ML Engine Updates: - Updated BTCUSD with Polygon API data (2024-2025): 215,699 new records - Re-trained all ML models: Attention (R²: 0.223), Base, Metamodel (87.3% confidence) - Backtest results: +176.71R profit with aggressive_filter strategy Documentation Consolidation: - Created docs/99-analisis/_MAP.md index with 13 new analysis documents - Consolidated inventories: removed duplicates from orchestration/inventarios/ - Updated ML_INVENTORY.yml with BTCUSD metrics and training results - Added execution reports: FASE11-BTCUSD, correction issues, alignment validation Architecture & Integration: - Updated all module documentation with NEXUS v3.4 frontmatter - Fixed _MAP.md indexes across all folders - Updated orchestration plans and traces Files: 229 changed, 5064 insertions(+), 1872 deletions(-) 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
382 lines
12 KiB
Markdown
382 lines
12 KiB
Markdown
# FASE 1: ANALISIS DETALLADO DE INTEGRACION
|
|
## Trading PlatformIA Trading Platform
|
|
|
|
**Fecha:** 2026-01-07
|
|
**Autor:** Agente Arquitecto
|
|
**Estado:** COMPLETADO
|
|
|
|
---
|
|
|
|
## 1. RESUMEN EJECUTIVO
|
|
|
|
### 1.1 Descripcion del Proyecto
|
|
**Trading PlatformIA Trading Platform** es una plataforma integral de gestion de inversiones con IA que combina:
|
|
- Money Manager con agentes IA (Atlas, Orion, Nova)
|
|
- Plataforma educativa con gamificacion
|
|
- TradingView privado con predicciones ML
|
|
- Sistema SaaS con pagos Stripe
|
|
- Trading automatizado multi-venue (MT4/Binance)
|
|
|
|
### 1.2 Estado Actual
|
|
| Metrica | Valor |
|
|
|---------|-------|
|
|
| **Archivos de codigo** | 478 archivos |
|
|
| **Lineas de codigo** | 58,000+ |
|
|
| **Subproyectos/Apps** | 12 aplicaciones |
|
|
| **Modelos ML** | 15+ especializados |
|
|
| **Documentacion** | 325 archivos (70% completada) |
|
|
| **Estado MVP** | ~50% completado |
|
|
|
|
### 1.3 Stack Tecnologico
|
|
| Capa | Tecnologias |
|
|
|------|-------------|
|
|
| **Frontend** | React 18, Vite 6, TypeScript 5.3, TailwindCSS, Zustand |
|
|
| **Backend** | Express.js 5, Node.js 20, TypeScript |
|
|
| **ML Engine** | Python 3.10+, FastAPI, XGBoost, PyTorch |
|
|
| **Database** | PostgreSQL 16 (8 schemas, 98 tablas) |
|
|
| **Cache** | Redis 7 |
|
|
| **LLM** | Ollama (local), Claude API |
|
|
| **Infra** | Docker Compose, Git submodules |
|
|
|
|
---
|
|
|
|
## 2. ARQUITECTURA DE SUBPROYECTOS
|
|
|
|
### 2.1 Inventario de Apps (12 total)
|
|
|
|
| App | Puerto | Tecnologia | Estado | Descripcion |
|
|
|-----|--------|-----------|--------|-------------|
|
|
| **backend** | 3081 | Node.js + Express | Activo | API REST principal (13 modulos) |
|
|
| **frontend** | 3080 | React + Vite | Activo | Interfaz web (11 modulos) |
|
|
| **database** | 5432 | PostgreSQL 16 | Activo | BD principal (8 schemas) |
|
|
| **ml-engine** | 3083 | Python + FastAPI | Activo | 15+ modelos ML |
|
|
| **data-service** | 3084 | Python + FastAPI | **INCOMPLETO (20%)** | Proveedor de datos |
|
|
| **llm-agent** | 3085 | Python + FastAPI | Activo | Copiloto IA (12 tools) |
|
|
| **trading-agents** | 3086 | Python + CCXT | Activo | 3 agentes + 4 estrategias |
|
|
| **mcp-mt4-connector** | - | Node.js + TS | Activo | Conector MCP MT4 |
|
|
| **mcp-binance-connector** | - | Node.js + TS | Activo | Conector MCP Binance |
|
|
| **mt4-gateway** | - | Python | Activo | Gateway MT4 |
|
|
| **personal** | - | Scripts | Activo | Herramientas personales |
|
|
| **packages** | - | TS + Python | Activo | SDKs compartidos |
|
|
|
|
### 2.2 Estructura de Directorios
|
|
```
|
|
/trading-platform/
