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Roadmap

AlphaFlow is evolving from a backtesting framework into a comprehensive trading platform. Our focus is on four key areas:

  • Execution Fidelity – Accurate modeling of real market conditions
  • Live Trading – Seamless transition from backtest to production
  • Platform Reliability – Enterprise-grade observability and operations
  • Market Coverage – Support for diverse asset classes and data sources

Next Up

v0.3 – Order Types

Essential order types for realistic strategy development.

  • LIMIT, STOP, and STOP_LIMIT orders
  • Order validation and rejection handling
  • Basic partial fills

v0.4 – Indicators Foundation

Build sophisticated signals with comprehensive technical analysis.

  • 20+ technical indicators (SMA, EMA, RSI, MACD, Bollinger Bands, ATR, and more)
  • Composable indicator chains
  • Feature engineering helpers

On the Horizon

Advanced Strategy Tools

  • Multi-timeframe support (combine different data frequencies)
  • Advanced execution modeling (TWAP/VWAP, market impact, slippage)
  • Backtesting workflow tools (snapshots, replay, parameter optimization)

Live Market Integration

  • Paper trading environment
  • Real-time data feed support
  • Broker connectivity (Interactive Brokers, Alpaca, TD Ameritrade)

Operational Infrastructure

  • Monitoring, logging, and alerting
  • Performance profiling and optimization
  • Deployment tooling and best practices

Future Milestones

Machine Learning Support

Build and deploy ML-driven strategies with proper time-series handling, feature engineering, and model versioning.

Multi-Asset Expansion

  • Futures – Contract lifecycle, rollover, margin modeling
  • Forex – Currency pairs, pip calculations, rollover rates
  • Crypto – 24/7 markets, exchange integrations, funding rates
  • Options – Greeks, volatility surfaces, complex strategies

Advanced Analytics

  • Portfolio optimization and rebalancing
  • Risk analytics (VaR, CVaR, stress testing)
  • Performance attribution
  • Alternative data integration (news, sentiment, fundamentals)

Platform Maturity

  • Distributed backtesting
  • Enhanced security and compliance tools
  • Collaboration features for teams
  • Regulatory reporting capabilities

v1.0 Vision

AlphaFlow v1.0 will represent a production-grade platform with: - Proven live trading across multiple asset classes - Comprehensive test coverage and security validation - High-performance event processing (1M+ events/second) - Stable API with semantic versioning guarantees - Enterprise-ready operational maturity

Get Involved

Shape the roadmap: - 💬 Join discussions about upcoming features - 🐛 Report bugs and request features via GitHub Issues - 🛠️ Contribute code, documentation, or examples - ⭐ Star the repo to show support

We prioritize features based on community feedback and real-world use cases. Share your needs and help us build the platform you want to use.