Roadmap (Live Backlog Table)

Operational source: data/backlog.db (backlog_items). This replaces file-existence heuristics.

167

Total Items

Built

Active

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Active Deferred Completed All

BLUEPRINT Core Pipeline

70/81 items 86%

Stage 1: Pipeline Correctness 7/7

Core pipeline fixes — optimiser bugs, promotion hardening, lineage tracking

[BUILT] [CRITICAL] Add stage transition logging

[BUILT] [CRITICAL] Build lineage consistency audit

[BUILT] [CRITICAL] Build pipeline integrity audit system

[BUILT] [CRITICAL] Fix optimiser parent stage bug

[BUILT] [CRITICAL] Harden validation → Black Book promotion

+2 more items

Stage 2: Diagnostics 6/6

Observability — degradation tracking, lineage visualization, time-in-stage metrics

[BUILT] [HIGH] Candidate provenance hardening

[BUILT] [HIGH] Lane-aware instrumentation

[BUILT] [HIGH] Lineage visualization in dashboard

[BUILT] [HIGH] Rejection-path diagnostics

[BUILT] [HIGH] Stage-to-stage degradation tracking

+1 more items

Stage 3: Symbol Validation 6/6

Cross-symbol validation, portability scoring, specialist strategy rules

[BUILT] [HIGH] Cross-symbol observability

[BUILT] [HIGH] Cross-symbol validation in validation_runner

[BUILT] [HIGH] Enable symbol_universe in policy.yaml

[BUILT] [HIGH] Portability/robustness scoring

[BUILT] [HIGH] Specialist strategy rules

+1 more items

Stage 4: Black Book Discipline 5/5

Auto-promotion, metadata, lifecycle tracking, backup/restore

[BUILT] [MEDIUM] Black Book backup/restore

[BUILT] [MEDIUM] Promotion/demotion lifecycle tracking

[BUILT] [MEDIUM] Registry source-of-truth enforcement

[BUILT] [MEDIUM] Reliable auto-promotion (hardened)

[BUILT] [MEDIUM] Richer Black Book metadata

Stage 5: Live Readiness 13/13

Paper vs backtest comparison, live gate checklist, kill switch verification

[BUILT] [HIGH] Alert queue durability (SQLite authoritative + JSO...

[BUILT] [HIGH] Historical trade ledger fee/PnL reconciliation

[BUILT] [HIGH] Trade churn guardrails (cooldown / min move)

[BUILT] [MEDIUM] Emergency runbooks

[BUILT] [MEDIUM] Fixed-RR take-profit runtime wiring

+8 more items

Stage 6: Dashboard Depth 8/8

System, research, architecture pages — live backlog integration

[BUILT] [MEDIUM] /trades diagnostics panel (trigger price vs fill)

[BUILT] [LOW] /architecture dashboard depth

[BUILT] [LOW] /research dashboard depth

[BUILT] [LOW] /roadmap live backlog table

[BUILT] [LOW] /system dashboard depth

+3 more items

Stage 7: Multi-Lane Expansion 5/5

Lane A/B/C registration, governance controls, lane-aware dashboard

[BUILT] [LOW] Lane B (Elite Mutation)

[BUILT] [LOW] Lane C (LLM-Assisted)

[BUILT] [LOW] Lane governance controls

[BUILT] [LOW] Lane registration system

[BUILT] [LOW] Lane-aware dashboard

Stage 8: Advanced Features 0/6

Dashboard auth, interactive actions, SearXNG watchers, tournaments (DEFERRED)

[DEFERRED] [DEFERRED] Dashboard authentication (Phase 10)

[DEFERRED] [DEFERRED] Interactive dashboard actions

[DEFERRED] [DEFERRED] Memory UI / operator tooling

[DEFERRED] [DEFERRED] OpenClaw shared workspace

[DEFERRED] [DEFERRED] SearXNG watcher integration (Phase 7b)

+1 more items

Stage 9: Health Dashboard 12/17

VaR/ES, DSR/PBO, fill latency, exchange errors, correlation heatmap

[BUILT] [HIGH] Add UNIQUE(candidate_id) contract for research_que...

[BUILT] [HIGH] Add stop/take trigger telemetry and mismatch detec...

[DEFERRED] [HIGH] DSR / PBO / MinTRL statistical edge validity

[BUILT] [HIGH] External intake API for research and lane submissi...

[BUILT] [HIGH] Lane SDK and conformance tests

+12 more items

Stage 10: AI Supervisor 8/8

Control plane foundation — config, schema, operator guide

[BUILT] [HIGH] Allocator data contract + feature store tables

[BUILT] [HIGH] Allocator engine with risk budgets and constraints

[BUILT] [HIGH] Allocator shadow mode against current sizing

[BUILT] [HIGH] Capacity + transaction-cost aware sizing

[BUILT] [HIGH] Portfolio risk model (vol/covariance/ES)

+3 more items

Infrastructure & Quality

0/11 items 0%

Data Integrity 0/3

Database reconciliation, schema alignment, backup verification

[ACTIVE] [MEDIUM] Fix BlackBook._init_db backfill to log errors inst...

