qkt — backlog¶

Single source of truth for what's done, in progress, and queued. Update the status marker (done, progress, tbd) as items move.

Status legend: - done — shipped and merged - progress — actively in flight (spec/plan/branch in progress, or partial implementation merged) - tbd — queued, not started - dropped — closed without building (not planned); kept for the record

Issue tracking. Every open item is mirrored as a GitHub issue, linked at the end of its line. The working flow: find a bug or pick up an item → the issue holds the problem statement and proposed solution → solve it → close the issue. This file stays the tiered roadmap; issues are the per-item tracker. When an item ships, flip its marker to done here and close its issue.

Done¶

done — Phase 1: core engine MVP (tick → strategy → signal → order → broker → trade)
done — Phase 2: event bus, candle aggregator, multi-strategy support, SLF4J
done — Phase 3: risk engine, position tracking, P&L, BigDecimal for prices
done — Phase 4: deterministic backtest replay
done — Phase 5: internal Kotlin DSL, then external SQL-like parser
done — Phase 6: on-disk content-addressable data store, Dukascopy auto-fetch, BYO CSV
done — Phase 7c: TradingView live vendor (anonymous, free-tier) for paper trading
done — Phase 7e–7h: Bybit Spot + Linear (USDT) live trading with reconciliation, rate limiting, connection resilience
done — Phase 8: per-strategy P&L attribution
done — Phase 9: risk engine — equity tracking, DD halts, daily loss halts, halt-as-state with operator-driven resume
done — Phase 10: backtest reporting — equity curves, Sharpe, Calmar, profit factor, win/loss stats
done — Phase 10b: parameter sweep harness with sequential or fixed-pool parallel execution
done — Phase 10c: walk-forward analysis
done — Phase 11: DSL master design and parser maturity
done — Phase 11a: OSS baseline
done — Phase 12a: CLI surface
done — Phase 12b: observability (status/logs/metrics endpoints)
done — Phase 12c: daemon (deploy/list/status/stop)
done — Phase 13a: STACK pyramiding (one BUY/SELL → N price-triggered entries with optional time fence)
done — Phase 13b: CANCEL/CANCEL_ALL action + PORTFOLIO file format with regime-gated child activation
done — Phase 14: portfolio v2 daemon fan-out — per-child LiveSession + ports + logs + PnL; qkt start verb; cascade stop
done — Phase 15: DSL LOG action
done — Phase 16: backtest fidelity + HTML report
done — Phase 17: MT5 broker via mt5-gateway
done — Phase 18: LiveSession typed-broker dispatch
done — Phase 19: pre-live confidence pack — parity test, audit-ticks, logging guide, memory leak audit
done — Phase 20: top-level QUICKSTART + docker-compose stack
done — Phase 21: documentation site — MkDocs Material, Mermaid, Dokka, GitHub Pages
done — Phase 22: KDoc the public API — every Tier 1 type, style guide, SKILL rule for future work
done — Phase 23: DSL catalog expansion — register SMA/WMA/MACD/Bollinger, add HIGHEST/LOWEST, position dot accessors, # comments
done — Phase 24: risk-sizing primitives — SIZING N PCT RISK, WARMUP N BARS, IS NULL / IS NOT NULL, FLATTEN DSL action (#52)
done — Phase 25: operator tooling — qkt fetch CLI, TRAILING_STOP wiring, per_strategy: risk config block, VWAP DSL registration (#53)

Immediate (blocks going live with real money)¶

2026-07-02 backtest/live parity audit¶

Full-code parity audit (7 pillars, findings verified against source before filing). P0 = live-money correctness; P2/P3 = backtest-side parity and research-tier fidelity.

