trading_bot_v4/app/api/roadmap/route.ts

import { NextResponse } from 'next/server'

export async function GET() {
  const roadmap = [
    // Phase 1: Foundation (COMPLETE)
    {
      phase: 'Phase 1',
      title: 'Core Trading System',
      status: 'complete',
      description: 'Drift Protocol integration, Position Manager, TP/SL automation, database tracking',
      impact: 'Fully automated trading with position monitoring and exit management',
      completed: 'Nov 2024',
      items: [
        'Drift SDK integration with transaction confirmation',
        'Position Manager with 2-second monitoring loop',
        'Database persistence with Prisma ORM',
        'On-chain TP/SL order placement',
        'Telegram notifications for trade events',
        'n8n webhook integration for TradingView signals'
      ]
    },
    {
      phase: 'Phase 1',
      title: 'TP2-as-Runner System',
      status: 'complete',
      description: 'Configurable TP1 (60% default) + Runner (40%) with trailing stop',
      impact: '5x larger runner position capturing extended trend moves',
      completed: 'Nov 11, 2025',
      items: [
        'Configurable TP1 close percentage (TAKE_PROFIT_1_SIZE_PERCENT)',
        'TP2 activates trailing stop instead of closing',
        'Dynamic runner size calculation (100% - TP1%)',
        'ATR-based trailing stop with profit acceleration',
        'Settings UI shows dynamic runner percentage'
      ]
    },
    {
      phase: 'Phase 1',
      title: 'ATR-Based Risk Management',
      status: 'complete',
      description: 'Regime-agnostic TP/SL system adapting to market volatility',
      impact: 'Auto-adjusts targets: bull markets expand, bear markets tighten',
      completed: 'Nov 17, 2025',
      items: [
        'ATR × multipliers for TP1 (2.0x), TP2 (4.0x), SL (3.0x)',
        'Safety bounds prevent extreme targets',
        'Asset-agnostic (SOL vs BTC different ATR)',
        'Fallback to fixed % when ATR unavailable',
        'TradingView integration passes ATR field'
      ]
    },
    {
      phase: 'Phase 1',
      title: 'ADX-Based Adaptive Systems',
      status: 'complete',
      description: 'Trend-strength aware runner SL and trailing stop multipliers',
      impact: 'Strong trends get wider trail, weak trends protect capital',
      completed: 'Nov 19, 2025',
      items: [
        'Runner SL: ADX <20 = breakeven, 20-25 = -0.3%, >25 = -0.55%',
        'Trailing stop multipliers: ADX >30 = 1.5×, 25-30 = 1.25×, <25 = 1.0×',
        'Profit acceleration: >2% profit adds 1.3× multiplier',
        'Backward compatible (trades without ADX use base values)',
        'Graduated approach prevents binary decisions'
      ]
    },

    // Phase 2: Quality Filtering (COMPLETE)
    {
      phase: 'Phase 2',
      title: 'Signal Quality Scoring System',
      status: 'complete',
      description: 'Multi-factor signal evaluation (ATR, ADX, RSI, Volume, Price Position)',
      impact: '0-100 score filtering low-quality setups, data-driven optimization',
      completed: 'Nov 11, 2025',
      items: [
        'Timeframe-aware scoring (5min vs daily thresholds)',
        'Component breakdown stored in database',
        'BlockedSignal table tracks filtered signals',
        'Version tracking for scoring algorithm evolution',
        'Anti-chop filter (-20 points for extreme sideways)'
      ]
    },
    {
      phase: 'Phase 2',
      title: 'Direction-Specific Quality Thresholds',
      status: 'complete',
      description: 'LONG 90+, SHORT 95+ based on historical win rate analysis',
      impact: 'Blocks $847 in losses while missing only $210 in wins (+$637 net)',
      completed: 'Nov 23, 2025',
      items: [
        'Historical analysis: Quality 90-94 shorts = 28.6% WR (-$553.76)',
        'Historical analysis: Quality 90-94 longs = 71.4% WR (+$44.77)',
        'Direction-specific ENV variables',
        'Top 2 biggest losses (-$524.97) blocked by 95+ threshold',
        '3:1 loss avoidance ratio validated (Nov 24 analysis)'
      ]
    },
    {
      phase: 'Phase 2',
      title: 'Adaptive Leverage System',
      status: 'complete',
      description: 'Quality-based position sizing (95+ = 15x, 90-94 = 10x)',
      impact: 'Risk-adjusted positions: borderline signals get 33% less exposure',
      completed: 'Nov 24, 2025',
      items: [
        'Quality threshold at 95 (configurable)',
        'High quality: 15x leverage, Low quality: 10x leverage',
        'Early quality calculation before position sizing',
        'Logging shows adaptive leverage decisions',
        'ENV configuration: USE_ADAPTIVE_LEVERAGE=true'
      ]
    },