[ACTIVE] [MEDIUM] Remove zero-byte pipeline.db from project root

[ACTIVE] [MEDIUM] Verify and harden blackbook_id writeback from pipe...

Operational Correctness 0/3

Process health, PM2 monitoring, kill switch verification

[ACTIVE] [HIGH] Add stale-candle re-alert policy (emit repeated al...

[ACTIVE] [HIGH] Fix RETIRED status vocabulary inconsistency

[ACTIVE] [HIGH] Reconcile config.yaml with template - add missing ...

Production Readiness 0/2

Live trading safety, emergency runbooks, promotion criteria

[ACTIVE] [CRITICAL] Implement live position close in execution/order_m...

[ACTIVE] [CRITICAL] Move risk constants to config (MAX_POSITION_PCT, M...

Test Coverage 0/3

Unit tests, integration tests, regression testing

[ACTIVE] [LOW] Consider integration test for orchestrator → trade...

[ACTIVE] [LOW] Document stale-candle escalation and missing_write...

[ACTIVE] [LOW] Write test for live-close stub path that asserts N...

Migration Program

0/32 items 0%

Phase 0: Discovery 0/4

System audit, observability gaps, AI readiness assessment

[completed] [CRITICAL] Baseline KPI capture + definitions

[completed] [HIGH] Assign owners for all migration epics

[completed] [HIGH] Daily reconcile + integrity audit cadence

[completed] [HIGH] Stage-gate template and pass/fail review routine

Phase 1: Foundation 0/7

Schema hardening, lineage tracking, pipeline correctness

[completed] [CRITICAL] Funnel truth model alignment (stage vs BB linkage)

[completed] [CRITICAL] Validator starvation removal under open positions

[completed] [HIGH] Auto-recover stale IN_PROGRESS queue rows

[completed] [HIGH] Prevent optimiser stage regression on BB-linked ro...

[completed] [HIGH] Resolve residual BlackBook/pipeline stage drift wa...

+2 more items

Phase 2: Validation 0/4

5-check validation suite, cross-symbol tests, robustness scoring

[completed] [HIGH] Cost-adjusted fast-filter objective and thresholds

[completed] [HIGH] Priority queue scheduling by readiness score

[completed] [HIGH] Validation-time candidate readiness score

[completed] [MEDIUM] Lane A/B/C conversion telemetry to paper-ready

Phase 3: Black Book 0/4

Registry hardening, admission criteria, paper/live lifecycle

[completed] [HIGH] Auto-prune/demote persistent paper degraders

[completed] [HIGH] Correlation/overlap budget enforcement at promotio...

[completed] [HIGH] Portfolio-aware PAPER admission checks

[completed] [MEDIUM] Evidence rollup enhancement + alert routes

Phase 4: Throughput 0/4

Worker topology, backpressure, 2x throughput target

[completed] [HIGH] Parallel validator worker topology with idempotent...

[completed] [MEDIUM] Backpressure controls and queue age alerts

[completed] [MEDIUM] Optimiser budget scheduler by lane/family

[completed] [MEDIUM] Optional vectorized screening accelerator lane

Phase 5: Multi-Host 0/5

Intake API, service boundaries, Postgres pilot

[completed] [HIGH] One external worker submission + validation proof

[completed] [HIGH] Registry and external intake API contract

[completed] [HIGH] Service boundary contracts for recorder/generator/...

[completed] [MEDIUM] Metadata DB vs research artifact storage split

[completed] [MEDIUM] SQLite->Postgres metadata authority mirror pilot

Phase 6: Live-Ready 0/4

Production safety, emergency procedures, operator tooling

[completed] [HIGH] LIVE_SMALL canary + rollback runbook automation

[completed] [HIGH] Promotion gate hardening (expectancy/DD/anomaly)

[completed] [MEDIUM] Intraday risk/event escalation matrix

[completed] [MEDIUM] Operator approval flow hardening for live promotio...

Strategy Factory v2

13/36 items 36%

SFv2 Phase 1: Foundation 6/8

API contracts, gateway, CandidateSpec v2, orchestrator skeleton

[BUILT] [CRITICAL] CandidateSpec v2 with provenance enrichment

[BUILT] [CRITICAL] Define API service contracts (OpenAPI/JSON Schema)

[BUILT] [CRITICAL] Implement gateway API endpoints (minimal viable)

[PARTIAL] [CRITICAL] Queue schema updates (claim_token, worker_id, cost...

