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Pre-Trade Risk Workbench Roadmap

Status: proposed Date: 2026-03-27

Goal

Add the trading risk calculator into the QuantLab ecosystem as an auxiliary pre-trade and risk-planning tool, not as part of the central backtest or execution engine.

The target product shape is:

  • QuantLab remains the sovereign CLI-first research and execution system
  • the calculator evolves into a reusable pre-trade workbench
  • the workbench produces deterministic artifacts that QuantLab can consume
  • the UI remains an optional operator surface, never the owner of policy

Core Position

This integration should not place calculator logic inside:

  • backtest
  • strategies
  • execution
  • venue adapters

Instead, it should introduce a bounded auxiliary subsystem:

  • pretrade

This subsystem should sit beside QuantLab's main research and execution flow and support operator decisions before paper or broker-facing actions occur.

Product Definition

Recommended product name:

  • QuantLab Pre-Trade Risk Workbench

Recommended responsibility:

  • size a position from capital, risk percent, entry, stop, and target
  • estimate fees and slippage impact
  • validate pre-trade policy assumptions before submit
  • generate deterministic trade-plan artifacts
  • optionally derive a draft ExecutionIntent, but never submit directly

Architectural Rules

1. CLI-first

The workbench must be invokable through QuantLab's CLI and/or machine-facing request surface.

2. Artifact-first

The canonical output should be a pre-trade artifact directory, not UI state.

Suggested root:

outputs/pretrade_sessions/<session_id>/

Suggested files:

outputs/pretrade_sessions/<session_id>/
  input.json
  plan.json
  summary.json
  plan.md

3. Read-only or bounded UI

The UI may:

  • visualize plans
  • compare scenarios
  • browse saved artifacts
  • show policy rejection reasons

The UI must not:

  • own risk policy
  • decide execution authority
  • submit directly to venue adapters

4. Reversible integration

QuantLab should consume the workbench through narrow contracts that remain useful even if the UI or calculator implementation changes later.

Suggested Machine Contract

Recommended contract marker:

contract_type = "quantlab.pretrade.plan"

Suggested minimum fields:

  • session_id
  • symbol
  • venue
  • side
  • entry_price
  • stop_price
  • target_price
  • risk_amount
  • risk_percent
  • position_size
  • estimated_fees
  • estimated_slippage
  • notional
  • policy_checks
  • draft_execution_intent

Ownership Split

QuantLab should own:

  • the pretrade package
  • CLI entrypoints
  • artifact writing and validation
  • safety-boundary bridging into ExecutionPolicy and ExecutionIntent

The calculator repository should own:

  • operator-friendly scenario planning UX
  • reusable risk-calculation logic
  • fixture parity with any alternate runtime implementations
  • export surfaces that are convenient for QuantLab ingestion

What Not To Do

Do not:

  • merge this into the backtest engine
  • treat the calculator as the owner of execution policy
  • let the UI become the path that governs broker submission
  • use this feature to bypass the broker safety boundary

Delivery Phases

Phase 1 - Roadmap and boundary definition

  • publish this roadmap
  • define the product boundary
  • align follow-up issues across QuantLab and calculator repos

Phase 2 - Pre-trade package and canonical artifacts

  • add src/quantlab/pretrade/
  • implement deterministic plan generation
  • persist canonical artifact directories under outputs/pretrade_sessions/

Phase 3 - Safety-boundary bridge

  • convert pre-trade plans into draft ExecutionIntent
  • validate them against ExecutionPolicy
  • surface deterministic rejection reasons before adapter interaction

Phase 4 - Bounded UI surface

  • expose artifact browsing and scenario comparison in research_ui
  • keep the surface read-only or narrowly bounded
  • preserve QuantLab CLI and core as the authority

Success Condition

QuantLab gains a useful pre-trade planning subsystem that improves operator discipline and execution readiness without turning the calculator or UI into the center of the product.