8293938cbe
- Move 7 non-standard folders to _archive/ - Create 5 missing obligatory files - Update _MAP.md with standardized structure Standard: SIMCO-ESTANDAR-ORCHESTRATION v1.0.0 Level: CONSUMER (L2) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
554 lines
12 KiB
YAML
554 lines
12 KiB
YAML
# Roadmap ML-First - Trading Platform
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# Q1 2026
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id: "ROADMAP-ML-FIRST-2026-Q1"
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project: trading-platform
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created_date: "2026-01-04"
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author: "Orquestador"
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version: "1.0.0"
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# Objetivos del Roadmap
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objectives:
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primary:
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- id: OBJ-01
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name: "80% Win Rate en Operaciones"
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description: "Lograr 80% de operaciones ganadoras validadas en datos out-of-sample"
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kpi: "win_rate >= 0.80"
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priority: P0
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- id: OBJ-02
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name: "30-100% Rendimiento Semanal"
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description: "Capacidad de generar rendimientos semanales significativos"
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kpi: "weekly_return >= 0.30"
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priority: P1
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- id: OBJ-03
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name: "Prediccion Max/Min Multi-TF"
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description: "Prediccion de maximos y minimos en multiples temporalidades"
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kpi: "directional_accuracy >= 0.70"
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priority: P0
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secondary:
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- id: OBJ-04
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name: "LLM con Decision-Making Autonomo"
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description: "Agente LLM fine-tuned que tome decisiones de trading"
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kpi: "decision_accuracy >= 0.75"
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priority: P0
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- id: OBJ-05
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name: "Ejecucion Automatizada MT4+Binance"
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description: "Sistema de ejecucion automatizada via MCP Server"
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kpi: "execution_success >= 0.99"
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priority: P0
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# Timeline por Semanas
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timeline:
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# FASE 0: Preparacion
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week_01:
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name: "Preparacion de Datos"
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phase: "F0"
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tasks:
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- id: F0-01
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name: "Pipeline de ingesta de datos"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 2d
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- id: F0-02
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name: "Split temporal (excluir ultimo ano)"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 1d
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depends_on: [F0-01]
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- id: F0-03
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name: "Datasets por temporalidad"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 2d
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depends_on: [F0-02]
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deliverables:
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- "Datasets preparados con split temporal correcto"
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- "Ultimo ano excluido para validacion OOS"
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# FASE 1: ML Training
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week_02:
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name: "ML - RangePredictor Extension"
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phase: "F1"
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tasks:
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- id: F1-01
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name: "Extender RangePredictor multi-TF"
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assignee: "ML-SPECIALIST-1"
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status: pending
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effort: 3d
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depends_on: [F0-03]
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- id: F1-02
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name: "Feature engineering multi-TF"
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assignee: "ML-SPECIALIST-1"
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status: pending
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effort: 2d
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depends_on: [F1-01]
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week_03:
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name: "ML - Training y Validacion"
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phase: "F1"
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tasks:
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- id: F1-03
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name: "Entrenar modelos walk-forward"
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assignee: "ML-SPECIALIST-1"
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status: pending
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effort: 3d
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depends_on: [F1-02]
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- id: F1-04
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name: "Optimizar hiperparametros"
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assignee: "ML-SPECIALIST-2"
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status: pending
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effort: 2d
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depends_on: [F1-03]
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- id: F1-06
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name: "Completar AMDDetector"
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assignee: "ML-SPECIALIST-2"
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status: pending
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effort: 3d
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parallel_with: [F1-03]
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week_04:
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name: "ML - TPSL y Orchestrator"
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phase: "F1"
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tasks:
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- id: F1-05
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name: "Evaluar en datos OOS"
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assignee: "ML-SPECIALIST-1"
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status: pending
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effort: 1d
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depends_on: [F1-04]
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- id: F1-09
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name: "Ajustar TPSL para 80% WR"
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assignee: "ML-SPECIALIST-1"
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status: pending
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effort: 2d
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depends_on: [F1-05]
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- id: F1-12
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name: "Implementar StrategyOrchestrator"
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assignee: "ML-SPECIALIST-2"
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status: pending
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effort: 3d
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depends_on: [F1-06]
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- id: F1-14
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name: "Backtesting completo"
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assignee: "ML-SPECIALIST-1"
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status: pending
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effort: 2d
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depends_on: [F1-09, F1-12]
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milestone:
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name: "M1: Modelos ML Validados"
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criteria:
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- "RangePredictor MAE < 0.5%"
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- "AMD Accuracy > 70%"
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- "TPSL Win Rate > 80%"
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- "OOS Performance > 60% del in-sample"
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# FASE 2: LLM Fine-tuning
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week_05:
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name: "LLM - Setup y Dataset"
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phase: "F2"
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tasks:
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- id: F2-01
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name: "Configurar Ollama en GPU"
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assignee: "DEVOPS"
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status: pending
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effort: 1d
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- id: F2-04
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name: "Definir estructura dataset"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 1d
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- id: F2-05
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name: "Crear ejemplos estrategias AMD"
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assignee: "TRADING-STRATEGIST"