done — Live DSL warmup credits the gate but leaves every indicator/DSL state cold (#614)
done — Live fill events book unquantized/partial quantity (#615)
done — Live engine-initiated closes are commission/swap-blind (#616)
done — Armed-trail orphaned after venue-side close on attached brackets (#617)
done — Plain-bracket armed-trail close has no ticket → counter position on hedging (#618)
done — RESIZE live semantics: netting shrink, stale qty, no min-lot deadband (#619)
done — Book-risk layer never wired live (#620)
done — MT5 time_msc convention contradiction across feed/broker/warmup (#621)
done — Live CompositeBroker silently paper-fills unrouted symbols (#622)
done — Session/day-latching indicators latch partial windows at deploy (#623)
done — tick-fills classifier mid-based vs side-aware triggers (#624)
done — Backtest brokers fill orders cancelled in the same pass (#625)
done — Halt kill-switch live-only; backtest fills post-halt (#626)
done — Portfolio backtest ≠ live: capital/gates/topology/caps (#627)
done — Portfolio backtest silently ignores --bars flags, skips validation (#628)
done — sweep --scenarios downgrades --bars --tick-fills silently (#629)
done — --bars tier has no completeness validation (#630)
done — Live warmup bars bid-based vs backtest mid (#631)
done — Bar-close rules read NOW at flush time (#632)
done — SCHEDULE over gaps: per-occurrence live vs coalesced backtest (#633)
done — Heartbeat early bar close duplicates windows (#634)
done — Sim StopLimit instant-fill + slippage on limit fills (#635)
done — GTD deadline==touch tie: fill vs cancel by mode (#636)
done — fireFallbackTrigger submits after refused transition (#637)
done — Stops-level halves + freeze-level unmodeled (#638) — freeze-level stays live-only, catalogued residual
done — Crossed stored tick crashes backtests forever (#639)
done — Volume feed inert: fetcher writes empty volume (#640)
done — Non-dukascopy symbols: no validation, silent empty feeds (#641)
done — tick-fills contract unproven for latency/mixed-tf (#642) — latency/mixed-tf now rejected; synthetic-marks residual catalogued
done — --bars gap-through stops filled at level not gap (#643)
done — Restart recovery double-books executions already in the leg book (#1096) — position-ledger stage B
done — Persisted leg books keep legs for positions the venue already closed (#1097) — consequence of #1096; periodic venue-vs-book reconcile in stage C
done — Straddle whipsaw: sibling cancel drops leg B's open intent so its fill nets (#1098) — position-ledger stage B
tbd — Startup PositionReconciled carries an unprefixed symbol so the venue correction never matches a book (#1103) — position-ledger follow-up
done — POSITION.<stream>.mfe/mae stay 0 on hedging venues: no PRIMARY leg to track (#1152) — 2026-09-15 position matrix on Exness demo
done — Unrealized P&L marked at mid, half a spread optimistic per leg (#1153) — 2026-09-15 position matrix
done — Opposite-side entry on a hedging venue nets to 0 in qkt while the venue holds both tickets (#1154) — 2026-09-15 position matrix
done — Plain ORD-N ids collide across strategies under one magic; resolver misattributes fills (#1155) — 2026-09-15 position matrix
done — daemon stop lets later sessions keep trading while earlier ones drain (#1157) — 2026-09-15 position matrix round 2
done — POSITION.mfe/mae stay 0 after a daemon restart over an open position (#1158) — 2026-09-15 position matrix round 3
tbd — Model swap in backtest cost model (#644)
tbd — Cross-mode parity test program epic (#645)

2026-07-02 performance audit¶

Hot-path audit per the hedge-fund checklist (allocation-minimal, lock-free, no blocking I/O on the engine thread). All proposed fixes are byte-identical restructuring; measured dead-ends (symbol→int, query-time columnar, setScale removal) were excluded up front.

done — Live persistence defaults to sync DSYNC: ~7 fsyncs per fill on engine thread (#646)
done — MT5 close/cancel/modify are sync HTTP on engine thread (#647)
done — OrderJournal per-event open+DSYNC+close, submit written twice (#648)
done — Per-tick equity recompute: map copies, FX churn, 4x duplicate work (#649)
done — epochDay java.time chain allocated every tick (#650)
done — Hot-path allocation batch: broker filter, empty-loop iterators, merge feed (#651)
done — DSL eval batch: value() recompute per read, duplicate instances, boxing (#652)
done — Serial symbol polling staleness + unbounded trades list (#653)
done — PortfolioStrategy dead code with per-tick alloc landmines (#654)
done — DSL LOG action with levels, placeholders, structured fields; stdout [strategy] prefix; child file slash-safe names (see phase 15)
done — Backtest fidelity audit: equity curve, DD-days, Monte Carlo, per-trade risk in HTML report (slippage/spread/regime deferred) (see phase 16)
done — Backtest vs live execution parity: identical trades (orderId/symbol/side/qty/price/timestamp) between Backtest and LiveSession given same compiled strategy and tick sequence (src/test/kotlin/com/qkt/parity/BacktestLiveParityTest.kt)
done — Backtest report HTML output: single self-contained report.html (see phase 16)
progress — Tick-feed accuracy audit: qkt audit-ticks framework shipped (TV vs MT5 drift); operator-driven runs against live feeds (see phase 19) (#54)
done — End-to-end portfolio daemon test (deferred from Phase 14 — see docs/phases/phase-14.md known limitations) (#55)
done — Pristine test sweep + memory leak audit: code-review audit complete, two leaks fixed (Observability executor, OrderManager risk map); CandleHub.unregister and Broker.shutdown lifecycle now both clean. (see phase 19) (#56)
done — Documentation MVP: MkDocs Material site with Diátaxis IA, Mermaid diagrams, Dokka API reference, GitHub Pages deploy via Actions (see phase 21)

