Roadmap
Practical engine and docs improvements planned after the current supported surface.
This roadmap starts from the current supported surface. It does not list features that are already implemented, such as stop-limit, trailing stop-limit, bracket trailing stop-loss legs, time-in-force or volume-cap partial fills.
SourceProduct and engine roadmap
LayerPlanned improvements
ModeWeights and orders
Inputcurrent limitations, tests, docs and user feedback
Outputprioritized implementation plan
Primary APIto be added incrementally
Main caveatRoadmap items are not current behavior until implemented and tested.
Priority 1: Make Existing Behavior Impossible To Misread
| Item | Why |
|---|---|
| Same-bar ambiguity counter | Reports should quantify how often TP and SL were both reachable inside one OHLC bar. |
| Missing OHLC warning | Order mode should warn when high/low/open are missing and close fallback is used. |
| Same-bar convention in reports | Users comparing engines need to see fill priority and daily-bar boundary in the packet. |
RebalanceAt cleanup | Either wire open/VWAP behavior or mark it reserved/experimental in API docs. |
| Examples index validation | Docs should reference real strategy filenames and tested command paths. |
Priority 2: Better Order Safety
| Item | Why |
|---|---|
| Pre-trade risk gate | Order mode should centrally allow, reduce or reject orders before submit. |
| Order decision log | Users need to know why an order was accepted, reduced, rejected, cancelled or expired. |
| Stale order report | Pending orders that survive signal invalidation should be easy to audit. |
| Capacity stress output | Volume-cap partial fills need report-level capacity diagnostics. |
Priority 3: Portfolio-To-Execution Bridge
| Item | Why |
|---|---|
| Target weights -> orders adapter | Lets weight strategies become executable rebalance orders. |
| Rebalance through FillEngine option | Creates one accounting path for execution-aware rebalances. |
| Fill-aware rebalance report | Helps users compare ideal weights to executed positions and costs. |
Non-Goals For Now
- Full broker OMS.
- Tick-level exchange simulator.
- Queue-position modeling.
- Low-latency live trading infrastructure.
Those are real domains, but they are not the core QuantJourney lane. The core lane is transparent portfolio research with enough order simulation to avoid obvious execution illusions.