 kjh2064
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852848e69b
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docs: add QuantEngine modernization strategy roadmap (2026-2027)
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Add comprehensive modernization roadmap guiding 12-month transformation:
MODERNIZATION_STRATEGY_ROADMAP_2026-2027.md (detailed, ~1500 lines):
- Phase 0-4 detailed plans (Jul 2026 - Jun 2027)
- 5 phases: Foundation, Data Architecture, Quant Engine, Patterns, Optimization
- Each phase: specific deliverables, KPIs, risk mitigation
- Code examples for normalization, components, game theory, decision logging
- Success criteria: CI <15min, coverage >80%, tech debt <20%, Sharpe +20%
MODERNIZATION_ROADMAP_VISUAL.md (overview, ~600 lines):
- Gantt chart visualization (all 5 phases)
- Metrics tracking table (CI time, test coverage, availability, etc.)
- Go/No-Go gates with checklists (Phase 0 ✅ approved)
- Risk heatmap & ROI analysis
- Milestone timeline & governance structure
Key improvements target:
✓ Code quality: technical debt 60% → <20%
✓ Performance: API 500ms → <200ms, collection 15min → <6min
✓ Reliability: 99.9% availability, zero data loss
✓ Automation: 10% → 87.5% (manual ops from 40h/week → 5h/week)
✓ Quant: portfolio Sharpe ratio +20%, full decision transparency
✓ SOLID principles, data consistency, game theory, reproducibility
Next phase gate: 2026-08-31 (Phase 0 validation)
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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2026-07-24 13:46:11 +09:00 |
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