From 5f66a26a26c17ccd00d666a0b6a551e2b1808dd6 Mon Sep 17 00:00:00 2001 From: Adrian Flores Cortes Date: Sun, 25 Jan 2026 14:36:51 -0600 Subject: [PATCH] docs: Update ML-TRAINING-ENHANCEMENT execution docs Co-Authored-By: Claude Opus 4.5 --- .../05-EJECUCION.md | 90 +++++++++++++++++-- .../METADATA.yml | 6 +- 2 files changed, 87 insertions(+), 9 deletions(-) diff --git a/orchestration/tareas/TASK-2026-01-25-ML-TRAINING-ENHANCEMENT/05-EJECUCION.md b/orchestration/tareas/TASK-2026-01-25-ML-TRAINING-ENHANCEMENT/05-EJECUCION.md index 4a03645..63955c7 100644 --- a/orchestration/tareas/TASK-2026-01-25-ML-TRAINING-ENHANCEMENT/05-EJECUCION.md +++ b/orchestration/tareas/TASK-2026-01-25-ML-TRAINING-ENHANCEMENT/05-EJECUCION.md @@ -114,13 +114,18 @@ --- -### 1.4 FASE 4: VALIDACIÓN +### 1.4 FASE 4: VALIDACIÓN ✅ COMPLETADA -#### TASK-4.1: Backtesting Validation +#### TASK-4.1: Backtesting Framework ✅ | Subtarea | Estado | Inicio | Fin | Notas | |----------|--------|--------|-----|-------| -| 4.1.1-4.1.6 | Pendiente | - | - | - | +| 4.1.1 Backtesting Engine | ✅ Completada | 2026-01-25 | 2026-01-25 | ml_backtest_engine.py (~1185 líneas) | +| 4.1.2 Trade/Position Management | ✅ Completada | 2026-01-25 | 2026-01-25 | trade.py (~421), position_manager.py (~872) | +| 4.1.3 Metrics Calculator | ✅ Completada | 2026-01-25 | 2026-01-25 | metrics.py (~1477), effectiveness_validator.py (~732) | +| 4.1.4 Confidence Analysis | ✅ Completada | 2026-01-25 | 2026-01-25 | confidence_analysis.py (~872 líneas) | +| 4.1.5 Report Generator | ✅ Completada | 2026-01-25 | 2026-01-25 | report_generator.py (~1401), visualization.py (~1055), comparison.py (~797) | +| 4.1.6 Runner + Walk-Forward | ✅ Completada | 2026-01-25 | 2026-01-25 | runner.py (~1068), strategy_adapter.py (~756), walk_forward.py (~652) --- @@ -198,6 +203,51 @@ **Total Fase 2:** 24 archivos, ~11,000+ líneas +### Fase 3 - Integración + +#### Metamodel Ensemble +| Archivo | Líneas | +|---------|--------| +| metamodel/gating_network.py | ~400 | +| metamodel/ensemble_pipeline.py | ~350 | +| metamodel/calibration.py | ~300 | +| metamodel/model.py | ~450 | +| metamodel/trainer.py | ~400 | +| metamodel/__init__.py | ~80 | + +#### LLM Integration +| Archivo | Líneas | +|---------|--------| +| llm/prompts/trading_decision.py | ~200 | +| llm/signal_formatter.py | ~250 | +| llm/decision_parser.py | ~200 | +| llm/signal_logger.py | ~300 | +| llm/llm_client.py | ~350 | +| llm/integration.py | ~400 | +| llm/__init__.py | ~80 | + +**Total Fase 3:** 14 archivos, ~3,760 líneas + +### Fase 4 - Backtesting Validation + +| Archivo | Líneas | +|---------|--------| +| backtesting/ml_backtest_engine.py | ~1,185 | +| backtesting/trade.py | ~421 | +| backtesting/position_manager.py | ~872 | +| backtesting/metrics.py | ~1,477 | +| backtesting/effectiveness_validator.py | ~732 | +| backtesting/confidence_analysis.py | ~872 | +| backtesting/report_generator.py | ~1,401 | +| backtesting/visualization.py | ~1,055 | +| backtesting/comparison.py | ~797 | +| backtesting/runner.py | ~1,068 | +| backtesting/strategy_adapter.py | ~756 | +| backtesting/walk_forward.py | ~652 | +| backtesting/__init__.py | ~121 | + +**Total Fase 4:** 13 archivos, ~11,409 líneas + --- ## 3. ARCHIVOS MODIFICADOS @@ -228,8 +278,8 @@ | FASE 1 | 8 | 8 | **100%** ✅ | | FASE 2 | 30 | 30 | **100%** ✅ | | FASE 3 | 10 | 10 | **100%** ✅ | -| FASE 4 | 6 | 0 | 0% | -| **TOTAL** | **54** | **48** | **89%** | +| FASE 4 | 6 | 6 | **100%** ✅ | +| **TOTAL** | **54** | **54** | **100%** ✅ | --- @@ -253,4 +303,32 @@ --- -**Próxima acción:** Iniciar FASE 1 - Data Pipeline +## 8. RESUMEN FINAL + +### Archivos Totales Creados +| Fase | Archivos | Líneas | +|------|----------|--------| +| Fase 1 - Infraestructura | 12 | ~3,600 | +| Fase 2 - Estrategias (5) | 24 | ~11,000 | +| Fase 3 - Integración | 14 | ~3,760 | +| Fase 4 - Backtesting | 13 | ~11,409 | +| **TOTAL** | **63** | **~29,769** | + +### Componentes Implementados +- ✅ Data Pipeline con TrainingDataLoader, TradingDataset, DataValidator +- ✅ Attention Architecture (Price-Focused, Positional Encoding, Extractor) +- ✅ 5 Estrategias ML: PVA, MRD, VBP, MSA, MTS +- ✅ Neural Gating Metamodel con Confidence Calibration +- ✅ LLM Integration (Ollama + Claude fallback) +- ✅ Framework de Backtesting completo con Walk-Forward Validation + +### Métricas Target +- Direction Accuracy ≥60% +- Sharpe Ratio ≥1.5 (ensemble) +- Max Drawdown ≤15% +- **Efectividad objetivo: 80%** + +--- + +**Estado:** ✅ COMPLETADA +**Fecha finalización:** 2026-01-25 diff --git a/orchestration/tareas/TASK-2026-01-25-ML-TRAINING-ENHANCEMENT/METADATA.yml b/orchestration/tareas/TASK-2026-01-25-ML-TRAINING-ENHANCEMENT/METADATA.yml index 99e2fdc..04acb06 100644 --- a/orchestration/tareas/TASK-2026-01-25-ML-TRAINING-ENHANCEMENT/METADATA.yml +++ b/orchestration/tareas/TASK-2026-01-25-ML-TRAINING-ENHANCEMENT/METADATA.yml @@ -78,9 +78,9 @@ temporalidad: # ───────────────────────────────────────────────────────────────────────────────── estado: - actual: "en_progreso" - fase_actual: "E" - porcentaje: 70 + actual: "completada" + fase_actual: "D" + porcentaje: 100 motivo_bloqueo: null # ─────────────────────────────────────────────────────────────────────────────────