# FX scope and roadmap backtestingfx is an FX research library: Python strategies and vectorized signals run against a Rust OHLCV simulation with lot sizing, spread, commission, and quote-to-account conversion. Priorities focus on dependable simulation, usable research APIs, and reproducible results. Live broker connectivity, tick/order-book simulation, and general multi-asset portfolio accounting are outside the current roadmap. This is a prioritized backlog, not a release-date commitment. Linked issues contain acceptance criteria and current status; update this document when priorities or delivered capabilities change. ## 1. Correctness foundation (P0) - Implemented (unreleased): gap-aware stop/target fills ([#8](https://github.com/KhizarImran/backtestingfx/issues/8)); see README execution policy. - Data and timestamp validation: [#15](https://github.com/KhizarImran/backtestingfx/issues/15). - Implemented (unreleased): Python broker, size, and signal validation ([#16](https://github.com/KhizarImran/backtestingfx/issues/16)). - Independent native engine runs: [#18](https://github.com/KhizarImran/backtestingfx/issues/18). ## 2. Core adoption (P1) - Explicit execution timing and intrabar assumptions: [#10](https://github.com/KhizarImran/backtestingfx/issues/10), [#11](https://github.com/KhizarImran/backtestingfx/issues/11). - Margin, pending orders, and risk sizing: [#9](https://github.com/KhizarImran/backtestingfx/issues/9), [#24](https://github.com/KhizarImran/backtestingfx/issues/24), [#26](https://github.com/KhizarImran/backtestingfx/issues/26). - Public strategy data, indicators, and parameters: [#19](https://github.com/KhizarImran/backtestingfx/issues/19), [#20](https://github.com/KhizarImran/backtestingfx/issues/20), [#21](https://github.com/KhizarImran/backtestingfx/issues/21). - Result exports and accounting tests: [#32](https://github.com/KhizarImran/backtestingfx/issues/32), [#37](https://github.com/KhizarImran/backtestingfx/issues/37). - Wheel coverage, platform CI, and API documentation: [#35](https://github.com/KhizarImran/backtestingfx/issues/35), [#36](https://github.com/KhizarImran/backtestingfx/issues/36), [#40](https://github.com/KhizarImran/backtestingfx/issues/40). ## 3. Research usability and maturity (P2) - Optimization constraints and objectives: [#28](https://github.com/KhizarImran/backtestingfx/issues/28). - Out-of-sample workflows and broader metrics: [#31](https://github.com/KhizarImran/backtestingfx/issues/31), [#33](https://github.com/KhizarImran/backtestingfx/issues/33). - Fair benchmarks and practical tutorials: [#39](https://github.com/KhizarImran/backtestingfx/issues/39), [#41](https://github.com/KhizarImran/backtestingfx/issues/41). Browse the [full issue backlog](https://github.com/KhizarImran/backtestingfx/issues) for additional work. Discuss larger API or modeling proposals in an issue before implementation and state their FX use case.