Sequence-after-immediate (still pre-live, days not weeks)¶

done — MT5 broker (multi-profile via mt5-gateway) + LiveSession typed-broker dispatch (see phase 17, phase 18)
done — Standardized logging guide: MDC keys documented, console + file patterns specified, conventions for strategy authors + engine contributors (see docs/logging.md)
progress — Packaging and one-shot install: full docker-compose stack (qkt + mt5-gateway) shipped (Phase 20); single-binary install pending (#57)
done — CI/CD: docs build + GitHub Pages deploy shipped (Phase 21); build/test/ktlint CI green via check.yml; release-artifact CI shipped via release.yml — distTar attached to the GitHub release on each v* tag (scripts/install.sh consumes it). (#58)
done — Tier 2 KDoc backfill — backtest reporting types, risk types, portfolio supervisor, indicator catalog. Phase 22 covered Tier 1; Tier 2 shipped across #191/#192/#193/#194 with the indicator-catalog block rewritten for the new accessibility rule in CLAUDE.md. (#59)

Performance and hardening (post-go-live)¶

tbd — Speed and latency improvements (profiling-driven) (#60)
tbd — Memory and GC tuning (#61)
tbd — Virtual threads where applicable (#62)
tbd — GraalVM native image for the CLI (#63)
tbd — JNI for hot paths if profiles show wins (#64)
tbd — Stress tests, soak tests, chaos tests (#65)
tbd — Bundle/binary size reduction (#66)

Future¶

tbd — News pipeline: Twitter, Yahoo, economic calendar, per-symbol curation; integrates into DSL (#67)
tbd — AI strategy-tuning pipeline: train on a strategy, derive best configs, agent layer for buy/sell decisions, continuous retraining (#68)
progress — Portfolio v3 (#69): WEIGHT capital allocation shipped (#224); import-time overrides split to #223; nested-portfolio allocation deferred (blocked by PortfolioLoader rejecting nesting)
dropped — Symbol watch dynamic extension: closed as not-planned (#70) — no concrete need, and the "arbitrary new symbol at runtime" framing fights backtest=live determinism. If revived, the tractable path is lazy activation of a known universe (see the issue's closing note).
done — Editor tooling for .qkt files — parser/AST/linter, syntax highlighting, language server, VSCode + Neovim extensions. Shipped under epic #71 with children #82–#86.
done — Landing page — shipped via mkdocs hero section on the documentation site. (#72)

Post-v0.28 backlog — ranked easy → hard¶

Captured 2026-05-17 during the prod-readiness audit. The current focus is getting hedge-straddle running cleanly on Dokploy in demo, then real money. Everything below is either supportive of that focus or queued for after.

Tier 0 — current focus¶

progress — Observe hedge-straddle on prod for 1 week before flipping the broker login from demo to real. Items needed to call this complete:
19:55 UTC verification fires correctly (Phase 30 contractSize math + v0.26.6 OCO fix proven under live conditions).
1 week of placement windows complete without engine-side errors.
Daily PnL roughly matches manually-computed expectation.
(#33)
progress — Gateway-side BUY_STOP price must be above current ask rejection on hedge-straddle: diagnostic logs landed in #200 (submit-time INFO with computed prices + priceTracker.lastPrice). Waiting on 1–2 prod rejections to confirm stale-quote hypothesis; fix path (wider offsets vs re-quote at submission) decides on the evidence. (#185)
progress — Production-readiness umbrella ties together the deploy/observability/risk loose ends needed before flipping to real money. Parent meta-issue, no direct work item. (#142)