|
|
├── apps/
|
|
│ ├── backend/ # Express.js API
|
|
│ ├── frontend/ # React SPA
|
|
│ ├── database/ # PostgreSQL DDL
|
|
│ ├── ml-engine/ # ML Models
|
|
│ ├── data-service/ # Data Provider
|
|
│ ├── llm-agent/ # LLM Copilot
|
|
│ ├── trading-agents/ # Trading Bots
|
|
│ ├── mcp-mt4-connector/ # MT4 MCP
|
|
│ ├── mcp-binance-connector/
|
|
│ ├── mt4-gateway/
|
|
│ └── personal/
|
|
├── packages/ # SDKs compartidos
|
|
├── docs/ # 325 archivos
|
|
├── orchestration/ # Sistema NEXUS
|
|
├── docker/
|
|
└── docker-compose.yml
|
|
```
|
|
|
|
---
|
|
|
|
## 3. INTEGRACION DE BASE DE DATOS
|
|
|
|
### 3.1 Fuentes de Datos
|
|
| BD | Tipo | Host | Proposito |
|
|
|----|------|------|-----------|
|
|
| **PostgreSQL** | Principal | localhost:5432 | BD operativa (trading_platform) |
|
|
| **MySQL** | Remoto | 72.60.226.4:3306 | Datos historicos (db_trading_meta) |
|
|
| **Redis** | Cache | localhost:6379 | Cache y eventos |
|
|
|
|
### 3.2 Schemas PostgreSQL (8)
|
|
```
|
|
auth - Usuarios, roles, sesiones, OAuth, 2FA
|
|
education - Cursos, lecciones, gamificacion
|
|
trading - Ordenes, posiciones, signals, bots
|
|
investment - Cuentas PAMM, productos
|
|
financial - Pagos, wallets, suscripciones
|
|
ml - Modelos, predicciones, features
|
|
llm - Conversaciones, mensajes
|
|
audit - Logs, eventos de seguridad
|
|
```
|
|
|
|
### 3.3 Estado de Migracion MySQL → PostgreSQL
|
|
- **Script:** `/apps/database/scripts/migrate_mysql_to_postgres.py`
|
|
- **Estado:** Funcional para datos historicos
|
|
- **Ticker Mapping:** 24 pares configurados (BTCUSD, EURUSD, XAUUSD, etc.)
|
|
- **Temporalidades:** 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w
|
|
|
|
---
|
|
|
|
## 4. MODELOS DE MACHINE LEARNING
|
|
|
|
### 4.1 Inventario de Modelos (15+)
|
|
|
|
| Modelo | Archivo | Algoritmo | Proposito |
|
|
|--------|---------|-----------|-----------|
|
|
| Range Predictor | `range_predictor.py` | XGBoost | Predice ΔHigh/ΔLow |
|
|
| Range Predictor V2 | `range_predictor_v2.py` | XGBoost | Multi-timeframe |
|
|
| AMD Detector | `amd_detector.py` | Rule-based | Fases Smart Money |
|
|
| AMD Detector ML | `amd_detector_ml.py` | XGBoost | AMD entreneable |
|
|
| ICT/SMC Detector | `ict_smc_detector.py` | Technical | Order Blocks, FVG |
|
|
| TP/SL Classifier | `tp_sl_classifier.py` | XGBoost | prob_tp_first |
|
|
| Signal Generator | `signal_generator.py` | Ensemble | Senales completas |
|
|
| Strategy Ensemble | `strategy_ensemble.py` | Weighted Voting | Confluencia |
|
|
| Neural Gating | `neural_gating_metamodel.py` | PyTorch NN | Pesos dinamicos |
|
|
| Movement Magnitude | `movement_magnitude_predictor.py` | XGBoost | Magnitud USD |
|
|
| Asset Metamodel | `asset_metamodel.py` | Stacking | Por activo |
|
|
| Attention Score | `attention_score_model.py` | Neural | Scores atencion |
|
|
| Volatility Attention | `volatility_attention.py` | Softplus | Mapeo volatilidad |
|
|
| Dual Horizon | `dual_horizon_ensemble.py` | Ensemble | Dos horizontes |
|
|
| Enhanced Range | `enhanced_range_predictor.py` | XGBoost | Version mejorada |
|
|
|
|
### 4.2 Pipeline de Prediccion
|
|
```
|
|
Data Service → ML Engine → Prediction Service
|
|
↓
|
|
┌─────┴─────┐
|
|
↓ ↓
|
|
Range Pred AMD Detect
|
|
↓ ↓
|
|
TPSL Class ICT Context
|
|
↓ ↓
|
|
└─────┬─────┘
|
|
↓
|
|
Signal Generator
|
|
↓
|
|
Trading Signal
|
|
```
|
|
|
|
### 4.3 Features Engineering
|
|
- **Categorias:** Time, Price, Volume, Lag, Rolling, Interaction
|
|
- **Feature Sets:** minimal (9), extended (17), full (50+)
|
|
- **Indicadores:** RSI, MACD, Bollinger, ATR, SMA, EMA, etc.
