rckrdmrd/trading-platform-ml-engine-v2
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trading-platform-ml-engine-v2/scripts
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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
..
download_btcusd_polygon.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
evaluate_hierarchical_v2.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
evaluate_hierarchical.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
llm_strategy_backtester.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
multi_model_strategy_backtester.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
prepare_datasets.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
run_80wr_backtest.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
run_backtest_oos_period.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
run_movement_backtest.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
run_oos_backtest.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
run_range_backtest.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
run_visualization_v2.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
run_visualization.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
train_attention_model.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
train_enhanced_model.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
train_metamodels.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
train_ml_first.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
train_movement_predictor.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
train_neural_gating_simple.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
train_neural_gating.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
train_reduced_features_models.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
train_symbol_timeframe_models.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
validate_data.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00
visualize_predictions.py feat: Initial commit - ML Engine codebase 2026-01-18 04:27:40 -06:00