AKKI0511 · AKKI0511 · Sep 5, 2025 · Sep 4, 2025 · Sep 4, 2025 · Sep 4, 2025
diff --git a/README.md b/README.md
@@ -23,6 +23,7 @@
 - 🤖 Models: ensemble VotingClassifier (LR, RF, XGBoost) with Optuna tuning
 - 📈 Backtesting: execution costs, slippage, liquidity limits, market impact modeling, portfolio helpers
 - 🛡️ Risk management: drawdown and turnover guards
+- 📟 Live trading: real-time position manager with intraday risk controls
 - 🛠️ CLI: end‑to‑end pipeline, evaluation, and model backtest in one place
 
 ## Quickstart
@@ -67,6 +68,7 @@ Artifacts are written to:
 - `config/backtest_config.yaml`: execution costs, slippage, liquidity
 - `config/risk_config.yaml`: drawdown protection and turnover limits
 - `config/streaming.yaml`: providers, auth, subscriptions (optional)
+- `config/position_manager.yaml`: live position tracking and impact parameters
 
 Time‑aware evaluation rules:
 - If `data.test_start` and `data.test_end` set: train = dates < `test_start`; test = `test_start` ≤ dates ≤ `test_end`

diff --git a/config/position_manager.yaml b/config/position_manager.yaml
@@ -0,0 +1,14 @@
+position_manager:
+  risk_management:
+    drawdown_protection:
+      enabled: true
+      max_drawdown_pct: 0.2
+  impact:
+    enabled: true
+    model: linear
+    alpha: 0.1
+    beta: 0.05
+  reconciliation:
+    intraday: "1m"
+    daily: "1d"
+  mode: paper
diff --git a/docs/README.md b/docs/README.md
@@ -45,7 +45,7 @@ The [API Documentation](api/) provides comprehensive coverage of:
 - **Feature Engineering** - Technical indicators and custom features
 - **Machine Learning Models** - MomentumClassifier and training utilities
 - **Backtesting Framework** - Trade simulation and performance metrics
-- **Trading Utilities** - Risk management and position sizing
+- **Trading Utilities** - Risk management, position sizing, real-time position control
 - **Utility Functions** - Metrics, visualization, and configuration schemas
 - **Configuration** - Model and feature configuration examples
 
@@ -84,9 +84,10 @@ QuantTradeAI/
 │   ├── backtest/            # Backtesting
 │   │   └── backtester.py    # Trade simulation
 │   ├── trading/             # Trading utilities
-│   │   ├── drawdown_guard.py # Drawdown protection
-│   │   ├── portfolio.py     # Portfolio operations
-│   │   └── risk_manager.py  # Risk coordination
+│   │   ├── drawdown_guard.py  # Drawdown protection
+│   │   ├── portfolio.py      # Portfolio operations
+│   │   ├── position_manager.py # Real-time position tracking
+│   │   └── risk_manager.py   # Risk coordination
 │   └── utils/               # Utilities
 │       ├── metrics.py       # Performance metrics
 │       ├── visualization.py # Plotting functions

diff --git a/docs/api/README.md b/docs/api/README.md
@@ -9,7 +9,7 @@ Complete API documentation for QuantTradeAI.
 - **[Feature Engineering](features.md)** - Technical indicators and custom features
 - **[Machine Learning](models.md)** - MomentumClassifier and training utilities
 - **[Backtesting](backtesting.md)** - Trade simulation, market impact models, and performance metrics
-- **[Trading Utilities](trading.md)** - Risk management and position sizing
+- **[Trading Utilities](trading.md)** - Risk management, position sizing, live position control
  - **[Streaming](streaming.md)** - Real-time WebSocket gateway, adapters, monitoring
 
 ## 🚀 Quick Navigation
@@ -19,7 +19,7 @@ Complete API documentation for QuantTradeAI.
 - **Feature Creation**: [Feature Engineering](features.md)
 - **Model Training**: [Machine Learning](models.md)
 - **Strategy Testing**: [Backtesting](backtesting.md)
-- **Risk Management**: [Trading Utilities](trading.md)
+- **Risk Management & Execution**: [Trading Utilities](trading.md)
  - **Real-time Data**: [Streaming](streaming.md)
 
 ### By Component

diff --git a/docs/api/trading.md b/docs/api/trading.md
@@ -1,6 +1,29 @@
 # Trading Utilities
 
-API documentation for risk management and position sizing.
+API documentation for risk management, position sizing, and live position control.
+
+## Position Manager
+
+### `PositionManager(config_path: str)`
+
+Thread-safe real-time position tracking that ties into the streaming gateway
+and enforces intraday risk limits.
+
+**Parameters:**
+- `config_path` (str): Path to a YAML file matching `PositionManagerConfig`.
+
+**Example:**
+```python
+from quanttradeai.streaming import StreamingGateway
+from quanttradeai.trading import PositionManager
+
+gw = StreamingGateway("config/streaming.yaml")
+pm = PositionManager("config/position_manager.yaml", gateway=gw)
+pm.start()
+```
+
+The manager reconciles intraday and daily positions while applying
+drawdown protection and market-impact-aware execution.
 