    // Phase 3: Robustness (COMPLETE)
    {
      phase: 'Phase 3',
      title: '5-Layer Database Protection',
      status: 'complete',
      description: 'Persistent logging, retry logic, orphan detection, auto-recovery',
      impact: 'Zero data loss guarantee - all trades tracked even on failures',
      completed: 'Nov 21, 2025',
      items: [
        'Persistent file logger (survives container restarts)',
        'Retry + verification logic (3 attempts with backoff)',
        'Orphan position detection on every startup',
        'Retroactive record creation for missing trades',
        'Telegram alerts for recovered positions'
      ]
    },
    {
      phase: 'Phase 3',
      title: 'Ghost Position Protection',
      status: 'complete',
      description: '3-layer ghost detection preventing unmonitored positions',
      impact: 'Self-healing system catches state drift within 5 minutes',
      completed: 'Nov 15, 2025',
      items: [
        'Layer 1: Drift API validation (every 5 minutes)',
        'Layer 2: Death spiral detector (20+ failed close attempts)',
        'Layer 3: Monitoring loop checks (every 40 seconds)',
        'Automatic ghost cleanup with P&L calculation',
        'No manual intervention required'
      ]
    },
    {
      phase: 'Phase 3',
      title: 'Rate Limit Handling',
      status: 'complete',
      description: 'Exponential backoff retry logic for Solana RPC operations',
      impact: '99% of transient failures auto-recover, prevents missed trades',
      completed: 'Nov 14, 2025',
      items: [
        'Retry with exponential backoff (5s → 10s → 20s)',
        'Applies to all order operations (open, close, cancel)',
        'Database logging of rate limit events',
        'Analytics endpoint for monitoring patterns',
        'Position Manager keeps monitoring on 429 errors'
      ]
    },

    // Phase 4: Data Collection (IN PROGRESS)
    {
      phase: 'Phase 4',
      title: 'Multi-Timeframe Analysis',
      status: 'in-progress',
      description: 'Parallel data collection: 5min (execute) vs 15min/1H/4H/Daily (track)',
      impact: 'Determine which timeframe has best win rate for live trading',
      items: [
        'BlockedSignalTracker monitors non-5min signals',
        'Tracks price movements at 1/5/15/30 minute intervals',
        'Detects if TP1/TP2/SL would have been hit',
        'Records MFE/MAE for 30-minute window',
        'Target: 50+ signals per timeframe before analysis'
      ]
    },
    {
      phase: 'Phase 4',
      title: 'Quality Threshold Validation',
      status: 'in-progress',
      description: 'Track quality-blocked signals to validate 90/95 thresholds',
      impact: 'Data-driven proof if thresholds filter winners or losers',
      items: [
        'BlockedSignalTracker monitors QUALITY_SCORE_TOO_LOW signals',
        'Same price tracking as multi-timeframe analysis',
        'Target: 20-30 blocked signals over 2-4 weeks',
        'Compare win rate vs executed trades in same range',
        'Adjust thresholds if blocked signals >50% win rate'
      ]
    },

