Last Updated: 2026-05-03 Owner: Docs-Dev Summary: Module-by-module completion checklist pack for building QuantMatrix safely and in the right order.

QuantMatrix Module Build Checklist Pack¶

This document is the execution companion to the architecture, implementation, and trade analytics documents.

Its purpose is simple: - make module delivery predictable - prevent hidden gaps between design and coding - ensure each component is complete before the next one depends on it - keep the system robust, modular, testable, and safe

Use this pack as the engineering completion checklist while building QuantMatrix step by step.

1. How To Use This Checklist Pack¶

For every module: - read the design document section for that module - read the implementation specification for its interfaces and files - use this checklist to confirm nothing important is missing - do not mark a module complete until all required items are done or intentionally deferred

Each module should be reviewed across six dimensions: - functional completeness - interface completeness - persistence and state correctness - observability - failure safety - test coverage

2. Global Readiness Gates¶

Before any module is called production-ready, confirm:

Design Gate¶

module responsibilities are clearly defined
ownership boundary is clear
inputs and outputs are documented
dependencies are explicitly known
non-goals are documented

Build Gate¶

required files and classes exist
configuration is wired
interfaces compile and run
mocks or adapters exist for external dependencies

Safety Gate¶

idempotency behavior is defined
retry behavior is defined
timeout behavior is defined
invalid inputs are rejected safely
destructive actions require appropriate safeguards

Observability Gate¶

structured logs exist
health status is exposed
important metrics are emitted
failures are detectable without manual code inspection

Persistence Gate¶

source-of-truth state is identified
cache behavior is documented
retention is defined
reconciliation path exists if state becomes inconsistent

Test Gate¶

unit tests exist for core logic
integration tests exist for boundaries
failure-path tests exist
acceptance criteria are demonstrably met

3. Module Checklist Template¶

Use this template for every module.

Module Name¶

Purpose:
Owner:
Depends on:
Blocks:

Functional Checklist¶

[ ] Core responsibilities implemented
[ ] Explicitly forbidden responsibilities kept out
[ ] Inputs validated
[ ] Outputs normalized
[ ] Edge cases identified

Interface Checklist¶

[ ] Public API defined
[ ] Request/response or event schema documented
[ ] Error contract documented
[ ] Versioning approach documented if needed

State and Persistence Checklist¶

[ ] State model documented
[ ] Source of truth identified
[ ] Cache rules documented
[ ] Recovery/replay rules documented
[ ] Retention policy defined

Reliability Checklist¶

[ ] Retry rules implemented
[ ] Timeouts implemented
[ ] Backoff behavior defined
[ ] Duplicate handling implemented
[ ] Partial failure behavior tested

Observability Checklist¶

[ ] Structured logs added
[ ] Metrics added
[ ] Health signal exposed
[ ] Alert conditions identified

Security and Safety Checklist¶

[ ] Secrets not hardcoded
[ ] Dangerous operations guarded
[ ] Environment-specific behavior documented
[ ] Audit trail included where needed

Testing Checklist¶

[ ] Unit tests implemented
[ ] Integration tests implemented
[ ] Failure-path tests implemented
[ ] Acceptance checklist passed

Completion Decision¶

[ ] Ready for downstream integration
[ ] Ready for paper trading
[ ] Ready for live trading
[ ] Deferred items documented

4. Foundation Checklist¶

This should be completed first.

Repository and Project Structure¶

[ ] Repo layout matches implementation spec
[ ] Environment files defined for local, paper, live, and backtest
[ ] Logging framework selected and initialized
[ ] Settings/config loader implemented
[ ] Shared types and schemas package created
[ ] Error handling conventions documented

Infrastructure Basics¶

[ ] Redis connectivity module implemented
[ ] PostgreSQL connectivity module implemented
[ ] Migration framework working
[ ] Health check framework available
[ ] Background task runner pattern selected

Developer Experience¶

[ ] Local startup path works
[ ] Demo mode works without live broker credentials
[ ] Test runner works
[ ] Linting/formatting path works
[ ] README setup path is accurate