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status: pending
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effort: 3d
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depends_on: [F2-04]
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- id: F2-06
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name: "Crear ejemplos estrategias ICT"
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assignee: "TRADING-STRATEGIST"
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status: pending
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effort: 3d
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parallel_with: [F2-05]
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week_06:
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name: "LLM - Dataset y Training"
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phase: "F2"
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tasks:
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- id: F2-07
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name: "Crear ejemplos analisis ML"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 2d
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depends_on: [F1-14]
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- id: F2-08
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name: "Formatear dataset JSONL"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 1d
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depends_on: [F2-05, F2-06, F2-07]
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- id: F2-09
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name: "Setup fine-tuning (unsloth)"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 1d
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depends_on: [F2-01]
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- id: F2-10
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name: "Ejecutar fine-tuning LoRA"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 2d
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depends_on: [F2-08, F2-09]
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week_07:
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name: "LLM - Evaluacion y Deploy"
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phase: "F2"
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tasks:
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- id: F2-11
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name: "Evaluar modelo fine-tuned"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 1d
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depends_on: [F2-10]
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- id: F2-12
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name: "Convertir a GGUF/Ollama"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 1d
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depends_on: [F2-11]
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- id: F2-13
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name: "Desplegar modelo"
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assignee: "DEVOPS"
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status: pending
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effort: 1d
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depends_on: [F2-12]
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- id: F2-14
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name: "Crear tools ML Engine"
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assignee: "BACKEND"
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status: pending
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effort: 2d
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depends_on: [F1-14, F2-13]
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milestone:
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name: "M2: LLM Fine-tuned Funcionando"
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criteria:
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- "Modelo fine-tuned desplegado"
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- "Decision accuracy > 75%"
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- "Integracion con ML Engine"
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# FASE 3: MCP Server
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week_08:
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name: "MCP - Core y Tools"
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phase: "F3"
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tasks:
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- id: F3-01
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name: "Disenar arquitectura MCP"
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assignee: "MCP-ARCHITECT"
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status: pending
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effort: 1d
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- id: F3-02
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name: "Implementar MCP Server core"
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assignee: "MCP-DEVELOPER"
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status: pending
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effort: 3d
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depends_on: [F3-01]
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- id: F3-03
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name: "Tools de trading"
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assignee: "MCP-DEVELOPER"
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status: pending
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effort: 2d
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depends_on: [F3-02]
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- id: F3-04
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name: "Tools de analisis"
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assignee: "MCP-DEVELOPER"
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status: pending
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effort: 2d
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parallel_with: [F3-03]
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week_09:
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name: "MCP - MT4 y Binance"
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phase: "F3"
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tasks:
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- id: F3-06
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name: "Cliente MetaAPI completo"
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assignee: "BACKEND-1"
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status: pending
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effort: 3d
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depends_on: [F3-03]
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- id: F3-07
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name: "Risk manager MT4"
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assignee: "BACKEND-1"
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status: pending
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effort: 2d
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depends_on: [F3-06]
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- id: F3-10
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name: "Cliente Binance BTC"
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assignee: "BACKEND-2"
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status: pending
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effort: 2d
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parallel_with: [F3-06]
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- id: F3-11
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name: "Adaptar modelos para BTC"
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assignee: "ML-SPECIALIST"
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status: pending
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effort: 2d
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parallel_with: [F3-10]
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week_10:
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name: "MCP - Integracion y Tests"
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phase: "F3"
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tasks:
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- id: F3-09
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name: "Tests cuenta demo MT4"
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assignee: "TESTING"
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status: pending
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effort: 2d
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depends_on: [F3-07]
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- id: F3-13
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name: "Tests Binance Testnet"
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assignee: "TESTING"
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status: pending
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effort: 2d
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depends_on: [F3-10, F3-11]
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- id: F3-14
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name: "Integrar MCP con LLM"
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assignee: "BACKEND"
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status: pending
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effort: 2d
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depends_on: [F2-14]
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- id: F3-17
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name: "Tests E2E"
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assignee: "TESTING"
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status: pending
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effort: 3d
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depends_on: [F3-09, F3-13, F3-14]
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milestone:
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name: "M3: Ejecucion Automatizada"
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criteria:
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- "MCP Server funcionando"
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- "MT4 y Binance integrados"
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- "Ejecucion success > 99%"
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# FASE 4: Visualizacion
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week_11:
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name: "UI - Charts y Overlays"
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phase: "F4"
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tasks:
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- id: F4-01
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name: "Componente Chart base"
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assignee: "FRONTEND-1"
