50 lines
1.8 KiB
Markdown
50 lines
1.8 KiB
Markdown
# NT8 Institutional SDK Project Overview
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## Project Information
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- **Title**: NT8 Institutional SDK
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- **Version**: 1.0
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- **Date**: 2025-09-09
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- **Description**: Professional-grade algorithmic trading SDK for NinjaTrader 8, built for institutional use with comprehensive risk management and deterministic execution.
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## Project Goals
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1. Create a robust, institutional-grade SDK for algorithmic trading in NinjaTrader 8
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2. Implement comprehensive risk management with tiered controls
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3. Provide flexible position sizing algorithms
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4. Ensure deterministic execution for reliable backtesting
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5. Establish modular architecture for easy strategy development
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## Architecture Principles
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1. **Risk First** - All trades pass through risk management before execution
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2. **Deterministic** - Identical inputs produce identical outputs for testing
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3. **Modular** - Strategies are thin plugins, SDK handles infrastructure
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4. **Observable** - Structured logging with correlation IDs throughout
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5. **Test-Driven** - Comprehensive unit tests with >90% coverage
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## Completed Phase 0 Components
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- Repository structure and configuration files
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- Core interfaces and models
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- Risk management implementation (BasicRiskManager)
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- Position sizing implementation (BasicPositionSizer)
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- Comprehensive test suite
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- CI/CD pipeline configuration
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- Documentation
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## Technology Stack
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### Runtime Dependencies
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- .NET 6.0
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- Microsoft.Extensions.Logging
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- Microsoft.Extensions.Configuration
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### Development Dependencies
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- xUnit (testing framework)
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- FluentAssertions (assertion library)
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- Bogus (test data generation)
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- Moq (mocking framework)
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## Validation Status
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- Solution builds successfully with 0 warnings
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- All unit tests pass with >90% coverage
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- Risk management scenarios validated
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- Position sizing calculations verified
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- Multi-symbol support confirmed
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