Tier 1 — staged work¶

Both items below have shipped.

done — Gate Bybit market-source routes on BYBIT_API_KEY env presence so pure-MT5 deployments don't construct two idle OkHttpClient instances at boot. MarketSourceFactory.composite gained an enableBybit flag defaulting to the BYBIT_API_KEY env check. Shipped in v0.28.3 (commit 6591d7e, merge dd7a815). (#34) Superseded by the connector contracts (2026-09-18): Bybit routes now come from type: bybit account entries in brokers:, never from the environment alone. Superseded again (2026-10): the in-process Bybit connector is gone; Bybit routes come from type: gateway entries on a qkt-venue-gateway running its Bybit adapter.
done — v0.28.6: MT5StateRecovery now correlates venue-side orphan positions back to the owning strategy via comment-prefix match and seeds positionMetaByTicket so a server-side close fires OrderFilled with the correct strategyId. MT5 truncates comments to 16 chars, so the matcher tolerates truncation (AmbiguousTruncation → seed + WARN) and rejects prefix-overlap collisions (AmbiguousOverlap → skip + WARN). Constraint: strategies sharing one MT5 magic must be prefix-disjoint.

Tier 2 — operational / config (small, no engine code)¶

done — Wire Telegram alerts in qkt-prod. Needed three pieces, not just env vars: the TELEGRAM_* passthrough in qkt-prod compose.yml, the env values (postgres + .env), and engine fix #89 wiring the daemon notifier into LiveSession. Shipped in v0.28.9; strategy_started alerts confirmed delivered. (#35)
done — Docker daemon json-file log rotation for the qkt service in qkt-prod compose.yml (logging.driver: json-file with max-size + max-file). Separate from logback's bind-mount rotation (already done in v0.28.1). (#36)
done — Backup story for qkt-prod/state/. Documented in docs/operations/state-backup.md: back up the whole state directory hourly, off-host, retaining ~2 days of snapshots. (#37)

Tier 3 — Phase 31.1 (telegram alerts completion, hours)¶

Items I deferred when shipping Phase 31. Documented in docs/phases/phase-31-telegram-alerts.md under "Known limitations".

done — Wire BrokerEvent.OrderRejected to the notifier via OrderManager (orderDetailsFor) so the alert names symbol/side/quantity. (#38)
done — Fire NotificationEvent.DaemonStarted from DaemonCommand at daemon boot. NotifierFactory.fromConfig builds the daemon notifier; the event fires when daemon_started is opted in. (#39)
done — Strategy-error alerts: DaemonCommand fires NotificationEvent.StrategyError when a --load-dir auto-deploy fails to parse/compile/start. (#40)
done — Daily-rolling tracker for equityDeltaPct, tradesToday, haltsToday — DailyRollingTracker feeds the daily summary real numbers instead of placeholder zeros. (#41)
done — Consolidate to one DailySummaryScheduler per daemon instead of one per LiveSession, so multi-strategy operators get one summary message at the UTC tick instead of N. (#42)

Tier 4 — Single-phase engine work (~1-3 days each)¶

Ranked by leverage for FX/commodities quant research, highest first.

done — walkforward --json + null-sharpe sentinel fix — machine-readable walk-forward output for downstream tooling (qkt-forge G4); null scores print as null. --json fold rows now carry testTotalPnL, testMaxDrawdown, testTrades; --report-dir writes the full per-fold bundle. (#417)
done — Phase 32 — bid/ask DSL exposure. bid/ask carried onto Candle, <stream>.bid / .ask / .spread exposed to the DSL and the Kotlin StreamRef. Merged 3a17386. See phase 32.
done — Phase 33 — MT5BrokerSimulator for backtest fidelity. Closes the 5 remaining backtest-vs-live divergences documented in docs/parity/backtest-vs-live.md (rows 1, 2, 3, 4-6). Turns "backtest result is directional only" into "backtest matches live within spread/slippage budget". (#43)
tbd — Phase 34 — second-broker proof of life. Add a second MT5 profile (e.g. ICMARKETS) to qkt-prod, deploy a trivial no-op strategy on it, observe both run on the same daemon. Proves multi-broker routing in production. Engine code already supports; this is mostly config + ops. (#44)
done — Phase 35 — bar-level synchronized publish for paired symbols. SYNCHRONIZE DSL clause in SYMBOLS declares N-member sync groups; CandleHub atomic-fires when every member closes the same window; AstCompiler.bindToHub runs a two-pass evaluate so cross-stream indicators are also same-window. Shipped across #195/#196/#197/#198/#199. See phase 35. (#45)
done — OCO restart-linkage gap. OrderManager.siblings rehydrated during MT5StateRecovery so a leg rejected across a restart boundary unwinds its sibling instead of leaving a one-legged straddle. (#46)
done — MT5Broker.submitComposite non-atomicity. Half-placed-OCO bug closed in submitComposite to match the fix in submitOco. (#47)

