**READY FOR KILOCODE - CODE MODE** ✅
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