|
|
|
|
---
|
|
|
|
## 5. INTEGRACION FRONTEND-BACKEND
|
|
|
|
### 5.1 Servicios Frontend (9)
|
|
| Servicio | API Base | Funcionalidad |
|
|
|----------|----------|---------------|
|
|
| trading.service | /api/v1 | Market data, orders, watchlist |
|
|
| mlService | :8001/api | Signals, predictions, AMD |
|
|
| llmAgentService | :8003/api | Predictions, MT4, backtest |
|
|
| payment.service | /api/v1/payments | Stripe, suscripciones, wallet |
|
|
| websocket.service | ws://:3081 | Real-time prices, signals |
|
|
| auth.service | /api/v1/auth | Login, OAuth, 2FA |
|
|
| education.service | /api/v1/education | Cursos, progreso |
|
|
| portfolio.service | /api/v1/portfolio | Gestion de cartera |
|
|
| bot.service | /api/v1/bots | Gestion de agentes |
|
|
|
|
### 5.2 WebSocket Connections
|
|
```
|
|
Trading WS: ws://localhost:3081/ws/trading
|
|
→ subscribe_prices, price, trade_notification, position
|
|
|
|
ML Signals WS: ws://localhost:3083/ws/signals
|
|
→ subscribe, signal, unsubscribe
|
|
```
|
|
|
|
### 5.3 State Management (Zustand)
|
|
- `useTradingStore` - Market data, orders, positions
|
|
- `usePaymentStore` - Plans, subscriptions, wallet
|
|
- `useChatStore` - LLM conversations
|
|
- `useEducationStore` - Courses, progress
|
|
|
|
---
|
|
|
|
## 6. GAPS E INCONSISTENCIAS DETECTADOS
|
|
|
|
### 6.1 Data Service (CRITICO - 20% completado)
|
|
- **Estado:** Incompleto
|
|
- **Falta:**
|
|
- Pipeline completo de Polygon API
|
|
- Actualizacion automatica de datos
|
|
- Gap detection y filling
|
|
- Price adjustment vs MT4
|
|
|
|
### 6.2 Documentacion (70% completada)
|
|
| Area | Estado | Falta |
|
|
|------|--------|-------|
|
|
| Arquitectura | 90% | - |
|
|
| Base de Datos | 95% | - |
|
|
| APIs | 85% | OpenAPI specs |
|
|
| Frontend | 50% | Componentes detallados |
|
|
| Testing | 30% | Suite completa |
|
|
| Deployment | 40% | CI/CD pipeline |
|
|
| Monitoreo | 25% | Prometheus/Grafana |
|
|
|
|
### 6.3 Inconsistencias de Configuracion
|
|
1. **URLs de servicios:** Diferentes puertos en .env vs docker-compose
|
|
2. **Temporalidades:** Algunas documentaciones mencionan timeframes diferentes
|
|
3. **Feature Flags:** Configuracion dispersa entre archivos
|
|
|
|
### 6.4 Integraciones Faltantes
|
|
- Frontend ↔ Data Service (WebSocket real-time)
|
|
- Frontend ↔ LLM Agent (Chat interface completa)
|
|
- Portfolio Manager ↔ Risk Management
|
|
- Marketplace (OQI-009) - No implementado
|
|
|
|
---
|
|
|
|
## 7. BASE DE DATOS - FUENTE DE VERDAD
|
|
|
|
### 7.1 Decision Arquitectonica
|
|
**FUENTE DE VERDAD:** PostgreSQL (trading_platform)
|
|
|
|
**Justificacion:**
|
|
- BD principal con schemas completos
|
|
- Datos operativos actualizados
|
|
- Migracion desde MySQL completada para datos historicos
|
|
- Redis como cache, no como fuente
|
|
|
|
### 7.2 Configuracion Oficial
|
|
```yaml
|
|
PostgreSQL:
|
|
host: localhost
|
|
port: 5432
|
|
database: trading_platform
|
|
user: trading
|
|
password: trading_dev_2025
|
|
pool_max: 20
|
|
|
|
MySQL (solo lectura historicos):
|
|
host: 72.60.226.4
|
|
port: 3306
|
|
database: db_trading_meta
|
|
user: root
|
|
|
|
Redis:
|
|
host: localhost
|
|
port: 6379
|
|
```
|
|
|
|
---
|
|
|
|
## 8. MODULOS PENDIENTES DE INTEGRACION
|
|
|
|
### 8.1 Por Prioridad
|
|
|
|
**CRITICA (P0):**
|
|
1. Completar data-service (20% → 100%)
|
|
