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75c4d07690
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 |
|-----|-----------|---------|-----|-----|--------|-----|--------|----------|
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