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status: pending
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effort: 3d
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- id: F4-02
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name: "Overlay predicciones ML"
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assignee: "FRONTEND-1"
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status: pending
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effort: 2d
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depends_on: [F4-01]
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- id: F4-03
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name: "Indicador fase AMD"
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assignee: "FRONTEND-2"
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status: pending
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effort: 1d
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depends_on: [F4-01]
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- id: F4-05
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name: "Layout dashboard"
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assignee: "FRONTEND-2"
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status: pending
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effort: 2d
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parallel_with: [F4-01]
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week_12:
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name: "UI - Dashboard Completo"
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phase: "F4"
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tasks:
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- id: F4-06
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name: "Panel performance"
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assignee: "FRONTEND-1"
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status: pending
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effort: 2d
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depends_on: [F4-05]
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- id: F4-07
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name: "Historial trades"
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assignee: "FRONTEND-2"
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status: pending
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effort: 1d
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depends_on: [F4-05]
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- id: F4-09
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name: "WebSocket real-time"
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assignee: "FRONTEND-1"
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status: pending
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effort: 2d
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depends_on: [F4-06]
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week_13:
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name: "UI - Integracion Final"
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phase: "F4"
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tasks:
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- id: F4-10
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name: "API endpoints dashboard"
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assignee: "BACKEND"
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status: pending
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effort: 2d
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depends_on: [F3-17]
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- id: F4-11
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name: "WebSocket server"
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assignee: "BACKEND"
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status: pending
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effort: 2d
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depends_on: [F4-10]
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- id: F4-12
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name: "Conectar frontend"
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assignee: "FRONTEND"
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status: pending
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effort: 2d
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depends_on: [F4-09, F4-11]
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- id: F4-13
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name: "Tests UI"
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assignee: "TESTING"
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status: pending
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effort: 2d
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depends_on: [F4-12]
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milestone:
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name: "M4: MVP Completo"
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criteria:
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- "Dashboard funcionando"
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- "Visualizacion predicciones ML"
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- "Ejecucion via MCP"
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- "Objetivos de rendimiento validados"
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# Milestones Resumen
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milestones:
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- id: M1
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name: "Modelos ML Validados"
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week: 4
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phase: F1
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objectives: [OBJ-01, OBJ-03]
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- id: M2
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name: "LLM Fine-tuned"
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week: 7
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phase: F2
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objectives: [OBJ-04]
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- id: M3
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name: "Ejecucion Automatizada"
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week: 10
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phase: F3
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objectives: [OBJ-05]
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- id: M4
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name: "MVP Completo"
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week: 13
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phase: F4
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objectives: [OBJ-01, OBJ-02, OBJ-03, OBJ-04, OBJ-05]
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# Recursos Requeridos
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resources:
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teams:
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ml_team:
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members: 2
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profiles: [ML-SPECIALIST]
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phases: [F0, F1, F2]
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llm_team:
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members: 2
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profiles: [ML-SPECIALIST, BACKEND]
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phases: [F2]
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integration_team:
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members: 3
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profiles: [BACKEND, MCP-DEVELOPER]
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phases: [F3]
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frontend_team:
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members: 2
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profiles: [FRONTEND]
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phases: [F4]
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support:
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devops: 1
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testing: 1
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strategist: 1
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infrastructure:
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gpu: "NVIDIA RTX 5060 Ti (16GB VRAM)"
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servers:
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- "ML Engine Server"
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- "LLM Server (Ollama)"
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- "MCP Server"
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- "Backend API"
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databases:
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- "PostgreSQL 16"
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- "Redis"
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external:
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- "MetaAPI (MT4)"
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- "Binance API"
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# Riesgos
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risks:
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- id: R1
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description: "Modelos no alcanzan 80% WR"
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probability: medium
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impact: high
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mitigation: "Ajustar RR ratios, aumentar filtros de confianza"
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- id: R2
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description: "Fine-tuning LLM insuficiente"
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probability: medium
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impact: high
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mitigation: "Aumentar dataset, iterar training"
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- id: R3
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description: "Latencia de ejecucion alta"
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probability: low
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impact: high
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mitigation: "Usar MetaAPI cloud, optimizar network"
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- id: R4
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description: "GPU insuficiente"
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probability: low
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impact: medium
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mitigation: "Usar modelo mas pequeno (Mistral 7B)"
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