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trading-platform-ml-engine-v2/reports/trade_log_20260105_030810.md
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

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LOG DETALLADO DE OPERACIONES

XAUUSD - 5m

ID Dirección Entrada SL TP Salida PnL Estado Confianza
T0001 SHORT 2623.9000 2627.2981 2615.8631 2622.7700 $+6.65 CLOSED_TIMEOUT 0.67
T0002 SHORT 2623.2600 2626.7372 2615.2231 2623.4400 $-1.04 CLOSED_TIMEOUT 0.67
T0003 SHORT 2622.7700 2625.5926 2618.2475 2625.5926 $-20.13 CLOSED_SL 0.67
T0004 SHORT 2623.6800 2626.6338 2618.9368 2626.2100 $-17.23 CLOSED_TIMEOUT 0.67
T0005 SHORT 2625.6400 2627.4501 2621.7554 2627.0800 $-15.68 CLOSED_TIMEOUT 0.67
T0006 SHORT 2626.2100 2627.7740 2622.6603 2625.5000 $+8.79 CLOSED_TIMEOUT 0.67
T0007 SHORT 2626.6100 2629.0622 2622.4718 2629.0622 $-19.05 CLOSED_SL 0.67
T0008 SHORT 2625.5000 2627.9156 2620.8291 2627.9156 $-19.23 CLOSED_SL 0.67
T0009 SHORT 2634.1800 2636.4017 2630.5248 2634.3900 $-1.75 CLOSED_TIMEOUT 1.00
T0010 SHORT 2633.7200 2635.6210 2629.3646 2634.6800 $-9.32 CLOSED_TIMEOUT 1.00
T0011 SHORT 2635.1100 2637.2312 2631.5855 2634.3600 $+6.45 CLOSED_TIMEOUT 1.00
T0012 SHORT 2634.4200 2636.6742 2630.4408 2635.7800 $-11.00 CLOSED_TIMEOUT 0.54
T0013 SHORT 2635.7800 2637.5792 2632.2916 2632.2916 $+35.19 CLOSED_TP 1.00
T0014 SHORT 2635.1600 2636.7232 2631.4992 2631.4992 $+42.50 CLOSED_TP 1.00
T0015 SHORT 2633.0600 2635.5078 2628.3988 2635.5078 $-18.85 CLOSED_SL 0.85
T0016 SHORT 2633.6500 2635.7082 2629.4339 2635.7082 $-19.70 CLOSED_SL 1.00
T0017 SHORT 2638.4200 2640.7293 2633.5902 2637.7700 $+5.33 CLOSED_TIMEOUT 1.00
T0018 SHORT 2638.0000 2640.1885 2634.2501 2637.0500 $+8.22 CLOSED_TIMEOUT 0.53
T0019 SHORT 2633.6800 2636.0292 2629.0961 2636.0292 $-19.20 CLOSED_SL 1.00
T0020 SHORT 2635.2000 2637.8152 2630.1287 2637.8152 $-19.20 CLOSED_SL 1.00
T0021 SHORT 2638.7300 2641.6024 2634.1013 2641.6024 $-18.43 CLOSED_SL 1.00
T0022 SHORT 2643.4800 2645.3684 2636.7735 2645.3684 $-18.07 CLOSED_SL 1.00
T0023 SHORT 2645.3600 2647.5054 2638.6541 2642.5700 $+23.49 CLOSED_TIMEOUT 1.00
T0024 SHORT 2643.9600 2646.8076 2637.5994 2643.1800 $+4.85 CLOSED_TIMEOUT 1.00
T0025 SHORT 2642.1600 2644.1977 2638.6219 2641.8300 $+2.96 CLOSED_TIMEOUT 1.00
T0026 SHORT 2641.0000 2643.3950 2636.8781 2641.1500 $-1.14 CLOSED_TIMEOUT 0.84
T0027 SHORT 2641.1500 2643.1464 2637.3721 2643.1464 $-18.31 CLOSED_SL 0.58
T0028 SHORT 2643.9000 2645.9441 2640.7517 2645.9441 $-17.94 CLOSED_SL 1.00
T0029 SHORT 2645.5700 2647.4569 2642.0723 2642.0723 $+32.59 CLOSED_TP 1.00
T0031 SHORT 2641.5700 2644.9047 2635.0561 2644.9047 $-18.23 CLOSED_SL 1.00
T0030 SHORT 2643.1000 2646.5051 2637.9055 2646.5051 $-18.23 CLOSED_SL 1.00
T0032 SHORT 2645.7300 2649.0310 2639.6560 2649.0310 $-17.87 CLOSED_SL 1.00
T0033 SHORT 2646.6400 2649.8293 2640.9846 2649.8293 $-17.51 CLOSED_SL 1.00