    // Phase 5: Enhancement (PLANNED)
    {
      phase: 'Phase 5',
      title: 'Stop Hunt Revenge System',
      status: 'complete',
      description: 'Auto re-entry after high-quality stop-outs when price reverses',
      impact: 'Capture reversals after stop hunts on quality 85+ signals',
      completed: 'Nov 20, 2025',
      items: [
        '4-hour revenge window monitoring',
        'Quality 85+ signals eligible',
        '1.0× position size (same as original)',
        'One revenge per stop hunt',
        '30-second price checks for active stop hunts',
        'Database tracking with StopHunt table'
      ]
    },
    {
      phase: 'Phase 5',
      title: 'MAE/MFE Analysis Dashboard',
      status: 'complete',
      description: 'Visualize Maximum Adverse/Favorable Excursion for TP/SL optimization',
      impact: 'Data-driven adjustment of target distances based on actual price action',
      items: [
        '✅ Position Manager tracks MFE/MAE every 2 seconds',
        '✅ Database stores maxFavorableExcursion and maxAdverseExcursion',
        '✅ Analytics dashboard displays avg MFE/MAE per indicator version',
        '✅ Version comparison shows MFE/MAE trends',
        '✅ Optimization API analyzes MFE vs TP1 rate',
        '⏳ Future: Distribution charts for optimal target identification'
      ]
    },
    {
      phase: 'Phase 5',
      title: 'Market Regime Detection',
      status: 'planned',
      description: 'Dynamic quality threshold adjustment based on ADX trends',
      impact: 'Adapt to market conditions: raise thresholds in chop, lower in trends',
      items: [
        'Multi-timeframe ADX analysis (1H + 4H)',
        'If ADX <20 on both: raise all thresholds +5 points',
        'If ADX >25 on both: lower thresholds -5 points',
        'Separate filters for range-bound vs trending markets',
        'Telegram alerts when regime changes detected'
      ]
    },

    // Phase 6: Scaling (FUTURE)
    {
      phase: 'Phase 6',
      title: 'Multi-Symbol Support',
      status: 'planned',
      description: 'Trade SOL, ETH, BTC simultaneously with independent configs',
      impact: 'Diversification reduces single-asset risk, 3× opportunity frequency',
      items: [
        'Per-symbol enable/disable toggles',
        'Independent position sizing and leverage',
        'Separate quality thresholds per symbol',
        'Symbol-specific cooldown periods',
        'Drift market config for each asset'
      ]
    },
    {
      phase: 'Phase 6',
      title: 'High Availability Setup',
      status: 'planned',
      description: 'Failover system with health checks and automatic recovery',
      impact: '99.9% uptime guarantee, no missed trades during restarts',
      items: [
        'Primary + backup bot instances',
        'Database replication (primary/replica)',
        'Health check monitoring (60-second intervals)',
        'Automatic failover on primary failure',
        'Telegram alerts for failover events',
        'Systemd service for auto-restart'
      ]
    },

    // Phase 7: Intelligence (DISTANT FUTURE)
    {
      phase: 'Phase 7',
      title: 'ML-Based Quality Scoring',
      status: 'planned',
      description: 'Machine learning model optimizes component weights based on outcomes',
      impact: 'Automatic adaptation to changing market conditions',
      items: [
        'Collect 500+ trades with outcomes for training data',
        'Feature engineering: ADX, ATR, RSI, Volume, Price Position',
        'Train gradient boosting model (XGBoost/LightGBM)',
        'Predict win probability instead of fixed score',
        'Retrain monthly on new data',
        'A/B test ML scores vs rule-based scores'
      ]
    },
  ]

  return NextResponse.json({
    success: true,
    roadmap,
    stats: {
      total: roadmap.length,
      complete: roadmap.filter(item => item.status === 'complete').length,
      inProgress: roadmap.filter(item => item.status === 'in-progress').length,
      planned: roadmap.filter(item => item.status === 'planned').length,
    }
  })
}