diff --git a/ROADMAP.md b/ROADMAP.md index f956012..8980126 100644 --- a/ROADMAP.md +++ b/ROADMAP.md @@ -43,161 +43,6 @@ This document outlines planned features and improvements for the AI-Trader proje - `GET /data/status` - Check download progress and rate limits - `DELETE /data/range` - Remove price data for specific date ranges -### v0.5.0 - Real-Time Trading Support (Planned) - -**Focus:** Live market data integration and real-time decision making - -#### Real-Time Market Data -- **Live Price Feeds** - Integration with real-time market data providers - - WebSocket connections for streaming prices - - Support for multiple data providers (Alpha Vantage, IEX Cloud, Polygon.io) - - Fallback mechanisms for data provider failures - - Rate limiting and connection management - -#### Live Trading Mode -- **Real-Time Simulation** - Run AI agents with live market data - - Separate mode from historical backtesting - - Configurable update intervals (1min, 5min, 15min, 1hour) - - Paper trading support (simulated execution) - - Real broker integration (planned for later) - -#### Scheduling & Automation -- **Scheduled Simulations** - Cron-like scheduling for automated runs - - Daily market close simulations - - Intraday update schedules - - Configurable time zones and trading hours - - Integration with external schedulers (Airflow, Prefect, n8n) - -### v0.6.0 - Multi-Strategy & Portfolio Management (Planned) - -**Focus:** Strategy composition and portfolio-level optimization - -#### Strategy Composition -- **Multi-Strategy Models** - Support for combining multiple AI strategies - - Portfolio allocation across different AI models - - Risk parity and factor-based allocation - - Dynamic rebalancing based on performance - - Strategy correlation analysis - -#### Risk Management -- **Advanced Risk Controls** - Position limits and risk constraints - - Maximum position size per symbol - - Sector exposure limits - - Portfolio-level stop losses - - Volatility-based position sizing - -#### Model Ensembles -- **Ensemble Methods** - Combine predictions from multiple models - - Voting mechanisms (majority, weighted, rank-based) - - Confidence-weighted predictions - - Model performance tracking for weight adjustment - -### v0.7.0 - Alternative Data & Advanced Features (Planned) - -**Focus:** Enhanced data sources and sophisticated analysis - -#### Alternative Data Sources -- **News & Sentiment Analysis** - Integrate news and social media data - - News API integration (NewsAPI, Benzinga, Bloomberg) - - Sentiment scoring for individual stocks - - Event detection (earnings, M&A, regulatory) - - Social media sentiment (Reddit, Twitter/X) - -#### Market Regime Detection -- **Adaptive Strategies** - Detect market conditions and adapt - - Bull/bear/sideways market classification - - Volatility regime detection - - Sector rotation analysis - - Economic indicator integration (GDP, unemployment, inflation) - -#### Custom Indicators -- **User-Defined Indicators** - Plugin system for custom technical indicators - - Python API for indicator development - - Automatic caching and calculation - - Vectorized computation support - - Backtesting with custom indicators - -## Future Enhancements - -### Infrastructure & DevOps -- **Kubernetes Deployment** - Production-ready orchestration - - Helm charts for easy deployment - - Horizontal scaling for parallel simulations - - Service mesh integration (Istio, Linkerd) - - Observability stack (Prometheus, Grafana, Jaeger) - -- **Cloud Provider Support** - Managed deployments - - AWS (ECS, EKS, Lambda) - - Google Cloud (Cloud Run, GKE) - - Azure (AKS, Container Instances) - - Terraform modules for infrastructure as code - -### Data & Storage -- **Alternative Databases** - Support for different storage backends - - PostgreSQL for production workloads - - TimescaleDB for time-series optimization - - Redis for caching and real-time data - - Object storage (S3, GCS, Azure Blob) for large datasets - -- **Data Pipeline** - Robust data ingestion and processing - - Apache Airflow for workflow orchestration - - Delta Lake for data versioning - - Data quality checks and validation - - Automated data backups and recovery - -### Web UI & Visualization -- **Dashboard Interface** - Web-based monitoring and control - - React/Vue.js frontend - - Real-time charts and graphs (Plotly, D3.js) - - Job management and configuration - - Performance comparison visualizations - - Portfolio allocation charts - -- **Jupyter Integration** - Notebook-based analysis - - Pre-built analysis notebooks - - Interactive strategy development - - Backtest result exploration - - Custom metric calculation - -### AI & ML Enhancements -- **Model Training & Evaluation** - Train custom AI models - - Training data preparation from historical results - - Hyperparameter optimization (Optuna, Ray Tune) - - Cross-validation and backtesting - - Model versioning and registry (MLflow) - -- **Reinforcement Learning** - RL-based trading agents - - Gym/Gymnasium environment for trading - - PPO, SAC, TD3 agent implementations - - Reward shaping and curriculum learning - - Multi-agent competitive scenarios - -### Integration & Extensibility -- **Webhook Support** - Event-driven notifications - - Job completion notifications - - Trade execution alerts - - Error and failure notifications - - Custom webhook endpoints - -- **Plugin System** - Extensible architecture - - Custom data sources - - Alternative AI models (local LLMs, custom APIs) - - Trading signal generators - - Risk management rules - -### Testing & Quality -- **Performance Testing** - Load and stress testing - - Locust/JMeter test scenarios - - Database performance benchmarks - - API latency measurements - - Scalability testing - -- **Chaos Engineering** - Resilience testing - - Network failure simulations - - Database connection failures - - API provider outages - - Recovery time measurements - ## Contributing We welcome contributions to any of these planned features! Please see [CONTRIBUTING.md](CONTRIBUTING.md) for guidelines. @@ -214,9 +59,6 @@ To propose a new feature: - **v0.2.0** - Docker deployment support - **v0.3.0** - REST API, on-demand downloads, database storage (current) - **v0.4.0** - Enhanced simulation management (planned) -- **v0.5.0** - Real-time trading support (planned) -- **v0.6.0** - Multi-strategy & portfolio management (planned) -- **v0.7.0** - Alternative data & advanced features (planned) ---