92 lines
3.9 KiB
Markdown
92 lines
3.9 KiB
Markdown
# NT8 Institutional SDK - Implementation Guide Summary
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## Overview
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This document summarizes the key aspects of the implementation guide for the NT8 Institutional SDK. It provides an overview of the files to be created and their purposes.
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## Core Components
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### 1. Configuration Files
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These files establish the development environment and project structure:
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1. **.gitignore** - Standard ignore patterns for .NET, Visual Studio, and NinjaTrader files
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2. **Directory.Build.props** - Centralized MSBuild properties for consistent builds
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3. **.editorconfig** - Code style and formatting conventions
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4. **.gitea/workflows/build.yml** - CI/CD workflow for automated building and testing
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5. **README.md** - Project overview and quick start guide
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### 2. Core SDK Files
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These files implement the core functionality of the SDK:
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#### Strategy Framework
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- `src/NT8.Core/Common/Interfaces/IStrategy.cs` - Strategy interface for trading algorithms
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- `src/NT8.Core/Common/Models/StrategyMetadata.cs` - Strategy metadata and configuration models
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- `src/NT8.Core/Common/Models/StrategyIntent.cs` - Trading intent models and enums
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- `src/NT8.Core/Common/Models/StrategyContext.cs` - Strategy context and related models
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- `src/NT8.Core/Common/Models/MarketData.cs` - Market data models and provider interface
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#### Risk Management
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- `src/NT8.Core/Risk/IRiskManager.cs` - Risk manager interface
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- `src/NT8.Core/Risk/BasicRiskManager.cs` - Implementation with Tier 1 risk controls
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#### Position Sizing
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- `src/NT8.Core/Sizing/IPositionSizer.cs` - Position sizer interface
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- `src/NT8.Core/Sizing/BasicPositionSizer.cs` - Implementation with fixed contracts and fixed dollar risk methods
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### 3. Test Files
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These files ensure the quality and reliability of the SDK:
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#### Risk Management Tests
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- `tests/NT8.Core.Tests/Risk/BasicRiskManagerTests.cs` - Unit tests for risk manager functionality
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- `tests/NT8.Core.Tests/Risk/RiskScenarioTests.cs` - Scenario tests for real-world risk situations
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#### Position Sizing Tests
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- `tests/NT8.Core.Tests/Sizing/BasicPositionSizerTests.cs` - Unit tests for position sizer functionality
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## Key Implementation Details
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### Risk Management (BasicRiskManager.cs)
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The risk manager implements three Tier 1 controls:
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1. **Daily Loss Limit** - Halts trading when daily losses exceed a threshold
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2. **Per-Trade Risk Limit** - Rejects trades that exceed maximum risk
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3. **Position Limits** - Limits the number of concurrent positions
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Features:
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- Thread-safe implementation using locks
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- Emergency flatten functionality
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- Risk level escalation (Low → Medium → High → Critical)
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- Comprehensive logging
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### Position Sizing (BasicPositionSizer.cs)
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The position sizer implements two methods:
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1. **Fixed Contracts** - Trade a fixed number of contracts
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2. **Fixed Dollar Risk** - Calculate contracts based on target risk amount
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Features:
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- Contract clamping (min/max limits)
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- Multi-symbol support with accurate tick values
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- Conservative rounding (floor) for contract quantities
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- Configuration validation
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## Implementation Status
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All files in the implementation guide are ready for creation. The content has been carefully crafted to match the specifications in:
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- Repository Setup Package
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- Core Interfaces Package
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- Risk Management Package
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- Position Sizing Package
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## Next Steps
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After reviewing this summary and the full implementation guide:
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1. Switch to Code mode to create the actual files
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2. Implement the solution and projects using dotnet CLI commands
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3. Add required NuGet packages
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4. Run tests to validate implementation
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5. Execute the complete validation script
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## Review Checklist
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As you review the implementation guide, consider:
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- [ ] Do all file paths match the specified directory structure?
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- [ ] Is the content of each file exactly as specified in the packages?
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- [ ] Are all required interfaces and models implemented?
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- [ ] Are the risk management and position sizing algorithms correct?
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- [ ] Are the test cases comprehensive and accurate?
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- [ ] Are all configuration files properly formatted? |