2. Homologar configuraciones de conexion
|
|
3. Documentar APIs con OpenAPI
|
|
|
|
**ALTA (P1):**
|
|
4. Integrar Frontend ↔ LLM Agent chat
|
|
5. Completar ML → Frontend WebSocket
|
|
6. Implementar tests unitarios
|
|
|
|
**MEDIA (P2):**
|
|
7. Dashboard de monitoreo
|
|
8. CI/CD pipeline
|
|
9. Portfolio Manager completo
|
|
|
|
**BAJA (P3):**
|
|
10. Marketplace (OQI-009)
|
|
11. Documentacion de usuario
|
|
|
|
---
|
|
|
|
## 9. ARCHIVOS CLAVE PARA INTEGRACION
|
|
|
|
### 9.1 Configuraciones Centrales
|
|
| Archivo | Proposito |
|
|
|---------|-----------|
|
|
| `/docker-compose.yml` | Orquestacion de servicios |
|
|
| `/apps/backend/.env.example` | Variables backend |
|
|
| `/apps/frontend/.env.example` | Variables frontend |
|
|
| `/apps/ml-engine/config/database.yaml` | Config ML |
|
|
| `/apps/data-service/.env` | Config data service |
|
|
|
|
### 9.2 Documentacion Clave
|
|
| Archivo | Proposito |
|
|
|---------|-----------|
|
|
| `/docs/00-vision-general/ARQUITECTURA-GENERAL.md` | Arquitectura |
|
|
| `/docs/90-transversal/inventarios/DATABASE_INVENTORY.yml` | BD Inventario |
|
|
| `/docs/api-contracts/SERVICE-INTEGRATION.md` | Contratos API |
|
|
| `/orchestration/CONTEXT-MAP.yml` | Mapa de contexto |
|
|
|
|
### 9.3 Codigo de Integracion
|
|
| Archivo | Proposito |
|
|
|---------|-----------|
|
|
| `/apps/ml-engine/src/services/prediction_service.py` | Servicio central ML |
|
|
| `/apps/llm-agent/src/services/ml_analyzer.py` | Integracion LLM-ML |
|
|
| `/apps/frontend/src/services/` | Clientes API frontend |
|
|
| `/apps/backend/src/shared/clients/` | Clientes inter-servicio |
|
|
|
|
---
|
|
|
|
## 10. RECOMENDACIONES PARA FASE 2
|
|
|
|
### 10.1 Homologacion de Configuraciones
|
|
- Centralizar variables de entorno
|
|
- Crear archivo de configuracion unico
|
|
- Eliminar duplicados y conflictos
|
|
|
|
### 10.2 Completar Data Service
|
|
- Implementar pipeline Polygon completo
|
|
- Actualizar datos cada 5 minutos
|
|
- Implementar gap detection
|
|
|
|
### 10.3 Documentacion de APIs
|
|
- Generar OpenAPI specs para cada servicio
|
|
- Documentar WebSocket protocols
|
|
- Crear ejemplos de integracion
|
|
|
|
### 10.4 Testing
|
|
- Unit tests para servicios criticos
|
|
- Integration tests para flujos completos
|
|
- E2E tests para UI
|
|
|
|
---
|
|
|
|
## ANEXO A: ENDPOINTS POR SERVICIO
|
|
|
|
### Backend (3081)
|
|
```
|
|
/api/v1/auth/* - Autenticacion
|
|
/api/v1/users/* - Usuarios
|
|
/api/v1/trading/* - Trading y ordenes
|
|
/api/v1/education/* - Cursos
|
|
/api/v1/payments/* - Pagos
|
|
/api/v1/ml/* - Proxy ML Engine
|
|
/api/v1/llm/* - Proxy LLM Agent
|
|
```
|
|
|
|
### ML Engine (3083)
|
|
```
|
|
/api/v1/signals/* - Senales ML
|
|
/api/v1/predictions/* - Predicciones
|
|
/api/amd/* - AMD Detection
|
|
/api/ict/* - ICT Analysis
|
|
/api/ensemble/* - Ensemble signals
|
|
/health - Health check
|
|
```
|
|
|
|
### LLM Agent (3085)
|
|
```
|
|
/api/v1/predictions/* - Analisis completo
|
|
/api/v1/backtesting/* - Backtesting
|
|
/api/trade/* - Ejecucion trades
|
|
/api/mt4/* - Gateway MT4
|
|
/chat - Chat interface
|
|
```
|
|
|
|
### Data Service (3084)
|
|
```
|
|
/api/v1/market/* - Market data
|
|
/api/v1/sync/* - Sincronizacion
|
|
/health - Health check
|
|
```
|
|
|
|
---
|
|
|
|
**Documento generado automaticamente**
|
|
**Siguiente fase:** FASE 2 - Planeacion basada en analisis
|