[BUILT] [CRITICAL] Research node API client (pull work from gateway)

+3 more items

SFv2 Phase 2: Distribution 5/13

Backtest machine integration, queue separation, surrogate v1

[BUILT] [CRITICAL] Backtest machine queue claim/complete API

[BUILT] [CRITICAL] Backtest machine worker implementation

[PENDING] [HIGH] Failure mode detection and recovery

[BUILT] [HIGH] Implement cost-class queue separation

[PENDING] [HIGH] Queue depth monitoring and alerting

+8 more items

SFv2 Phase 3: New Lanes 0/6

Lane D (QD), Lane E (Surrogate), Lane F (Regime), orchestrator v2

[PENDING] [HIGH] Lane D: Quality-Diversity Archive

[PENDING] [HIGH] Lane E: Surrogate/Active Search

[PENDING] [HIGH] Surrogate layer v2 (online learning)

[PENDING] [MEDIUM] Lane F: Regime-Conditional generation

[PENDING] [MEDIUM] Orchestrator v2 (conversion-based allocation)

+1 more items

SFv2 Phase 4: Advanced 0/5

Lane G (Causal), Lane H (Ensemble), Lane I (Adversarial), bandit

[DEFERRED] [MEDIUM] Cross-machine debugging tools

[DEFERRED] [MEDIUM] Orchestrator v3 (contextual bandit)

[DEFERRED] [LOW] Lane G: Causal/Mechanism validation

[DEFERRED] [LOW] Lane H: Ensemble/Portfolio Synthesis

[DEFERRED] [LOW] Lane I: Adversarial/Robustness stress tests

SFv2 Documentation 2/4

Architecture spec, API reference, operator runbooks

[BUILT] [HIGH] Strategy Factory v2 Architecture Spec (this doc)

