nt8-sdk/docs/architecture/gap_analysis.md

NT8 Institutional SDK - Gap Analysis

Overview

This document identifies gaps between the current implementation and the specifications for the NT8 Institutional SDK Phase 0. It compares what has been implemented with what was specified in the requirements documents.

Methodology

The analysis compares the implemented code against the specifications in the following documents:

• Specs/SDK/core_interfaces_package.md
• Specs/SDK/risk_management_package.md
• Specs/SDK/position_sizing_package.md
• Specs/SDK/repository_setup_package.md

Gap Analysis by Component

1. Repository Structure

Specification: Complete directory structure with all specified files and directories Implementation Status: ✅ COMPLETE

Details:

• All required directories have been created:
  • src/NT8.Core/
  • src/NT8.Core/Common/
  • src/NT8.Core/Risk/
  • src/NT8.Core/Sizing/
  • tests/NT8.Core.Tests/
  • tests/NT8.Core.Tests/Risk/
  • tests/NT8.Core.Tests/Sizing/
• All configuration files implemented:
  • .gitignore
  • Directory.Build.props
  • .editorconfig
  • .gitea/workflows/build.yml
  • README.md

Gap: None identified

2. Core Interfaces Package

Specification: Implementation of all interface definitions and model classes as specified Implementation Status: ✅ COMPLETE

Details:

• IStrategy.cs interface implemented
• StrategyMetadata.cs and related models implemented
• StrategyIntent.cs and related enums implemented
• StrategyContext.cs and related models implemented
• MarketData.cs models and IMarketDataProvider interface implemented
• IRiskManager.cs interface implemented
• IPositionSizer.cs interface implemented

Gap: None identified

3. Risk Management Package

Specification: Implementation of BasicRiskManager with all Tier 1 risk controls Implementation Status: ⚠️ PARTIAL

Details:

• BasicRiskManager.cs implemented with most functionality
• All Tier 1 risk controls implemented:
  • Daily loss cap enforcement
  • Per-trade risk limiting
  • Position count limiting
  • Emergency flatten functionality
  • Thread-safe implementation with locks
  • Risk level escalation
• Comprehensive test suite implemented:
  • BasicRiskManagerTests.cs
  • RiskScenarioTests.cs

Gaps Identified:

1. Logging Framework: Specification uses Microsoft.Extensions.Logging but implementation uses a custom ILogger interface

   • Impact: Medium - May require adapter or migration
   • Recommendation: Update implementation to use Microsoft.Extensions.Logging as specified

2. Method Signatures: Some method signatures differ slightly from specification

   • Impact: Low - Functionality is equivalent
   • Recommendation: Align method signatures with specification for consistency

4. Position Sizing Package

Specification: Implementation of BasicPositionSizer with fixed contracts and fixed dollar risk methods Implementation Status: ⚠️ PARTIAL

Details:

• BasicPositionSizer.cs implemented with core functionality
• Both sizing methods implemented:
  • Fixed contracts sizing method
  • Fixed dollar risk sizing method
• Contract clamping implemented
• Multi-symbol support with accurate tick values
• Comprehensive test suite implemented:
  • BasicPositionSizerTests.cs

Gaps Identified:

1. Logging Framework: Same as Risk Management - uses custom ILogger instead of Microsoft.Extensions.Logging

   • Impact: Medium - May require adapter or migration
   • Recommendation: Update implementation to use Microsoft.Extensions.Logging as specified

2. Method Signatures: Some method signatures differ slightly from specification

   • Impact: Low - Functionality is equivalent
   • Recommendation: Align method signatures with specification for consistency

5. Test Suite Implementation

Specification: Comprehensive unit tests with >90% coverage Implementation Status: ✅ COMPLETE

Details:

• Risk management tests implemented:
  • BasicRiskManagerTests.cs with comprehensive test coverage
• RiskScenarioTests.cs with real-world scenario testing
• Position sizing tests implemented:
  • BasicPositionSizerTests.cs with comprehensive test coverage
• Test coverage appears to meet >90% requirement

Gap: None identified

6. Validation and Documentation

Specification: Complete validation script execution and documentation Implementation Status: ⚠️ PARTIAL

Details:

• Project documentation created:
  • docs/architecture/project_overview.md
  • docs/architecture/implementation_approach.md
  • docs/architecture/phase1_sprint_plan.md
  • docs/architecture/gap_analysis.md
• Validation scripts exist in specifications but not fully implemented

Gaps Identified:

1. Validation Scripts: PowerShell validation scripts specified but not implemented

   • Impact: Medium - Reduces automated validation capability
   • Recommendation: Implement validation scripts as specified

2. Documentation Completeness: Some documentation sections missing

   • Impact: Low - Core documentation exists
   • Recommendation: Complete all documentation as specified

Detailed Gap Analysis

Gap 1: Logging Framework Inconsistency

Location: Risk Management and Position Sizing components Description: Implementation uses custom ILogger interface instead of Microsoft.Extensions.Logging Files Affected:

• src/NT8.Core/Risk/BasicRiskManager.cs
• src/NT8.Core/Sizing/BasicPositionSizer.cs
• src/NT8.Core/Common/Interfaces/IStrategy.cs (indirectly) Recommendation:

1. Update to use Microsoft.Extensions.Logging as specified
2. If custom logger is preferred, ensure it's compatible with Microsoft's logging extensions

Gap 2: Method Signature Differences

Location: Risk Management and Position Sizing components Description: Some method signatures use different parameter names or patterns than specification Files Affected:

• src/NT8.Core/Risk/BasicRiskManager.cs
• src/NT8.Core/Sizing/BasicPositionSizer.cs Examples:
• Parameter names in constructors use different casing
• Dictionary initialization syntax differs Recommendation: Align method signatures with specification for consistency

Gap 3: Missing Validation Scripts

Location: Tools directory Description: PowerShell validation scripts specified but not implemented Files Missing:

• tools/validate-risk-implementation.ps1
• tools/validate-sizing-implementation.ps1
• Specs/SDK/complete_validation_script.txt (implementation exists but not as script) Recommendation: Implement validation scripts as specified

Gap 4: Incomplete Documentation

Location: Docs directory Description: Some documentation sections specified but not implemented Files Missing:

• API documentation
• Deployment guides
• Developer setup guides Recommendation: Complete all documentation as specified

Recommendations

Priority 1 (High Impact):

1. Align Logging Framework: Update implementation to use Microsoft.Extensions.Logging as specified
2. Implement Validation Scripts: Create PowerShell validation scripts for automated testing

Priority 2 (Medium Impact):

1. Align Method Signatures: Update method signatures to match specifications exactly
2. Complete Documentation: Create missing documentation files

Priority 3 (Low Impact):

1. Minor Code Style Improvements: Align code style with specifications where differences exist

Conclusion

The NT8 Institutional SDK Phase 0 implementation is largely complete and functional, with core components implemented according to specifications. The main gaps are in peripheral areas such as logging framework alignment, validation scripts, and documentation completeness. These gaps do not significantly impact core functionality but should be addressed for full compliance with specifications.

The implementation demonstrates strong architectural principles and follows the specified design patterns. Test coverage is comprehensive and risk management/position sizing components are functional. The gaps identified are primarily about alignment with specifications rather than functional deficiencies.