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>
115 lines
2.0 KiB
Plaintext
115 lines
2.0 KiB
Plaintext
# =============================================================================
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# ML Engine .gitignore
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# =============================================================================
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# Python
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__pycache__/
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*.py[cod]
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*$py.class
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*.so
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.Python
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build/
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develop-eggs/
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dist/
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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var/
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wheels/
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*.egg-info/
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.installed.cfg
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*.egg
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# Virtual environments
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.venv/
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venv/
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ENV/
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# Jupyter
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.ipynb_checkpoints/
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*.ipynb_checkpoints
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# IDE
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.idea/
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.vscode/
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*.swp
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*.swo
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# OS
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.DS_Store
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Thumbs.db
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# Logs
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*.log
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logs/
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# =============================================================================
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# ML-Specific - Modelos entrenados (se regeneran, son grandes)
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# =============================================================================
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# Directorios de modelos (recursivo)
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models/**/attention/
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models/**/base_models/
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models/**/symbol_timeframe_models/
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models/**/metamodels/
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models/**/metamodels_neural/
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# Archivos de modelos (recursivo en cualquier subdirectorio)
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models/**/*.joblib
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models/**/*.pt
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models/**/*.pth
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models/**/*.pkl
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models/**/*.h5
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models/**/*.onnx
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models/**/*.bin
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# Resultados de backtest
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models/backtest_results*/
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models/**/backtest_results*/
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# Datos de entrenamiento
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data/
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*.csv
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*.parquet
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*.feather
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# Cache de features
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cache/
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*.cache
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# Checkpoints de entrenamiento
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checkpoints/
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*.ckpt
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# MLflow / experiment tracking
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mlruns/
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mlflow/
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# Weights & Biases
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wandb/
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# =============================================================================
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# MANTENER EN REPOSITORIO (NO IGNORAR)
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# =============================================================================
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# Código fuente: src/
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# Configuración: config/
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# Scripts: scripts/
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# Documentación: *.md
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# Requirements: requirements*.txt, pyproject.toml
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# Docker: Dockerfile, docker-compose*.yml
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# Charts/visualizations code: charts/ (pero no outputs)
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# Excepciones - Mantener estos archivos aunque estén en carpetas ignoradas
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!models/.gitkeep
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!data/.gitkeep
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!charts/*.py
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!charts/*.ipynb
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# Environment example
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!.env.example
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.env
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.env.local
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