[BUILT] [HIGH] Strategy Factory v2 Master Roadmap

[PENDING] [MEDIUM] API Reference Documentation

[PENDING] [MEDIUM] Operator runbooks for multi-host operations

Stage	Area	Item	Status	Priority	Effort	Owner	Updated	Source
SFv2 Phase 2	Backtest Integration	Backtest machine queue claim/complete API	BUILT	CRITICAL	4-5 days	—	2026-04-18T01:27:31	STRATEGY_FACTORY_ARCHITECTURE.md Section 7
SFv2 Phase 2	Backtest Integration	Backtest machine worker implementation	BUILT	CRITICAL	5-7 days	—	2026-04-18T01:27:31	research/remote_backtest_pool.py extension
Migration Phase 0	Program Governance	Baseline KPI capture + definitions	completed	CRITICAL	1 day	ops	2026-04-15T12:29:56	Migration Program 2026Q2
SFv2 Phase 1	Shared Substrate	CandidateSpec v2 with provenance enrichment	BUILT	CRITICAL	3-4 days	—	2026-04-18T00:48:32	STRATEGY_FACTORY_ARCHITECTURE.md Section 8.1
SFv2 Phase 1	API Layer	Define API service contracts (OpenAPI/JSON Schema)	BUILT	CRITICAL	4-6 days	—	2026-04-18T00:48:32	STRATEGY_FACTORY_ARCHITECTURE.md Section 4
Migration Phase 1	Integrity Closure	Funnel truth model alignment (stage vs BB linkage)	completed	CRITICAL	0.5 day	runtime	2026-04-15T12:26:45	Migration Program 2026Q2
SFv2 Phase 1	API Layer	Implement gateway API endpoints (minimal viable)	BUILT	CRITICAL	5-7 days	—	2026-04-18T00:48:32	STRATEGY_FACTORY_ARCHITECTURE.md Section 4.2
Production Readiness	Execution	Implement live position close in execution/order_manager.py	ACTIVE	CRITICAL	2-3 days	—	2026-04-15T21:09:40	audit_2026-04-15.md P0-1
Production Readiness	Risk	Move risk constants to config (MAX_POSITION_PCT, MAX_CONCURRENT_POSITIONS, MAX_EXPOSURE_PCT, DAILY_LOSS_KILL_SWITCH)	ACTIVE	CRITICAL	1 day	—	2026-04-15T21:09:40	audit_2026-04-15.md P0-2
SFv2 Phase 1	Queue System	Queue schema updates (claim_token, worker_id, cost_class)	PARTIAL	CRITICAL	2 days	—	2026-04-18T00:48:32	STRATEGY_FACTORY_ARCHITECTURE.md Section 5
SFv2 Phase 1	API Layer	Research node API client (pull work from gateway)	BUILT	CRITICAL	4-5 days	—	2026-04-18T00:48:32	STRATEGY_FACTORY_ARCHITECTURE.md Section 6.2
Migration Phase 1	Integrity Closure	Validator starvation removal under open positions	completed	CRITICAL	0.5 day	runtime	2026-04-15T12:26:45	Migration Program 2026Q2
SFv2 Phase 1	Testing	API contract tests (JSON schema validation)	BUILT	HIGH	3-4 days	—	2026-04-18T00:48:32	STRATEGY_FACTORY_ARCHITECTURE.md Section 12.1
Operational Correctness	Execution	Add stale-candle re-alert policy (emit repeated alert while symbol remains stale)	ACTIVE	HIGH	2-3 hours	—	2026-04-15T21:09:40	audit_2026-04-15.md P1-5
Migration Phase 0	Program Governance	Assign owners for all migration epics	completed	HIGH	0.5 day	ops	2026-04-15T12:29:56	Migration Program 2026Q2
Migration Phase 3	Paper Quality Uplift	Auto-prune/demote persistent paper degraders	completed	HIGH	2 days	execution	2026-04-15T12:46:59	Migration Program 2026Q2
Migration Phase 1	Integrity Closure	Auto-recover stale IN_PROGRESS queue rows	completed	HIGH	1 day	runtime	2026-04-15T12:26:45	Migration Program 2026Q2
Migration Phase 3	Paper Quality Uplift	Correlation/overlap budget enforcement at promotion	completed	HIGH	1 day	execution	2026-04-15T12:44:00	Migration Program 2026Q2
Migration Phase 2	Conversion Uplift	Cost-adjusted fast-filter objective and thresholds	completed	HIGH	2 days	research	2026-04-15T12:29:56	Migration Program 2026Q2
Migration Phase 0	Program Governance	Daily reconcile + integrity audit cadence	completed	HIGH	0.5 day	ops	2026-04-15T12:26:45	Migration Program 2026Q2
SFv2 Phase 2	Reliability	Failure mode detection and recovery	PENDING	HIGH	4-5 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 13
Operational Correctness	BlackBook	Fix RETIRED status vocabulary inconsistency	ACTIVE	HIGH	1 hour	—	2026-04-15T21:09:40	audit_2026-04-15.md P1-4
SFv2 Phase 2	Queue System	Implement cost-class queue separation	BUILT	HIGH	4-5 days	—	2026-04-18T01:27:31	STRATEGY_FACTORY_ARCHITECTURE.md Section 5.2
Migration Phase 6	Live Readiness	LIVE_SMALL canary + rollback runbook automation	completed	HIGH	2 days	risk	2026-04-15T13:27:30	Migration Program 2026Q2
SFv2 Phase 3	Lane Ecosystem	Lane D: Quality-Diversity Archive	PENDING	HIGH	8-10 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 8.3
SFv2 Phase 3	Lane Ecosystem	Lane E: Surrogate/Active Search	PENDING	HIGH	8-10 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Lane E
SFv2 Phase 1	API Layer	Lane governance enforcement via API	PARTIAL	HIGH	2-3 days	—	2026-04-18T00:48:32	research/generator/lane_registry.py
Migration Phase 5	Modularity	One external worker submission + validation proof	completed	HIGH	2 days	platform	2026-04-15T13:15:41	Migration Program 2026Q2
SFv2 Phase 1	Orchestrator	Orchestrator skeleton (round-robin lane allocation)	BUILT	HIGH	4-5 days	—	2026-04-18T00:48:32	STRATEGY_FACTORY_ARCHITECTURE.md Section 9
Migration Phase 4	Throughput Scale	Parallel validator worker topology with idempotent claims	completed	HIGH	3 days	infra	2026-04-15T13:08:17	Migration Program 2026Q2
Migration Phase 3	Paper Quality Uplift	Portfolio-aware PAPER admission checks	completed	HIGH	2 days	execution	2026-04-15T12:39:58	Migration Program 2026Q2
Migration Phase 1	Integrity Closure	Prevent optimiser stage regression on BB-linked rows	completed	HIGH	0.5 day	runtime	2026-04-15T12:26:45	Migration Program 2026Q2
Migration Phase 2	Conversion Uplift	Priority queue scheduling by readiness score	completed	HIGH	2 days	research	2026-04-15T12:29:56	Migration Program 2026Q2
Migration Phase 6	Live Readiness	Promotion gate hardening (expectancy/DD/anomaly)	completed	HIGH	2 days	risk	2026-04-15T13:27:30	Migration Program 2026Q2
SFv2 Phase 2	Observability	Queue depth monitoring and alerting	PENDING	HIGH	2-3 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 12.4
Operational Correctness	Config	Reconcile config.yaml with template - add missing validation.* sections	ACTIVE	HIGH	2 hours	—	2026-04-15T21:09:40	audit_2026-04-15.md P1-3