5. Market Data Layer Checklist¶

Market Data Abstraction¶

[ ] Base provider interface defined
[ ] Provider-specific adapters isolated
[ ] Subscription model defined
[ ] Reconnect behavior implemented
[ ] Backfill behavior documented

Live Data Processing¶

[ ] Tick normalization implemented
[ ] Timestamp normalization implemented
[ ] Symbol normalization implemented
[ ] Data quality checks implemented
[ ] Latency metrics emitted

Failure Safety¶

[ ] Disconnect recovery tested
[ ] Duplicate message handling tested
[ ] Missing field handling tested
[ ] Broker outage behavior defined

6. Momentum Radar Checklist¶

Radar Logic¶

[ ] Top gainer scan interface implemented
[ ] Scan timing aligned to minute boundary
[ ] Top N configurable
[ ] Market-data provider configurable
[ ] Results normalized before storage

Snapshot Storage¶

[ ] Each scan written to Redis snapshot store
[ ] 1-minute change derived from stored snapshot
[ ] 5-minute change derived from stored snapshot
[ ] Snapshot expiry/retention configured
[ ] Optional archival behavior documented

UI and Actions¶

[ ] Required columns available
[ ] Watch action connected
[ ] Block action connected
[ ] Block duration behavior documented

7. Opportunity Scanner Checklist¶

Scanner Eligibility Logic¶

[ ] Blocked list enforced
[ ] Active/open duplicate exclusion enforced
[ ] Maximum watchlist size enforced
[ ] Price filter configurable
[ ] Gain filter configurable
[ ] Relative volume filter configurable
[ ] Float filter configurable
[ ] Rank filter configurable

Queueing Behavior¶

[ ] Waiting candidate insertion works
[ ] Duplicate candidate prevention works
[ ] Candidate source recorded
[ ] Scanner metrics emitted

8. Active Strategy Watchlist Checklist¶

Watchlist State¶

[ ] Waiting, Active, Hold, Closed, Buy, Sell states implemented
[ ] Latest-first sorting implemented
[ ] Assigned strategy name/id displayed
[ ] Polling health indicator displayed
[ ] Stop and Restart actions work

State Transitions¶

[ ] Candidate added from scanner works
[ ] Candidate added manually works
[ ] Strategy assignment transition works
[ ] Close/completion timestamps update correctly
[ ] Invalid transitions are blocked

9. Strategy Allocator Checklist¶

Allocation Rules¶

[ ] Max active candidates enforced
[ ] Max open positions enforced
[ ] Oldest waiting candidate priority enforced
[ ] Rotation window configurable
[ ] Stale active rotation implemented

Health Management¶

[ ] Stuck strategy detection implemented
[ ] Reassignment behavior documented
[ ] No-open-position guard for auto-kill implemented

10. Entry and Exit Strategy Checklist¶

Entry Strategy¶

[ ] Strategy interface defined
[ ] Concurrent evaluation supported
[ ] Single-buy-per-symbol guarantee enforced
[ ] Position size calculation separated from signal generation
[ ] Entry explanation stored

Exit Strategy¶

[ ] Exit ownership begins after fill
[ ] Stop-loss behavior implemented
[ ] Take-profit behavior implemented
[ ] Technical exit signals wired
[ ] Exit explanation stored

11. Global Risk Manager Checklist¶

Risk Rules¶

[ ] Max daily loss enforced
[ ] Max position size enforced
[ ] Max trades per day enforced
[ ] Market-hours validation enforced
[ ] Emergency halt path implemented

Override Behavior¶

[ ] Risk block reason persisted
[ ] UI shows active risk violations
[ ] Risk decisions are auditable

12. Order Execution and Broker Checklist¶

Order Execution Service¶

[ ] Sole order-routing ownership enforced
[ ] Standard order command contract implemented
[ ] Retry logic implemented
[ ] Partial fill handling implemented
[ ] Cancel and liquidate-all commands implemented

