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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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INFORMES SEMANALES DETALLADOS

Semana 1 (2025-01-01 - 2025-01-05)

Resumen

Métrica Valor
Equity Inicial $1,000.00
Equity Final $1,097.20
P&L Neto $+97.20
Retorno +9.72%
Trades 36
Win Rate 36.1%
Profit Factor 1.23
Max Drawdown 14.03%

Trades de la Semana

ID Dirección Entrada SL TP Salida P&L Status
T0001 SHORT 2633.33 2635.37 2629.24 2635.37 $-20.00 CLOSED_SL
T0002 SHORT 2635.20 2636.84 2631.93 2631.93 $+39.20 CLOSED_TP
T0003 SHORT 2632.55 2634.34 2628.96 2634.34 $-20.38 CLOSED_SL
T0004 SHORT 2633.72 2635.49 2630.18 2635.49 $-19.97 CLOSED_SL
T0005 SHORT 2634.42 2636.08 2631.10 2636.08 $-19.58 CLOSED_SL
T0006 SHORT 2635.71 2637.32 2632.50 2632.50 $+38.37 CLOSED_TP
T0007 SHORT 2633.06 2635.11 2628.82 2635.11 $-19.96 CLOSED_SL
T0008 SHORT 2636.36 2639.01 2631.07 2639.01 $-19.56 CLOSED_SL
T0009 SHORT 2638.42 2641.18 2632.91 2632.91 $+38.33 CLOSED_TP
T0010 SHORT 2643.96 2647.76 2636.35 2636.35 $+39.87 CLOSED_TP
T0011 SHORT 2640.74 2644.25 2633.72 2644.25 $-20.74 CLOSED_SL
T0012 SHORT 2644.59 2648.30 2637.16 2648.30 $-20.32 CLOSED_SL
T0013 SHORT 2648.73 2652.56 2641.06 2652.56 $-19.89 CLOSED_SL
T0014 SHORT 2652.58 2656.24 2645.26 2656.24 $-19.51 CLOSED_SL
T0015 SHORT 2657.84 2661.20 2651.12 2658.89 $-5.97 CLOSED_TIMEOUT
T0016 SHORT 2658.89 2660.13 2656.42 2660.13 $-19.00 CLOSED_SL
T0017 SHORT 2660.24 2661.83 2657.06 2661.83 $-18.61 CLOSED_SL
T0018 SHORT 2660.16 2661.76 2656.96 2656.96 $+36.49 CLOSED_TP
T0019 SHORT 2656.64 2658.41 2652.83 2658.41 $-18.98 CLOSED_SL
T0020 SHORT 2658.05 2659.94 2654.26 2659.94 $-18.59 CLOSED_SL
T0021 SHORT 2661.42 2664.47 2655.31 2664.47 $-18.23 CLOSED_SL
T0022 SHORT 2663.34 2665.34 2659.35 2659.35 $+35.73 CLOSED_TP
T0023 SHORT 2658.04 2659.31 2654.71 2659.31 $-18.57 CLOSED_SL
T0024 SHORT 2658.20 2660.13 2654.35 2654.35 $+36.40 CLOSED_TP
T0025 SHORT 2652.37 2654.83 2647.02 2654.83 $-18.92 CLOSED_SL
T0026 SHORT 2654.37 2656.57 2649.84 2656.57 $-18.55 CLOSED_SL
T0027 SHORT 2655.94 2657.87 2652.08 2657.87 $-18.18 CLOSED_SL
T0028 SHORT 2657.88 2659.78 2653.55 2653.55 $+40.63 CLOSED_TP
T0029 SHORT 2653.07 2655.38 2646.28 2646.28 $+54.78 CLOSED_TP
T0030 SHORT 2648.31 2652.41 2640.10 2640.10 $+39.47 CLOSED_TP
T0031 SHORT 2640.37 2643.29 2631.58 2641.81 $-10.11 CLOSED_TIMEOUT
T0032 SHORT 2641.81 2644.09 2637.25 2644.09 $-20.31 CLOSED_SL
T0033 SHORT 2645.00 2647.48 2640.03 2640.03 $+39.79 CLOSED_TP
T0034 SHORT 2641.45 2643.94 2636.46 2643.94 $-20.70 CLOSED_SL
T0035 SHORT 2643.65 2646.05 2638.86 2638.86 $+40.60 CLOSED_TP
T0036 SHORT 2640.71 2643.15 2635.83 2635.83 $+42.19 CLOSED_TP