Migration Phase 5	Modularity	Registry and external intake API contract	completed	HIGH	4 days	platform	2026-04-15T13:15:41	Migration Program 2026Q2
Migration Phase 1	Integrity Closure	Resolve residual BlackBook/pipeline stage drift warnings	completed	HIGH	1 day	runtime	2026-04-15T12:26:45	Migration Program 2026Q2
Migration Phase 1	Integrity Closure	Resolve residual research_queue vs pipeline_candidates provenance mismatches	completed	HIGH	1 day	runtime	2026-04-15T12:26:45	Migration Program 2026Q2
Migration Phase 1	Integrity Closure	SLO: 7-day reconcile critical=0 and warning trend stable	in_progress	HIGH	1 day	runtime	2026-04-15T12:26:45	Migration Program 2026Q2
Migration Phase 5	Modularity	Service boundary contracts for recorder/generator/validator/executor	completed	HIGH	3 days	platform	2026-04-15T13:15:41	Migration Program 2026Q2
Migration Phase 0	Program Governance	Stage-gate template and pass/fail review routine	completed	HIGH	0.5 day	ops	2026-04-15T12:26:45	Migration Program 2026Q2
SFv2 Documentation	Documentation	Strategy Factory v2 Architecture Spec (this doc)	BUILT	HIGH	Complete	—	2026-04-18T08:28:11	docs/STRATEGY_FACTORY_ARCHITECTURE.md
SFv2 Documentation	Documentation	Strategy Factory v2 Master Roadmap	BUILT	HIGH	Complete	—	2026-04-18T08:28:11	docs/STRATEGY_FACTORY_V2_MASTER_ROADMAP.md
SFv2 Phase 2	Shared Substrate	Surrogate layer v1 (simple rejection model)	PENDING	HIGH	5-7 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 8.3
SFv2 Phase 3	Shared Substrate	Surrogate layer v2 (online learning)	PENDING	HIGH	5-7 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 8.3
Migration Phase 2	Conversion Uplift	Validation-time candidate readiness score	completed	HIGH	2 days	research	2026-04-15T12:29:56	Migration Program 2026Q2
SFv2 Documentation	Documentation	API Reference Documentation	PENDING	MEDIUM	3-4 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 4
Migration Phase 4	Throughput Scale	Backpressure controls and queue age alerts	completed	MEDIUM	1 day	infra	2026-04-15T13:08:17	Migration Program 2026Q2
SFv2 Phase 4	Observability	Cross-machine debugging tools	DEFERRED	MEDIUM	4-5 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 12.3
Migration Phase 3	Paper Quality Uplift	Evidence rollup enhancement + alert routes	completed	MEDIUM	1 day	execution	2026-04-15T12:54:52	Migration Program 2026Q2
Data Integrity	BlackBook	Fix BlackBook._init_db backfill to log errors instead of swallowing them silently	ACTIVE	MEDIUM	1 hour	—	2026-04-15T21:09:40	audit_2026-04-15.md P2-8
Migration Phase 6	Live Readiness	Intraday risk/event escalation matrix	completed	MEDIUM	1 day	risk	2026-04-15T13:27:30	Migration Program 2026Q2
Migration Phase 2	Conversion Uplift	Lane A/B/C conversion telemetry to paper-ready	completed	MEDIUM	1 day	research	2026-04-15T12:34:28	Migration Program 2026Q2
SFv2 Phase 3	Lane Ecosystem	Lane F: Regime-Conditional generation	PENDING	MEDIUM	7-9 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Lane F
SFv2 Phase 2	Backtest Integration	Large artifact storage (S3-compatible)	PENDING	MEDIUM	2-3 days	—	2026-04-18T08:28:11	research/artifact_store.py extension
Migration Phase 5	Modularity	Metadata DB vs research artifact storage split	completed	MEDIUM	3 days	platform	2026-04-15T13:15:41	Migration Program 2026Q2
Migration Phase 6	Live Readiness	Operator approval flow hardening for live promotions	completed	MEDIUM	1 day	risk	2026-04-15T13:27:30	Migration Program 2026Q2
SFv2 Documentation	Documentation	Operator runbooks for multi-host operations	PENDING	MEDIUM	4-5 days	—	2026-04-18T08:28:11	docs/runbooks/
Migration Phase 4	Throughput Scale	Optimiser budget scheduler by lane/family	completed	MEDIUM	2 days	infra	2026-04-15T13:08:17	Migration Program 2026Q2
Migration Phase 4	Throughput Scale	Optional vectorized screening accelerator lane	completed	MEDIUM	3 days	infra	2026-04-15T13:08:17	Migration Program 2026Q2
SFv2 Phase 3	Orchestrator	Orchestrator v2 (conversion-based allocation)	PENDING	MEDIUM	5-7 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 9.2
SFv2 Phase 4	Orchestrator	Orchestrator v3 (contextual bandit)	DEFERRED	MEDIUM	8-10 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 9.2
SFv2 Phase 3	API Layer	QD-archive API (novelty score, sample)	PENDING	MEDIUM	3-4 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 11.3
Data Integrity	Infrastructure	Remove zero-byte pipeline.db from project root	ACTIVE	MEDIUM	5 minutes	—	2026-04-15T21:09:40	audit_2026-04-15.md P2-7
Migration Phase 5	Modularity	SQLite->Postgres metadata authority mirror pilot	completed	MEDIUM	5 days	platform	2026-04-15T13:15:41	Migration Program 2026Q2
SFv2 Phase 2	Infrastructure	Test research node on separate host	PENDING	MEDIUM	2 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Section 6
Data Integrity	Pipeline	Verify and harden blackbook_id writeback from pipeline to BlackBook	ACTIVE	MEDIUM	1 day	—	2026-04-15T21:09:40	audit_2026-04-15.md P2-6
Test Coverage	Testing	Consider integration test for orchestrator → trades.db path without external account credential	ACTIVE	LOW	1-2 days	—	2026-04-15T21:09:40	audit_2026-04-15.md P3-11
Test Coverage	Documentation	Document stale-candle escalation and missing_writeback repair procedures in runbooks	ACTIVE	LOW	2 hours	—	2026-04-15T21:09:40	audit_2026-04-15.md P3-10
SFv2 Phase 4	Lane Ecosystem	Lane G: Causal/Mechanism validation	DEFERRED	LOW	8-10 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Lane G
SFv2 Phase 4	Lane Ecosystem	Lane H: Ensemble/Portfolio Synthesis	DEFERRED	LOW	8-10 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Lane H
SFv2 Phase 4	Lane Ecosystem	Lane I: Adversarial/Robustness stress tests	DEFERRED	LOW	7-9 days	—	2026-04-18T08:28:11	STRATEGY_FACTORY_ARCHITECTURE.md Lane I
Test Coverage	Testing	Write test for live-close stub path that asserts NOT_IMPLEMENTED is returned	ACTIVE	LOW	1 hour	—	2026-04-15T21:09:40	audit_2026-04-15.md P3-9