Broker Adapter¶

[ ] Base broker interface complete
[ ] Account summary pull implemented
[ ] Order place/cancel/status implemented
[ ] Execution updates normalized
[ ] Paper vs live mode separation documented

13. Orders, Positions, and P&L Checklist¶

Orders¶

[ ] Client order id uniqueness enforced
[ ] Status lifecycle modeled
[ ] Rejections and cancels captured
[ ] Order history queryable by day

Positions¶

[ ] Open position state accurate
[ ] Close action available
[ ] Halt action available
[ ] Reconciliation against broker supported

P&L¶

[ ] Realized P&L calculated
[ ] Unrealized P&L calculated
[ ] Day-by-symbol reporting available
[ ] Account-level summary available

14. Trade Analytics Checklist¶

Trade Capture¶

[ ] Trade record created on lifecycle completion
[ ] Entry context stored
[ ] Exit context stored
[ ] Indicator values stored at entry and exit
[ ] Execution quality features stored

Trade Review Readiness¶

[ ] Why-entered explanation available
[ ] Why-exited explanation available
[ ] Winner/loser labels defined
[ ] MFE and MAE captured
[ ] Time-of-day and market-context features captured

Recommendation Readiness¶

[ ] Historical grouping queries defined
[ ] Sample size rules defined
[ ] Recommendation logic versioned
[ ] Recommendation outputs auditable

15. UI Checklist¶

Core Screens¶

[ ] Command Center complete
[ ] Account screen complete
[ ] Positions screen complete
[ ] Orders screen complete
[ ] Risk & Health screen complete
[ ] Data & Backtests screen complete
[ ] Settings screen complete

UX Quality¶

[ ] Layout remains readable with live data
[ ] Tables sort correctly
[ ] Actions have visible feedback
[ ] Errors are understandable
[ ] Critical actions are clearly guarded

16. Backtesting and Historical Data Checklist¶

Historical Data¶

[ ] Download interface defined
[ ] Date/time range validation implemented
[ ] Broker/provider abstraction maintained
[ ] Storage format documented

Backtesting¶

[ ] Shared strategy interface reused
[ ] Metrics computed correctly
[ ] Result reproducibility confirmed
[ ] Comparison between backtest and live assumptions documented

17. Operations Checklist¶

Startup and Runtime¶

[ ] Startup sequence documented
[ ] Shutdown sequence documented
[ ] Health checks available
[ ] Restart behavior documented
[ ] Reconciliation jobs documented

Alerts and Incidents¶

[ ] Failed order alerts defined
[ ] Risk violation alerts defined
[ ] Broker disconnect alerts defined
[ ] Emergency liquidation procedure documented

18. Pre-Paper Trading Launch Checklist¶

[ ] All critical modules complete
[ ] All high-risk failure paths tested
[ ] Account summary matches broker
[ ] Orders reconcile with broker
[ ] Positions reconcile with broker
[ ] Risk manager blocks correctly
[ ] Watchlist and strategy state stay consistent
[ ] Trade analytics capture is working
[ ] Emergency halt tested in safe environment

19. Pre-Live Trading Launch Checklist¶

[ ] Paper trading run completed successfully across multiple sessions
[ ] Operational runbook exists
[ ] Alert routing works
[ ] Live secrets managed securely
[ ] Capital limits reviewed
[ ] Broker production settings verified
[ ] Recommendation outputs clearly labeled as advisory
[ ] Manual override process documented
[ ] Rollback plan documented

20. Recommended Build Order¶

Foundation
Redis/PostgreSQL/core config
Broker abstraction and dry-run broker
Market data abstraction and demo feed
Momentum Radar and snapshot storage
Opportunity Scanner
Active Strategy Watchlist
Global Risk Manager
Order Execution Service
Orders, Positions, and Account Summary
Entry and Exit Strategies
P&L and reconciliation
Trade analytics
UI refinement
Backtesting and historical data
Production hardening

21. Suggested Next Companion Documents¶

After this checklist pack, the next most useful documents are: - Operations Runbook - Incident Response Playbook - Trade Review Template - Production Readiness Review Checklist