From 5606df1f51f6393875e3fd4de261a06d004a8de5 Mon Sep 17 00:00:00 2001 From: Bill Date: Fri, 31 Oct 2025 17:18:55 -0400 Subject: [PATCH] docs: add comprehensive roadmap for future development Create ROADMAP.md documenting planned features across multiple releases. Planned releases: - v0.4.0: Enhanced simulation management * Resume/continue API for advancing from last completed date * Position history tracking and analysis * Advanced performance metrics (Sharpe, Sortino, drawdown) * Price data management endpoints - v0.5.0: Real-time trading support * Live market data integration * Real-time simulation mode * Scheduled automation * WebSocket price feeds - v0.6.0: Multi-strategy & portfolio management * Strategy composition and ensembles * Advanced risk controls * Portfolio-level optimization * Dynamic allocation - v0.7.0: Alternative data & advanced features * News and sentiment analysis * Market regime detection * Custom indicators * Event-driven strategies Future enhancements: - Kubernetes deployment and cloud provider support - Alternative databases (PostgreSQL, TimescaleDB) - Web UI dashboard with real-time visualization - Model training and reinforcement learning - Webhook notifications and plugin system - Performance and chaos testing Key feature: Resume API in v0.4.0 - POST /simulate/resume - Continue from last completed date - POST /simulate/continue - Extend existing simulations - Automatic detection of completion state per model - Support for daily incremental updates Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude --- ROADMAP.md | 223 +++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 223 insertions(+) create mode 100644 ROADMAP.md diff --git a/ROADMAP.md b/ROADMAP.md new file mode 100644 index 0000000..f956012 --- /dev/null +++ b/ROADMAP.md @@ -0,0 +1,223 @@ +# AI-Trader Roadmap + +This document outlines planned features and improvements for the AI-Trader project. + +## Release Planning + +### v0.4.0 - Enhanced Simulation Management (Planned) + +**Focus:** Improved simulation control, resume capabilities, and performance analysis + +#### Simulation Resume & Continuation +- **Resume from Last Completed Date** - API to continue simulations without re-running completed dates + - `POST /simulate/resume` - Resume last incomplete job or start from last completed date + - `POST /simulate/continue` - Extend existing simulation with new date range + - Query parameters to specify which model(s) to continue + - Automatic detection of last completed date per model + - Validation to prevent overlapping simulations + - Support for extending date ranges forward in time + - Use cases: + - Daily simulation updates (add today's date to existing run) + - Recovering from failed jobs (resume from interruption point) + - Incremental backtesting (extend historical analysis) + +#### Position History & Analysis +- **Position History Tracking** - Track position changes over time + - Query endpoint: `GET /positions/history?model=&start_date=&end_date=` + - Timeline view of all trades and position changes + - Calculate holding periods and turnover rates + - Support for position snapshots at specific dates + +#### Performance Metrics +- **Advanced Performance Analytics** - Calculate standard trading metrics + - Sharpe ratio, Sortino ratio, maximum drawdown + - Win rate, average win/loss, profit factor + - Volatility and beta calculations + - Risk-adjusted returns + - Comparison across models + +#### Data Management +- **Price Data Management API** - Endpoints for price data operations + - `GET /data/coverage` - Check date ranges available per symbol + - `POST /data/download` - Trigger manual price data downloads + - `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. + +To propose a new feature: +1. Open an issue with the `feature-request` label +2. Describe the use case and expected behavior +3. Discuss implementation approach with maintainers +4. Submit a PR with tests and documentation + +## Version History + +- **v0.1.0** - Initial release with batch execution +- **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) + +--- + +Last updated: 2025-10-31