SFv2 Phase 2	Queue System	Add cost_class column to research_queue and route claims by cost class	BUILT	medium	medium	—	2026-04-18T01:16:08	—
SFv2 Phase 2	Testing	Add jsonschema validation against sfv2_api_contract.json in contract test suite	PENDING	medium	low	—	2026-04-18T00:48:45	—
sfv2-phase2	infrastructure	Artifact shared storage for true multi-host (NFS/S3)	COMPLETE	medium	—	—	2026-04-19T03:13:16	—
sfv2	ops	Full multi-host production proof on separate EC2 with real data sync and live gateway HTTP	PARTIAL	medium	M	—	2026-04-19T03:47:19	—
SFv2 Phase 2	Shared Substrate	Full provenance graph for GET /api/v2/candidates/{id}/lineage	PENDING	medium	low	—	2026-04-18T00:48:45	—
sfv2	research	Gateway-side BlackBook promotion step: reads promotion_pending from result_payload, writes authoritative BB + pipeline_candidates stage sync	BUILT	high	M	—	2026-04-19T01:26:19	—
SFv2 Phase 2	API Layer	Implement sfv2_jobs table so GET /api/v2/jobs/{id} returns real status	PENDING	medium	low	—	2026-04-18T00:48:45	—
SFv2 Phase 2	API Layer	Migrate lane runners (A/B/C) to consult SFv2 gateway for budget allocation before generating	BUILT	medium	medium	—	2026-04-18T00:58:43	—
in_progress	generator	Sfv3 Candidate Scoring	COMPLETED	high	medium	auto	2026-04-19T04:41:37	—
in_progress	generator	Sfv3 Fast Filter Upgrade	COMPLETED	high	medium	auto	2026-04-19T04:41:37	—
in_progress	generator	Sfv3 Funnel Metrics	COMPLETED	high	medium	auto	2026-04-19T04:41:37	—
sfv2	research	Shared artifact storage for backtest result objects (currently inline JSON only)	COMPLETE	low	L	—	2026-04-19T02:53:48	—
Stage 1	Pipeline Correctness	Add stage transition logging	BUILT	CRITICAL	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 1
Stage 1	Pipeline Correctness	Build lineage consistency audit	BUILT	CRITICAL	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 1
Stage 1	Pipeline Correctness	Build pipeline integrity audit system	BUILT	CRITICAL	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 1
Stage 1	Pipeline Correctness	Fix optimiser parent stage bug	BUILT	CRITICAL	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 1
Stage 1	Pipeline Correctness	Harden validation → Black Book promotion	BUILT	CRITICAL	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 1
Stage 1	Pipeline Correctness	Research queue sync verification	BUILT	CRITICAL	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 1
Stage 1	Pipeline Correctness	System integration/regression test harness for integrity boundaries	BUILT	HIGH	Complete	—	2026-04-14T21:24:05	BLUEPRINT Stage 1
Stage 2	Diagnostics	Candidate provenance hardening	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 2
Stage 2	Diagnostics	Lane-aware instrumentation	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 2
Stage 2	Diagnostics	Lineage visualization in dashboard	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 2
Stage 2	Diagnostics	Rejection-path diagnostics	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 2
Stage 2	Diagnostics	Stage-to-stage degradation tracking	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 2
Stage 2	Diagnostics	Time-in-stage metrics	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 2
Stage 3	Symbol Validation	Cross-symbol observability	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 3
Stage 3	Symbol Validation	Cross-symbol validation in validation_runner	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 3
Stage 3	Symbol Validation	Enable symbol_universe in policy.yaml	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 3
Stage 3	Symbol Validation	Portability/robustness scoring	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 3
Stage 3	Symbol Validation	Specialist strategy rules	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 3
Stage 3	Symbol Validation	Symbol scope classification	BUILT	HIGH	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 3
Stage 4	Black Book Discipline	Black Book backup/restore	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 4
Stage 4	Black Book Discipline	Promotion/demotion lifecycle tracking	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 4
Stage 4	Black Book Discipline	Registry source-of-truth enforcement	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 4
Stage 4	Black Book Discipline	Reliable auto-promotion (hardened)	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 4
Stage 4	Black Book Discipline	Richer Black Book metadata	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 4
Stage 5	Live Readiness	Alert queue durability (SQLite authoritative + JSON compatibility)	BUILT	HIGH	Complete	—	2026-04-14T21:23:57	BLUEPRINT Stage 5
Stage 5	Execution Integrity	Historical trade ledger fee/PnL reconciliation	BUILT	HIGH	1 day	—	2026-04-15T00:18:32	Trade subsystem audit
Stage 5	Execution Integrity	Trade churn guardrails (cooldown / min move)	BUILT	HIGH	1 day	—	2026-04-15T00:12:33	Trade subsystem audit
Stage 5	Live Readiness	Emergency runbooks	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 5
Stage 5	Execution Integrity	Fixed-RR take-profit runtime wiring	BUILT	MEDIUM	Complete	—	2026-04-15T05:26:33	Trade Integrity Plan
Stage 5	Live Readiness	Kill switch verification procedures	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 5
Stage 5	Live Readiness	Live trading gate checklist (automated)	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 5
Stage 5	Live Readiness	Paper evidence/degradation reporting	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 5
Stage 5	Live Readiness	Paper-vs-backtest comparison layer	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 5
Stage 5	Execution Integrity	Probe trade tagging and reporting isolation	BUILT	MEDIUM	Complete	—	2026-04-15T05:26:33	Trade Integrity Plan
Stage 5	Live Readiness	Promotion criteria to live (automated)	BUILT	MEDIUM	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 5
Stage 5	Execution Integrity	Stale-candle entry guard in orchestrator	BUILT	MEDIUM	Complete	—	2026-04-15T05:26:33	Trade Integrity Plan