XAUUSD - 15m

ID Dirección Entrada SL TP Salida PnL Estado Confianza
T0001 SHORT 2623.6800 2627.4350 2617.7087 2627.4350 $-20.00 CLOSED_SL 0.67
T0002 SHORT 2625.6400 2628.2593 2621.1474 2628.2593 $-20.00 CLOSED_SL 0.67
T0003 SHORT 2625.5000 2628.0732 2620.9866 2628.0732 $-19.60 CLOSED_SL 0.67
T0004 SHORT 2635.7800 2638.0205 2632.0975 2632.0975 $+30.91 CLOSED_TP 0.67
T0005 SHORT 2633.0600 2636.3585 2627.7569 2636.3585 $-19.43 CLOSED_SL 0.67
T0006 SHORT 2636.0000 2639.0792 2630.1571 2639.0792 $-19.04 CLOSED_SL 0.67
T0007 SHORT 2658.6700 2660.9619 2654.5465 2660.9619 $-18.66 CLOSED_SL 1.00
T0008 SHORT 2662.2000 2665.1992 2657.5113 2657.5113 $+28.58 CLOSED_TP 0.54
T0009 SHORT 2656.0100 2658.8120 2650.8874 2652.6500 $+22.61 CLOSED_TIMEOUT 1.00
T0010 SHORT 2652.6800 2655.8046 2645.9884 2652.8600 $-1.09 CLOSED_TIMEOUT 1.00
T0011 SHORT 2652.8600 2656.3182 2647.4115 2656.3182 $-19.29 CLOSED_SL 0.75
T0012 SHORT 2655.1200 2657.7632 2650.1285 2657.7632 $-18.90 CLOSED_SL 0.72
T0013 SHORT 2656.7300 2659.5055 2651.5435 2651.5435 $+34.61 CLOSED_TP 0.60
T0015 SHORT 2645.9900 2649.9714 2638.7746 2649.9714 $-19.21 CLOSED_SL 1.00
T0014 SHORT 2649.7600 2655.2715 2641.2754 2647.7200 $+7.11 CLOSED_TIMEOUT 1.00
T0016 SHORT 2649.8800 2653.5322 2643.4145 2643.4145 $+33.33 CLOSED_TP 1.00
T0017 SHORT 2641.3200 2645.9460 2634.2754 2641.7200 $-1.70 CLOSED_TIMEOUT 0.72
T0018 SHORT 2639.9100 2645.1635 2628.9205 2641.1500 $-4.64 CLOSED_TIMEOUT 1.00
T0019 SHORT 2639.4800 2642.9147 2632.9087 2637.5200 $+11.13 CLOSED_TIMEOUT 0.61
T0020 SHORT 2637.9600 2641.3934 2632.7375 2639.8200 $-10.57 CLOSED_TIMEOUT 0.56
T0021 SHORT 2639.2700 2642.4015 2634.0101 2642.4015 $-19.52 CLOSED_SL 1.00
T0022 SHORT 2637.7300 2641.2666 2631.8856 2633.6600 $+22.02 CLOSED_TIMEOUT 0.62
T0023 SHORT 2637.7900 2641.2082 2632.4529 2632.4529 $+29.87 CLOSED_TP 0.56
T0024 SHORT 2631.3100 2634.7985 2624.6243 2626.7900 $+26.14 CLOSED_TIMEOUT 1.00
T0025 SHORT 2625.7800 2629.5744 2617.8424 2629.5744 $-20.17 CLOSED_SL 1.00
T0026 SHORT 2627.7700 2631.7090 2620.5217 2631.7090 $-20.29 CLOSED_SL 0.65
T0027 SHORT 2631.3000 2634.8510 2624.9257 2634.8510 $-19.88 CLOSED_SL 1.00
T0028 SHORT 2634.2900 2637.6445 2629.0614 2632.8400 $+8.42 CLOSED_TIMEOUT 0.90
T0029 SHORT 2645.2500 2649.2703 2637.9572 2637.9572 $+35.65 CLOSED_TP 1.00
T0030 SHORT 2624.7600 2630.9569 2613.0512 2630.9569 $-20.37 CLOSED_SL 1.00
T0031 SHORT 2624.1200 2629.5426 2613.5830 2629.5426 $-20.37 CLOSED_SL 1.00
T0032 SHORT 2631.1600 2637.5911 2621.3373 2637.5911 $-19.55 CLOSED_SL 1.00
T0033 SHORT 2631.3800 2637.3660 2621.1813 2637.3660 $-19.55 CLOSED_SL 1.00
T0034 SHORT 2643.8900 2646.2298 2639.8035 2639.8035 $+32.78 CLOSED_TP 0.70
T0035 SHORT 2640.1900 2643.5968 2634.8389 2643.5968 $-19.43 CLOSED_SL 1.00
T0036 SHORT 2641.0800 2643.7815 2635.9785 2643.7815 $-19.04 CLOSED_SL 0.54
T0037 SHORT 2648.3200 2653.0587 2640.5683 2653.0587 $-18.66 CLOSED_SL 1.00
T0039 SHORT 2647.5800 2652.3807 2639.5999 2652.3807 $-18.28 CLOSED_SL 1.00
T0038 SHORT 2650.4900 2655.4310 2641.7896 2651.6100 $-4.14 CLOSED_TIMEOUT 1.00

EURUSD - 5m

ID Dirección Entrada SL TP Salida PnL Estado Confianza

EURUSD - 15m

ID Dirección Entrada SL TP Salida PnL Estado Confianza