481 lines
14 KiB
HTML
481 lines
14 KiB
HTML
<!doctype html>
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<html lang="en">
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<head>
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<meta charset="utf-8" />
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<meta name="viewport" content="width=device-width, initial-scale=1" />
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<title>Synthetic Market-Data Roadmap</title>
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<style>
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:root {
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.phase {
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border: 1px solid var(--line);
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border-radius: 8px;
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padding: 13px;
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.phase h3 {
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}
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.phase p {
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margin-top: 6px;
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footer {
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margin-top: 36px;
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border-top: 1px solid var(--line);
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font-family: var(--mono);
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font-size: 0.78rem;
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@media (max-width: 900px) {
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.hero,
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.grid.two {
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grid-template-columns: 1fr;
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}
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}
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@media (max-width: 640px) {
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main {
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width: min(100% - 24px, 1180px);
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padding-top: 24px;
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}
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h1 {
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font-size: 1.72rem;
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}
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.panel-body,
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.decision {
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padding: 15px;
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}
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}
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</style>
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</head>
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<body>
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<main>
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<header class="hero">
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<div>
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<p class="kicker">Synthetic Roadmap</p>
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<h1>Synthetic Market-Data Roadmap</h1>
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<p class="summary">
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Implementation-sized phases for extracting deterministic synthetic generation into a first-class reusable engine
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while keeping the useful NATS, ClickHouse, compute, API, replay, and web stack.
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</p>
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<div class="meta">
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<span class="chip primary">Beads islandflow-259</span>
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<span class="chip good">Recommended: Option B</span>
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<span class="chip">Infra-free early gates</span>
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</div>
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</div>
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<aside class="decision">
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<span class="label">Scope Rule</span>
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<strong>Emit canonical market events. Keep hidden labels separate.</strong>
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<p>Build deterministic foundations before demos, UI controls, or live synthetic service behavior.</p>
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</aside>
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</header>
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<div class="toc" aria-label="Table of contents">
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<p class="toc-title">Jump to</p>
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<nav>
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<a href="#links">Linked Docs</a>
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<a href="#constraints">Core Constraints</a>
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<a href="#sequence">Phase Sequence</a>
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<a href="#splits">PR Splits</a>
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<a href="#epic">Matching Epic</a>
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</nav>
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</div>
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<section id="links">
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<h2>Linked Docs</h2>
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<div class="grid two">
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<article class="panel">
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<div class="panel-body">
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<h3>Active Implementation Set</h3>
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<p>Use these while planning or implementing synthetic market-data phase work.</p>
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<div class="link-row">
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<a class="chip primary" href="../index.html">Implementation overview</a>
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<a class="chip" href="index.html">Full phase dossier</a>
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<a class="chip" href="00-roadmap.md">Roadmap Markdown</a>
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</div>
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</div>
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</article>
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<article class="panel">
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<div class="panel-body">
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<h3>Background Plans</h3>
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<p>These explain rationale, but do not add scope unless pulled into a phase doc and Beads issue.</p>
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<div class="link-row">
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<a class="chip" href="../../plans/synthetic-market-data-architecture-review.html">Architecture HTML</a>
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<a class="chip" href="../../plans/synthetic-market-data-architecture-review.md">Architecture Markdown</a>
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<a class="chip" href="../../research-docs/synthetic-market-data-generation.md">Generation research</a>
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</div>
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</div>
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</article>
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</div>
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</section>
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<section id="constraints">
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<h2>Core Constraints</h2>
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<div class="panel">
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<div class="panel-body">
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<ul class="compact-list">
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<li>Emit canonical market event types: <code>OptionPrint</code>, <code>OptionNBBO</code>, <code>EquityPrint</code>, and <code>EquityQuote</code>.</li>
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<li>Do not create synthetic-only market event types for the main pipeline.</li>
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<li>Keep hidden ground-truth labels separate from emitted market events.</li>
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<li>Keep early quality gates infra-free: <code>bun test</code> should not require Docker, ClickHouse, NATS, or Redis.</li>
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<li>Build deterministic foundations before demos, UI controls, or live synthetic service behavior.</li>
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<li>Treat historical calibration as future work, not as a dependency for the MVP synthetic generator.</li>
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</ul>
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</div>
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</div>
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</section>
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<section id="sequence">
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<h2>Phase Sequence</h2>
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<div class="table-wrap">
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<table>
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<thead>
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<tr>
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<th>Phase</th>
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<th>Beads issue</th>
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<th>Depends on</th>
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<th>Purpose</th>
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</tr>
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</thead>
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<tbody>
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<tr><td>01 - Deterministic spine</td><td><code>islandflow-259.1</code></td><td>None</td><td>Create the seeded generation foundation and canonical event output contract.</td></tr>
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<tr><td>02 - Manifests, fixtures, CLI</td><td><code>islandflow-259.2</code></td><td><code>islandflow-zxh.1</code></td><td>Turn deterministic generation into durable fixtures and manifests.</td></tr>
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<tr><td>03 - Scenarios, labels, expected outputs</td><td><code>islandflow-259.3</code></td><td><code>islandflow-zxh.2</code></td><td>Author named scenarios, separate labels, and expected derived outputs.</td></tr>
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<tr><td>04 - Replay integration</td><td><code>islandflow-259.4</code></td><td><code>islandflow-zxh.3</code></td><td>Make replay consume synthetic runs with stable ordering and output comparison.</td></tr>
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<tr><td>05 - Demo and load profiles</td><td><code>islandflow-259.5</code></td><td><code>islandflow-zxh.4</code></td><td>Expose named deterministic demo/load profiles after replay validation.</td></tr>
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<tr><td>99 - Future historical calibration</td><td><code>islandflow-259.6</code></td><td><code>islandflow-259.5</code></td><td>Calibrate parameters from historical data later, after the MVP is stable.</td></tr>
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</tbody>
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</table>
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</div>
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</section>
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<section id="splits">
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<h2>PR Split Notes</h2>
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<div class="phase-stack">
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<article class="phase">
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<span class="phase-id">Phase 03a</span>
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<h3><code>islandflow-259.3.1</code> - Scenario catalog and labels</h3>
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<p>Keep scenario authoring and ground-truth label shape focused before expected-output comparison grows around it.</p>
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</article>
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<article class="phase">
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<span class="phase-id">Phase 03b</span>
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<h3><code>islandflow-259.3.2</code> - Expected-output manifests</h3>
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<p>Store expected derived outputs as reviewable artifacts for downstream smart-flow validation.</p>
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</article>
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</div>
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<p class="summary">
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If any other phase starts touching unrelated service, API, UI, and storage behavior in one PR, split it before implementation continues.
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</p>
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</section>
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<section id="epic">
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<h2>Matching Beads Epic</h2>
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<div class="panel">
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<div class="panel-body">
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<p><code>islandflow-259</code> - Plan synthetic market-data implementation phases.</p>
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</div>
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</div>
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</section>
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<footer>
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HTML companion for docs/implementation/synthetic-market-data/00-roadmap.md. Source Markdown remains the active editable document.
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</footer>
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</main>
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</body>
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</html>
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