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https://github.com/KhizarImran/backtestingfx.git
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Khizar Imran
44c36b2563
Process opening SL/TP triggers before intrabar range touches, preserving midpoint triggers and exit costs. Add regression coverage and document execution and migration behavior. Refs #8 Codex 🤖, On behalf of Khizar
39 lines
2.8 KiB
Markdown
39 lines
2.8 KiB
Markdown
# FX scope and roadmap
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backtestingfx is an FX research library: Python strategies and vectorized
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signals run against a Rust OHLCV simulation with lot sizing, spread, commission,
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and quote-to-account conversion. Priorities focus on dependable simulation,
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usable research APIs, and reproducible results. Live broker connectivity,
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tick/order-book simulation, and general multi-asset portfolio accounting are
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outside the current roadmap.
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This is a prioritized backlog, not a release-date commitment. Linked issues
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contain acceptance criteria and current status; update this document when
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priorities or delivered capabilities change.
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## 1. Correctness foundation (P0)
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- Implemented (unreleased): gap-aware stop/target fills
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([#8](https://github.com/KhizarImran/backtestingfx/issues/8)); see README execution policy.
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- Data and timestamp validation: [#15](https://github.com/KhizarImran/backtestingfx/issues/15).
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- Broker, size, and signal validation: [#16](https://github.com/KhizarImran/backtestingfx/issues/16).
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- Independent native engine runs: [#18](https://github.com/KhizarImran/backtestingfx/issues/18).
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## 2. Core adoption (P1)
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- Explicit execution timing and intrabar assumptions: [#10](https://github.com/KhizarImran/backtestingfx/issues/10), [#11](https://github.com/KhizarImran/backtestingfx/issues/11).
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- 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).
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- 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).
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- Result exports and accounting tests: [#32](https://github.com/KhizarImran/backtestingfx/issues/32), [#37](https://github.com/KhizarImran/backtestingfx/issues/37).
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- 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).
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## 3. Research usability and maturity (P2)
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- Optimization constraints and objectives: [#28](https://github.com/KhizarImran/backtestingfx/issues/28).
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- Out-of-sample workflows and broader metrics: [#31](https://github.com/KhizarImran/backtestingfx/issues/31), [#33](https://github.com/KhizarImran/backtestingfx/issues/33).
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- Fair benchmarks and practical tutorials: [#39](https://github.com/KhizarImran/backtestingfx/issues/39), [#41](https://github.com/KhizarImran/backtestingfx/issues/41).
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Browse the [full issue backlog](https://github.com/KhizarImran/backtestingfx/issues)
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for additional work. Discuss larger API or modeling proposals in an issue before
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implementation and state their FX use case.
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