You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
59 lines
2.7 KiB
Markdown
59 lines
2.7 KiB
Markdown
# Phase 7 Deliverables — Controlled Live Rollout and Operational Governance
|
|
|
|
## Purpose
|
|
Phase 7 defines how the system moves from paper trading / small pilot execution into controlled live operation. The focus is not on new alpha generation. The focus is safe capital deployment, operational discipline, change control, incident handling, model drift detection, and post-trade learning.
|
|
|
|
This phase assumes the following are already in place:
|
|
- Phase 0: strategy, risk, data, and event policy are approved.
|
|
- Phase 1: repository, schemas, service boundaries, and coding rules are approved.
|
|
- Phase 2: ingestion jobs are stable and replayable.
|
|
- Phase 3: parsers and feature builders are producing reviewable records.
|
|
- Phase 4: backtests and experiment process are reproducible.
|
|
- Phase 5: attention overlay is optional and non-critical.
|
|
- Phase 6: paper trading and live order lifecycle are implemented with risk guards.
|
|
|
|
## Primary Goals
|
|
1. Start live trading with small capital and constrained risk.
|
|
2. Introduce staged capital ramp rules based on stability and realized performance.
|
|
3. Add governance for releases, approvals, incidents, and rollback.
|
|
4. Formalize daily/weekly/monthly operational review.
|
|
5. Detect signal drift, parser drift, and execution drift before they become expensive.
|
|
6. Produce auditable records for every trade, model version, config version, and incident.
|
|
|
|
## Deliverables in This Phase
|
|
- `live_rollout_and_capital_ramp.md`
|
|
- `production_hardening_and_governance.md`
|
|
- `change_management_and_release_policy.md`
|
|
- `drift_monitoring_and_post_trade_review.md`
|
|
- `performance_attribution_and_reporting.md`
|
|
- `implementation_plan.md`
|
|
- `testing_checklist.md`
|
|
- `operator_runbook.md`
|
|
- `rollout_config.schema.json`
|
|
- `incident_record.schema.json`
|
|
|
|
## Reading Order for AI Coding Agent
|
|
1. Phase 0 documents
|
|
2. Phase 1 documents
|
|
3. Phase 2 documents
|
|
4. Phase 3 documents
|
|
5. Phase 4 documents
|
|
6. Phase 5 documents
|
|
7. Phase 6 documents
|
|
8. Phase 7 `README.md`
|
|
9. `live_rollout_and_capital_ramp.md`
|
|
10. `production_hardening_and_governance.md`
|
|
11. `change_management_and_release_policy.md`
|
|
12. `drift_monitoring_and_post_trade_review.md`
|
|
13. `performance_attribution_and_reporting.md`
|
|
14. `implementation_plan.md`
|
|
15. `testing_checklist.md`
|
|
|
|
## Phase 7 Exit Criteria
|
|
Phase 7 is complete only when all of the following are true:
|
|
- The system can operate in live mode with explicit capital caps and rollback rules.
|
|
- Release approval, emergency stop, and incident logging are operational.
|
|
- Daily reconciliation, attribution, and drift checks run automatically.
|
|
- Configuration and model versions used for each trade are recorded and reproducible.
|
|
- A week of live or pilot trading can be reviewed end-to-end without manual log archaeology.
|