### Phase 1: Foundation & Core Financial Engine

[drzo]

Phase 1: Foundation & Core Financial Engine (Months 1-3)

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Feature Issue #1: Enhanced Financial Processing Core

Priority: Critical
Estimated Effort: 4-6 weeks
Dependencies: None

Description: Expand the current financial simulator into a production-ready financial processing engine with comprehensive account management, transaction processing, and financial reporting capabilities.

Actionable Tasks:

• Task 1.1: Extend Chart of Accounts system

  • Implement hierarchical account structures with unlimited depth
  • Add account metadata (currency, restrictions, regulations)
  • Support multi-currency accounts with real-time conversion
  • Implement account templates for different business types
  • Deliverable: Enhanced CoA with 500+ standard accounts
  • Testing: Unit tests for account hierarchy operations
  • Validation: Load test with 10,000+ accounts

• Task 1.2: Advanced Transaction Engine

  • Implement batch transaction processing
  • Add transaction templates and recurring transactions
  • Support complex multi-leg transactions (derivatives, FX swaps)
  • Implement transaction audit trails with cryptographic hashing
  • Deliverable: Transaction engine supporting 1M+ TPS
  • Testing: Performance tests with concurrent transactions
  • Validation: Stress test with 24-hour continuous operation

• Task 1.3: Real-time Financial Reporting

  • Implement dynamic balance sheet generation
  • Add income statement with configurable periods
  • Create cash flow statement with indirect/direct methods
  • Support custom financial reports with formula engine
  • Deliverable: Real-time reporting system with <100ms latency
  • Testing: Report accuracy validation against known datasets
  • Validation: Generate 10,000+ reports simultaneously

• Task 1.4: Data Persistence & Recovery

  • Implement high-performance database integration (PostgreSQL, TimescaleDB)
  • Add point-in-time recovery capabilities
  • Create data archival and compression systems
  • Implement backup/restore with encryption
  • Deliverable: 99.99% data durability with <1s recovery time
  • Testing: Disaster recovery scenarios
  • Validation: 30-day continuous operation test

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Feature Issue #2: Hardware Acceleration Integration

Priority: High
Estimated Effort: 6-8 weeks
Dependencies: GGML backend stability

Description: Integrate GGML tensor operations for financial calculations across multiple hardware backends, optimizing for low-latency trading and risk calculations.

Actionable Tasks:

• Task 2.1: Financial Tensor Operations Library

  • Create financial-specific GGML kernels (Black-Scholes, Monte Carlo)
  • Implement matrix operations for portfolio optimization
  • Add statistical functions for risk calculations
  • Create custom operators for financial derivatives
  • Deliverable: Financial tensor library with 50+ operations
  • Testing: Numerical accuracy tests against reference implementations
  • Validation: Performance benchmarks vs traditional financial libraries

• Task 2.2: Multi-Backend Support Enhancement

  • Optimize CPU backend with AVX-512 for financial calculations
  • Enhance CUDA backend for parallel risk scenarios
  • Improve Metal backend for Apple Silicon deployment
  • Add specialized FPGA backend for ultra-low latency
  • Deliverable: 4+ hardware backends with automated selection
  • Testing: Cross-platform compatibility tests
  • Validation: Latency tests: <50μs for options pricing

• Task 2.3: Memory Management Optimization

  • Implement financial data-aware memory pools
  • Add cache-friendly data structures for market data
  • Create memory-mapped file support for historical data
  • Optimize memory access patterns for NUMA systems
  • Deliverable: Memory system with 90%+ cache hit rates
  • Testing: Memory leak detection and performance profiling
  • Validation: 24-hour memory stability test

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Feature Issue #3: Market Data Integration

Priority: High
Estimated Effort: 4-5 weeks
Dependencies: Network infrastructure

Description: Build a comprehensive market data ingestion and processing system capable of handling real-time feeds from multiple sources with ultra-low latency.

Actionable Tasks:

• Task 3.1: Real-time Data Ingestion

  • Implement FIX protocol support for trading venues
  • Add WebSocket and REST API clients for market data
  • Create data normalization layer for multiple exchanges
  • Implement hardware timestamping for latency measurement
  • Deliverable: Data ingestion supporting 1M+ ticks/second
  • Testing: Data accuracy validation across multiple feeds
  • Validation: Latency measurement: <10μs from network to processing

• Task 3.2: Historical Data Management

  • Build time-series database integration (InfluxDB, TimescaleDB)
  • Implement data compression and archival strategies
  • Add historical data replay for backtesting
  • Create data quality validation and cleansing
  • Deliverable: Historical database with 10+ years of data
  • Testing: Data integrity checks and recovery tests
  • Validation: Query performance: <100ms for complex historical queries

• Task 3.3: Market Data Cache & Distribution

  • Implement distributed cache system (Redis Cluster)
  • Add pub/sub system for real-time data distribution
  • Create market data snapshots and recovery
  • Implement data entitlement and access controls
  • Deliverable: Cache system with 99.9% availability
  • Testing: Cache consistency and failover tests
  • Validation: Support 1000+ concurrent subscribers