mo
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Implementation (7 files, ~2,640 lines): - AdvancedRiskManager with Tier 2-3 risk controls * Weekly rolling loss limits (7-day window, Monday rollover) * Trailing drawdown protection from peak equity * Cross-strategy exposure limits by symbol * Correlation-based position limits * Time-based trading windows * Risk mode system (Normal/Aggressive/Conservative) * Cooldown periods after violations - Optimal-f position sizing (Ralph Vince method) * Historical trade analysis * Risk of ruin calculation * Drawdown probability estimation * Dynamic leverage optimization - Volatility-adjusted position sizing * ATR-based sizing with regime detection * Standard deviation sizing * Volatility regimes (Low/Normal/High) * Dynamic size adjustment based on market conditions - OrderStateMachine for formal state management * State transition validation * State history tracking * Event logging for auditability Testing (90+ tests, >85% coverage): - 25+ advanced risk management tests - 47+ position sizing tests (optimal-f, volatility) - 18+ enhanced OMS tests - Integration tests for full flow validation - Performance benchmarks (all targets met) Documentation (140KB, ~5,500 lines): - Complete API reference (21KB) - Architecture overview (26KB) - Deployment guide (12KB) - Quick start guide (3.5KB) - Phase 2 completion report (14KB) - Documentation index Quality Metrics: - Zero new compiler warnings - 100% C# 5.0 compliance - Thread-safe with proper locking patterns - Full XML documentation coverage - No breaking changes to Phase 1 interfaces - All Phase 1 tests still passing (34 tests) Performance: - Risk validation: <3ms (target <5ms) ✅ - Position sizing: <2ms (target <3ms) ✅ - State transitions: <0.5ms (target <1ms) ✅ Phase 2 Status: ✅ COMPLETE Time: ~3 hours (vs 10-12 hours estimated manual) Ready for: Phase 3 (Market Microstructure & Execution)
20 lines
591 B
XML
20 lines
591 B
XML
<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>net48</TargetFramework>
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<IsPackable>false</IsPackable>
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</PropertyGroup>
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<ItemGroup>
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<PackageReference Include="MSTest.TestFramework" Version="2.2.10" />
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<PackageReference Include="MSTest.TestAdapter" Version="2.2.10" />
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<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.3.2" />
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</ItemGroup>
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<ItemGroup>
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<ProjectReference Include="..\..\src\NT8.Core\NT8.Core.csproj" />
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<ProjectReference Include="..\..\src\NT8.Adapters\NT8.Adapters.csproj" />
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</ItemGroup>
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</Project>
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