rckrdmrd/trading-platform-ml-engine-v2
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Author SHA1 Message Date
Adrian Flores Cortes
d015e2b0f3 feat(ml-engine): Phase 4 - PostgreSQL migration, dynamic OOS, data pipeline 
- Fix database.py: Add DatabaseConnection alias for backward compat
- Fix train_symbol_timeframe_models.py: Use PostgreSQLConnection + native queries
- Fix run_oos_backtest.py: Fix broken import + add dynamic OOS support
- Update data_splitter.py: split_dynamic_oos() method (from previous session)
- Update validation_oos.yaml: Dynamic OOS config + all 6 symbols enabled
- Create ingest_ohlcv_polygon.py: Standalone Polygon→PostgreSQL ingestion script
- Fix .gitignore: /data/ instead of data/ to not ignore src/data/
- Add untracked src/ modules: backtesting, data, llm, models (attention/metamodel/strategies)
- Add aiohttp, sqlalchemy, psycopg2-binary to requirements.txt

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-01-27 04:39:05 -06:00
Adrian Flores Cortes
475e913e3c config: Deprecate MySQL and update PostgreSQL credentials 
- PostgreSQL credentials updated to trading_user/trading_dev_2026
- MySQL section marked as deprecated (remote server no longer accessible)
- Table mappings updated to use market_data PostgreSQL schema
- Password redacted from deprecated MySQL config

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-01-25 05:52:50 -06:00
rckrdmrd
75c4d07690 feat: Initial commit - ML Engine codebase 
Hierarchical ML Pipeline for trading predictions:
- Level 0: Attention Models (volatility/flow classification)
- Level 1: Base Models (XGBoost per symbol/timeframe)
- Level 2: Metamodels (XGBoost Stacking + Neural Gating)

Key components:
- src/pipelines/hierarchical_pipeline.py - Main prediction pipeline
- src/models/ - All ML model classes
- src/training/ - Training utilities
- src/api/ - FastAPI endpoints
- scripts/ - Training and evaluation scripts
- config/ - YAML configurations

Note: Trained models (*.joblib, *.pt) are gitignored.
      Regenerate with training scripts.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-01-18 04:27:40 -06:00