 ## Risk Management
 
@@ -202,12 +225,30 @@ print(f"Sortino Ratio: {risk_metrics['sortino_ratio']:.2f}")
 print(f"Calmar Ratio: {risk_metrics['calmar_ratio']:.2f}")
 ```
 
-## Configuration
-
-### Risk Management Configuration
-```yaml
-trading:
-  position_size: 0.2
+## Configuration
+
+### Position Manager Configuration
+```yaml
+position_manager:
+  risk_management:
+    drawdown_protection:
+      enabled: true
+      max_drawdown_pct: 0.2
+  impact:
+    enabled: true
+    model: linear
+    alpha: 0.1
+    beta: 0.05
+  reconciliation:
+    intraday: "1m"
+    daily: "1d"
+  mode: paper
+```
+
+### Risk Management Configuration
+```yaml
+trading:
+  position_size: 0.2
   stop_loss: 0.02
   take_profit: 0.04
   max_positions: 5

diff --git a/docs/configuration.md b/docs/configuration.md
@@ -11,6 +11,7 @@ The framework uses several configuration files:
 - **`config/backtest_config.yaml`** - Execution settings for backtests
 - **`config/impact_config.yaml`** - Market impact parameters by asset class
 - **`config/risk_config.yaml`** - Drawdown protection and turnover limits
+- **`config/position_manager.yaml`** - Live position tracking and intraday risk controls
 
 ## 🔧 Model Configuration
 
@@ -122,6 +123,29 @@ The `impact` block activates market impact modeling.  Parameters `alpha`,
 `beta`, and optional `gamma` control the chosen model, while `decay` and
 `spread` apply temporary impact decay and bid-ask spread costs.  Default
 parameter sets per asset class can be defined in `config/impact_config.yaml`.
+
+### Position Manager
+
+```yaml
+position_manager:
+  risk_management:
+    drawdown_protection:
+      enabled: true
+      max_drawdown_pct: 0.2
+  impact:
+    enabled: true
+    model: linear
+    alpha: 0.1
+    beta: 0.05
+  reconciliation:
+    intraday: "1m"
+    daily: "1d"
+  mode: paper
+```
+
+Controls live position tracking and execution logic. The `impact` section
+reuses backtest models, while `reconciliation` intervals harmonize intraday and
+daily views. Set `mode` to `paper` or `live`.
 
 ## 🔧 Feature Configuration
 

diff --git a/docs/quick-reference.md b/docs/quick-reference.md
@@ -254,6 +254,17 @@ streaming:
   reconnect_attempts: 3
   health_check_interval: 30
 ```
+
+### Position Manager
+
+```python
+from quanttradeai.streaming import StreamingGateway
+from quanttradeai.trading import PositionManager
+
+gw = StreamingGateway("config/streaming.yaml")
+pm = PositionManager("config/position_manager.yaml", gateway=gw)
+pm.start()
+```
 
 ## 🚨 Error Handling
 

diff --git a/quanttradeai/__init__.py b/quanttradeai/__init__.py
@@ -30,20 +30,26 @@
     AlphaVantageDataSource,
     WebSocketDataSource,
 )
+
+# Lazily import optional dependencies to keep lightweight usage possible
 from .data.loader import DataLoader
 from .data.processor import DataProcessor
-from .models.classifier import MomentumClassifier
+
+try:  # pragma: no cover - optional heavy dependency
+    from .models.classifier import MomentumClassifier
+except Exception:  # pragma: no cover - tolerate missing ML libs
+    MomentumClassifier = None  # type: ignore[assignment]
 from .trading.portfolio import PortfolioManager
 from .trading.risk import apply_stop_loss_take_profit, position_size
-from .backtest import (
-    simulate_trades,
-    compute_metrics,
-    MarketImpactModel,
-    LinearImpactModel,
-    SquareRootImpactModel,
-    AlmgrenChrissModel,
-    ImpactCalculator,
-)
+from .backtest import (
+    simulate_trades,
+    compute_metrics,
+    MarketImpactModel,
+    LinearImpactModel,
+    SquareRootImpactModel,
+    AlmgrenChrissModel,
+    ImpactCalculator,
+)
 
 __all__ = [
     "DataSource",
@@ -53,14 +59,14 @@
     "DataLoader",
     "DataProcessor",
     "MomentumClassifier",
-    "PortfolioManager",
-    "apply_stop_loss_take_profit",
-    "position_size",
-    "simulate_trades",
-    "compute_metrics",
-    "MarketImpactModel",
-    "LinearImpactModel",
-    "SquareRootImpactModel",
-    "AlmgrenChrissModel",
-    "ImpactCalculator",
-]
+    "PortfolioManager",
+    "apply_stop_loss_take_profit",
+    "position_size",
+    "simulate_trades",
+    "compute_metrics",
+    "MarketImpactModel",
+    "LinearImpactModel",
+    "SquareRootImpactModel",
+    "AlmgrenChrissModel",
+    "ImpactCalculator",
+]
diff --git a/quanttradeai/trading/__init__.py b/quanttradeai/trading/__init__.py
@@ -18,11 +18,13 @@
 from .risk import apply_stop_loss_take_profit, position_size
 from .drawdown_guard import DrawdownGuard
 from .risk_manager import RiskManager
+from .position_manager import PositionManager
 
 __all__ = [
     "PortfolioManager",
     "apply_stop_loss_take_profit",
     "position_size",
     "DrawdownGuard",
     "RiskManager",
+    "PositionManager",
 ]