Stage 5	Execution Integrity	Symbol/side concentration risk controls	BUILT	MEDIUM	Complete	—	2026-04-15T05:26:33	Trade Integrity Plan
Stage 6	Dashboard Depth	/trades diagnostics panel (trigger price vs fill)	BUILT	MEDIUM	1 day	—	2026-04-15T05:26:33	Trade subsystem audit
Stage 6	Dashboard Depth	/architecture dashboard depth	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 6
Stage 6	Dashboard Depth	/research dashboard depth	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 6
Stage 6	Dashboard Depth	/roadmap live backlog table	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 6
Stage 6	Dashboard Depth	/system dashboard depth	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 6
Stage 6	Research Expansion	Experiment workflow maturity	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 6
Stage 6	Research Expansion	Phase 7 shared modules (features.py, sweep.py)	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 6
Stage 6	Research Expansion	Research feedback hooks	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 6
Stage 7	Multi-Lane Expansion	Lane B (Elite Mutation)	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 7
Stage 7	Multi-Lane Expansion	Lane C (LLM-Assisted)	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 7
Stage 7	Multi-Lane Expansion	Lane governance controls	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 7
Stage 7	Multi-Lane Expansion	Lane registration system	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 7
Stage 7	Multi-Lane Expansion	Lane-aware dashboard	BUILT	LOW	Complete	—	2026-04-15T22:20:41	BLUEPRINT Stage 7
Stage 8	Deferred	Dashboard authentication (Phase 10)	DEFERRED	DEFERRED	1-2 days	—	2026-04-15T22:20:41	BLUEPRINT Stage 8
Stage 8	Deferred	Interactive dashboard actions	DEFERRED	DEFERRED	2-3 days	—	2026-04-15T22:20:41	BLUEPRINT Stage 8
Stage 8	Deferred	Memory UI / operator tooling	DEFERRED	DEFERRED	2-3 days	—	2026-04-15T22:20:41	BLUEPRINT Stage 8
Stage 8	Deferred	OpenClaw shared workspace	DEFERRED	DEFERRED	2-3 days	—	2026-04-15T22:20:41	BLUEPRINT Stage 8
Stage 8	Deferred	SearXNG watcher integration (Phase 7b)	DEFERRED	DEFERRED	3-5 days	—	2026-04-15T22:20:41	BLUEPRINT Stage 8
Stage 8	Deferred	Tournament infrastructure	DEFERRED	DEFERRED	N/A	—	2026-04-15T22:20:41	BLUEPRINT Stage 8
Stage 9	Lane C Reliability	Add UNIQUE(candidate_id) contract for research_queue UPSERT path	BUILT	HIGH	in_progress	—	2026-04-15T02:04:28	Integrity audit 2026-04-15
Stage 9	Trading Integrity	Add stop/take trigger telemetry and mismatch detector	BUILT	HIGH	in_progress	—	2026-04-15T02:48:36	Trade audit 2026-04-15
Stage 9	Health Dashboard	DSR / PBO / MinTRL statistical edge validity	DEFERRED	HIGH	3-5 days	—	2026-04-15T22:20:41	Health Dashboard 2026-04-15
Stage 9	Modularity & Federation	External intake API for research and lane submissions	BUILT	HIGH	2 days	—	2026-04-15T02:48:36	Future Phase: Modular Growth
Stage 9	Modularity & Federation	Lane SDK and conformance tests	BUILT	HIGH	2 days	—	2026-04-15T02:48:36	Future Phase: Modular Growth
Stage 9	Trading Integrity	Normalize trigger feed units and symbol mapping	BUILT	HIGH	1 day	—	2026-04-15T02:48:36	Runtime audit 2026-04-15
Stage 9	Modularity & Federation	Per-component README contracts and ownership	BUILT	HIGH	1 day	—	2026-04-15T02:48:36	Future Phase: Modular Growth
Stage 9	Modularity & Federation	Remote backtest worker pool	BUILT	HIGH	3 days	—	2026-04-15T02:48:36	Future Phase: Modular Growth
Stage 9	Modularity & Federation	Schema/version manifest for runtime DB contracts	BUILT	HIGH	1 day	—	2026-04-15T02:48:36	Future Phase: Modular Growth
Stage 9	Health Dashboard	VaR / Expected Shortfall computation (95% confidence)	DEFERRED	HIGH	3-5 days	—	2026-04-15T22:20:41	Health Dashboard 2026-04-15
Stage 9	Modularity & Federation	Cross-service observability contract	BUILT	MEDIUM	1 day	—	2026-04-15T02:48:36	Future Phase: Modular Growth
Stage 9	Modularity & Federation	Deployment profiles: single-host and distributed	BUILT	MEDIUM	1 day	—	2026-04-15T02:48:36	Future Phase: Modular Growth
Stage 9	Health Dashboard	Exchange API error rate tracking (REST + WebSocket errors)	DEFERRED	MEDIUM	1-2 days	—	2026-04-15T22:20:41	Health Dashboard 2026-04-15
Stage 9	Modularity & Federation	Execution adapter interface (multi-broker ready)	BUILT	MEDIUM	2 days	—	2026-04-15T02:48:36	Future Phase: Modular Growth
Stage 9	Modularity & Federation	Feed adapters (RSS/Webhook) into research intake	BUILT	MEDIUM	2 days	—	2026-04-15T02:48:36	Future Phase: Modular Growth
Stage 9	Health Dashboard	Fill latency telemetry — record fill_time_ms in trades.db	DEFERRED	MEDIUM	1 day	—	2026-04-15T22:20:41	Health Dashboard 2026-04-15
Stage 9	Health Dashboard	Portfolio correlation / crowding heatmap (requires return series)	DEFERRED	LOW	2-3 days	—	2026-04-15T22:20:41	Health Dashboard 2026-04-15
Stage 10	Institutional Allocation	Allocator data contract + feature store tables	BUILT	HIGH	in_progress	—	2026-04-15T02:20:13	Allocator planning 2026-04-15
Stage 10	Institutional Allocation	Allocator engine with risk budgets and constraints	BUILT	HIGH	3 days	—	2026-04-15T02:20:13	Allocator roadmap
Stage 10	Institutional Allocation	Allocator shadow mode against current sizing	BUILT	HIGH	2 days	—	2026-04-15T02:20:13	Allocator roadmap
Stage 10	Institutional Allocation	Capacity + transaction-cost aware sizing	BUILT	HIGH	2 days	—	2026-04-15T02:19:47	Allocator roadmap
Stage 10	Institutional Allocation	Portfolio risk model (vol/covariance/ES)	BUILT	HIGH	2 days	—	2026-04-15T02:19:47	Allocator roadmap
Stage 10	Institutional Allocation	Position allocator architecture spec + contracts	BUILT	HIGH	1 day	—	2026-04-15T02:19:47	Allocator roadmap
Stage 10	Dashboard Depth	Allocator/risk budget dashboard page	BUILT	MEDIUM	2 days	—	2026-04-15T02:20:13	Allocator roadmap
Stage 10	Institutional Allocation	Order-intent ledger and allocator audit trail	BUILT	MEDIUM	1 day	—	2026-04-15T02:20:13	Allocator roadmap

