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 <noreply@anthropic.com>
2026-04-01 17:17:24 -04:00 · 2025-10-31 17:18:55 -04:00
parent 02c8a48b37
commit 5606df1f51
1 changed files with 223 additions and 0 deletions
--- a/ROADMAP.md
+++ 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=<name>&start_date=<date>&end_date=<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