Tier 5 — Hedge-straddle parity gaps (Phase 36+, ~1 day each)¶

Strategy-side gaps documented in the strategy header. Each is a DSL/engine primitive addition. None block deploy — they keep hedge-straddle from being bit-identical to pa-quant.

done — Phase 36 — armed trailing stop (STOP LOSS TRAILING <distance> AFTER MFE >= <threshold>). Closes hedge-straddle GAP 1. Live on prod in hedge-straddle.qkt v2. See phase 36. (#48)
done — Phase 37 — proportional stack sizing (STACK_AT SIZING <expr> instead of literal). Closes GAP 2 — stacks scale with the main leg's hour-varying size. See phase 37. (#49)
done — Phase 38 — GTD time-in-force for pending orders. Closes GAP 5 — the :10 sweep rule workaround removed. See phase 38. (#50)
done — Phase 39 — INSTRUMENT_META DSL accessor. gold.tick_size, gold.contract_size, etc. exposed for portable strategies. See phase 39. (#51)

Tier 6 — Asset-class expansion (multi-phase)¶

tbd — Crypto exercised end-to-end on Bybit. Bybit is reached through the qkt-venue-gateway's Bybit adapter (type: gateway). Never run in qkt-prod. First Bybit strategy will find latent bugs. (#73)
tbd — Equity / stocks broker adapter. No equity broker exists. Needs new broker like MT5Broker (Interactive Brokers / Alpaca / TradeStation) plus stock-specific concepts: corporate actions, dividend adjustment, pre/post-market sessions, halts. Substantial — multi-phase work. (#74)
tbd — Futures broker adapter (e.g. Tradovate, IBKR futures). Similar scope to equities — distinct order types, session calendars, expiry roll logic. (#75)

Tier 7 — DSL surface expansion (as needed)¶

The DSL has 28+ phases of primitives but most are exercised only by hedge-straddle. The following are likely to surface as the second/third strategy gets written:

tbd — Cross-strategy state sharing (one strategy reads another's positions or equity). Currently strategies are isolated via StrategyPositionTracker namespacing; cross-reads would need an explicit query primitive. (#76)
dropped — Symbol watch dynamic extension (closed as not-planned; tracked in the Future section above, #70).
tbd — DSL action: SCHEDULE for time-of-day non-tick-driven actions (currently done via WHEN NOW.minute_utc = N, which works but is awkward). (#77)

Tier 8 — Platform maturity (post-research-platform)¶

tbd — Inbound Telegram bot commands (/status, /halt, /resume from phone) — needs long-polling or webhook receiver. (#78)
done — HTTP /metrics endpoint (Prometheus-compatible) for NotifierMetrics + engine internals. (#79)
tbd — Multi-host deployment (active-passive failover for the qkt daemon). (#80)
done — qkt research REPL — playback v1 shipped (#225): session core + Playback mode (steppable event tape over a historical replay, bit-identical to backtest). Watch mode, expression REPL, and DSL parameters deferred as #81 epic follow-ups. (#81)

How to maintain this file¶

Update the status marker in place (done ↔ progress ↔ tbd).
Every open item carries a GitHub issue link. When you open a new item, create its issue (problem statement + proposed solution) and link it here. When an item ships, flip it to done and close the issue.
When an item ships, leave it in its current section but flip to done. Move to the Done section only at the next major housekeeping pass.
New items go into the section that matches their priority. If unsure between immediate and future, default to future.
Keep entries one line each. If an item needs more detail, link to its spec/plan/changelog.