Tip: keep this table updated as work ships. BLUEPRINT remains architecture narrative; roadmap execution state lives here.

⚠️ Roadmap Audit Summary (2026-04-17)

🔴 CRITICAL SAFETY ISSUES (P1) — All Pending

P1-001: Kill switch state in-memory only — resets on pm2 restart
P1-002: Hardcoded min_robustness=0.3 overrides YAML config
P1-003: Duplicate TAKER_FEE_PCT can diverge backtest/paper
P1-004: Nightly maintenance NOT in crontab — policy never rebalances

⚡ Action Required: Fix before any new features. See ROADMAP_AUDIT_2026-04-17.md

6/6

Pipeline Repair Phases
✅ COMPLETE

56/56

BLUEPRINT Stages
✅ BUILT

8/33

SFv2 Items
🟡 IN PROGRESS

0/7

Open Source Phases
⏸️ NOT STARTED

P2 Observability Foundations (10 items) 0% Complete

Blocks P4 AI Supervision. Items: paper evidence history, risk veto log, optimiser trials, market data gaps, validation check indexing, symbol scope, IS/OOS tracking, Sharpe fix, signal generation rate, process restart alerts.

Current Pipeline State

PAPER_TRADING

VALIDATION_PASSED

OPTIMISATION_DONE ⚠️

1156

VALIDATION_FAILED

22K

FAST_FILTER_FAILED

193

CORRELATED_REJECTED

⚠️ 7 candidates stuck in OPTIMISATION_DONE — investigate validation queue backlog

Full audit: ROADMAP_AUDIT_2026-04-17.md | Phase Zero: docs/system-audit/phase-zero-roadmap.md | SFv2 Roadmap: docs/STRATEGY_FACTORY_V2_MASTER_ROADMAP.md