rckrdmrd
75c4d07690
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>
42 lines
2.5 KiB
Markdown
42 lines
2.5 KiB
Markdown
# LOG DETALLADO DE OPERACIONES
|
|
|
|
## XAUUSD - 5m
|
|
|
|
| ID | Dirección | Entrada | SL | TP | Salida | PnL | Estado | Confianza |
|
|
|-----|-----------|---------|-----|-----|--------|-----|--------|----------|
|
|
| T0001 | SHORT | 2626.2100 | 2627.9534 | 2623.3703 | 2625.5000 | $+8.15 | CLOSED_TIMEOUT | 0.80 |
|
|
| T0002 | SHORT | 2625.9700 | 2627.5887 | 2623.4652 | 2627.5887 | $-20.00 | CLOSED_SL | 0.80 |
|
|
| T0003 | SHORT | 2633.6100 | 2635.8078 | 2630.2334 | 2635.8078 | $-19.76 | CLOSED_SL | 0.80 |
|
|
| T0004 | SHORT | 2633.7800 | 2635.3921 | 2630.5325 | 2634.0200 | $-2.88 | CLOSED_TIMEOUT | 0.66 |
|
|
| T0005 | SHORT | 2634.8900 | 2636.5877 | 2632.1352 | 2633.9100 | $+11.15 | CLOSED_TIMEOUT | 0.91 |
|
|
| T0006 | SHORT | 2634.7600 | 2636.3718 | 2631.4800 | 2631.5700 | $+38.22 | CLOSED_TIMEOUT | 0.75 |
|
|
| T0007 | SHORT | 2635.1100 | 2636.7362 | 2632.2904 | 2634.3600 | $+9.36 | CLOSED_TIMEOUT | 1.00 |
|
|
| T0008 | SHORT | 2635.7800 | 2637.4307 | 2632.9893 | 2632.9893 | $+34.63 | CLOSED_TP | 1.00 |
|
|
| T0009 | SHORT | 2659.4200 | 2660.9972 | 2656.1881 | 2660.6900 | $-17.05 | CLOSED_TIMEOUT | 1.00 |
|
|
| T0010 | SHORT | 2660.4200 | 2662.1313 | 2657.7585 | 2657.7585 | $+32.41 | CLOSED_TP | 0.90 |
|
|
| T0011 | SHORT | 2657.4700 | 2659.5353 | 2654.1472 | 2654.1472 | $+34.56 | CLOSED_TP | 1.00 |
|
|
| T0012 | SHORT | 2655.7800 | 2657.9719 | 2652.2819 | 2652.2819 | $+34.29 | CLOSED_TP | 1.00 |
|
|
| T0013 | SHORT | 2654.0400 | 2655.9813 | 2650.7318 | 2655.9813 | $-22.86 | CLOSED_SL | 1.00 |
|
|
| T0014 | SHORT | 2655.1200 | 2657.0412 | 2652.0617 | 2657.0412 | $-22.86 | CLOSED_SL | 0.82 |
|
|
| T0015 | SHORT | 2638.0800 | 2639.5293 | 2632.8672 | 2638.1200 | $-0.61 | CLOSED_TIMEOUT | 0.63 |
|
|
| T0016 | SHORT | 2639.2800 | 2642.2513 | 2634.7042 | 2642.2513 | $-21.93 | CLOSED_SL | 1.00 |
|
|
| T0017 | SHORT | 2636.2100 | 2637.8004 | 2632.9049 | 2637.8004 | $-21.50 | CLOSED_SL | 1.00 |
|
|
| T0018 | SHORT | 2637.1400 | 2638.8098 | 2633.5268 | 2638.8098 | $-21.50 | CLOSED_SL | 0.90 |
|
|
|
|
## XAUUSD - 15m
|
|
|
|
| ID | Dirección | Entrada | SL | TP | Salida | PnL | Estado | Confianza |
|
|
|-----|-----------|---------|-----|-----|--------|-----|--------|----------|
|
|
| T0001 | SHORT | 2706.3200 | 2709.8660 | 2700.9696 | 2709.8660 | $-20.00 | CLOSED_SL | 1.00 |
|
|
|
|
## EURUSD - 5m
|
|
|
|
| ID | Dirección | Entrada | SL | TP | Salida | PnL | Estado | Confianza |
|
|
|-----|-----------|---------|-----|-----|--------|-----|--------|----------|
|
|
|
|
## EURUSD - 15m
|
|
|
|
| ID | Dirección | Entrada | SL | TP | Salida | PnL | Estado | Confianza |
|
|
|-----|-----------|---------|-----|-----|--------|-----|--------|----------|
|
|
|