Semana 2 (2025-01-06 - 2025-01-05)

Resumen

Métrica Valor
Equity Inicial $1,097.20
Equity Final $1,141.11
P&L Neto $+43.91
Retorno +4.00%
Trades 1
Win Rate 100.0%
Profit Factor 999.00
Max Drawdown 0.00%

Trades de la Semana

ID Dirección Entrada SL TP Salida P&L Status
T0037 SHORT 2636.53 2638.99 2631.62 2631.62 $+43.91 CLOSED_TP

Semana 2 (2025-01-06 - 2025-01-12)

Resumen

Métrica Valor
Equity Inicial $1,141.11
Equity Final $1,058.49
P&L Neto $-82.62
Retorno -7.24%
Trades 23
Win Rate 26.1%
Profit Factor 0.78
Max Drawdown 15.12%

Trades de la Semana

ID Dirección Entrada SL TP Salida P&L Status
T0038 SHORT 2631.60 2633.72 2626.25 2626.25 $+57.60 CLOSED_TP
T0039 SHORT 2627.48 2629.67 2621.13 2629.67 $-23.98 CLOSED_SL
T0040 SHORT 2628.85 2631.26 2623.49 2631.26 $-23.50 CLOSED_SL
T0041 SHORT 2631.30 2633.91 2626.08 2633.91 $-23.03 CLOSED_SL
T0042 SHORT 2633.60 2636.38 2628.04 2636.38 $-22.56 CLOSED_SL
T0043 SHORT 2647.25 2650.85 2640.06 2640.06 $+44.24 CLOSED_TP
T0044 SHORT 2638.36 2642.73 2628.99 2628.99 $+49.27 CLOSED_TP
T0045 SHORT 2627.42 2633.55 2615.15 2615.15 $+47.96 CLOSED_TP
T0046 SHORT 2619.37 2626.79 2604.53 2626.79 $-24.93 CLOSED_SL
T0047 SHORT 2625.85 2632.69 2612.17 2632.69 $-24.41 CLOSED_SL
T0048 SHORT 2634.31 2641.31 2620.31 2634.32 $-0.03 CLOSED_TIMEOUT
T0049 SHORT 2634.32 2635.66 2631.45 2635.66 $-23.95 CLOSED_SL
T0050 SHORT 2635.89 2637.27 2633.12 2633.12 $+46.96 CLOSED_TP
T0051 SHORT 2633.19 2634.28 2626.84 2634.28 $-24.41 CLOSED_SL
T0052 SHORT 2634.32 2635.68 2628.71 2635.68 $-23.92 CLOSED_SL
T0053 SHORT 2636.21 2637.80 2633.03 2637.80 $-23.44 CLOSED_SL
T0054 SHORT 2638.81 2640.78 2634.87 2640.78 $-22.99 CLOSED_SL
T0055 SHORT 2640.77 2643.28 2635.74 2643.28 $-22.52 CLOSED_SL
T0056 SHORT 2643.29 2645.57 2638.74 2645.57 $-22.07 CLOSED_SL
T0057 SHORT 2646.29 2648.36 2642.15 2642.15 $+43.24 CLOSED_TP
T0058 SHORT 2641.85 2644.13 2637.29 2644.13 $-22.49 CLOSED_SL
T0059 SHORT 2644.46 2646.73 2639.92 2646.73 $-22.05 CLOSED_SL
T0060 SHORT 2643.57 2645.89 2638.93 2645.89 $-21.60 CLOSED_SL