rckrdmrd c1b5081208 feat(ml): Complete FASE 11 - BTCUSD update and comprehensive documentation alignment

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>

2026-01-07 09:31:29 -06:00

25 KiB

Raw Blame History

id	title	type	project	version	updated_date
ARQUITECTURA-MULTI-AGENTE-MT4	Arquitectura Multi-Agente MT4	Documentation	trading-platform	1.0.0	2026-01-04

Arquitectura Multi-Agente MT4

Fecha: 2025-12-12 Estado: Diseño Contexto: Soporte para múltiples cuentas MT4 independientes, cada una con su agente de trading

Resumen Ejecutivo

Esta arquitectura permite ejecutar múltiples agentes de trading, cada uno con:

Su propia cuenta MT4 en EBC (u otro broker)
Terminal MT4 independiente
Estrategia/configuración personalizada
Risk management aislado

Arquitectura General

┌─────────────────────────────────────────────────────────────────────────────┐
│                         TRADING MULTI-AGENT PLATFORM                         │
├─────────────────────────────────────────────────────────────────────────────┤
│                                                                              │
│  ┌────────────────────────────────────────────────────────────────────────┐ │
│  │                        ADMIN DASHBOARD (React)                          │ │
│  │  ┌─────────────┐  ┌─────────────┐  ┌─────────────┐  ┌──────────────┐  │ │
│  │  │  Agent 1    │  │  Agent 2    │  │  Agent 3    │  │   Global     │  │ │
│  │  │  Overview   │  │  Overview   │  │  Overview   │  │   Summary    │  │ │
│  │  │  $847      │  │  $1,234    │  │  $567       │  │   $2,648     │  │ │
│  │  └─────────────┘  └─────────────┘  └─────────────┘  └──────────────┘  │ │
│  └────────────────────────────────────────────────────────────────────────┘ │
│                                    │                                         │
│  ┌─────────────────────────────────▼─────────────────────────────────────┐  │
│  │                    ORCHESTRATION LAYER (Python)                        │  │
│  │  ┌───────────────────────────────────────────────────────────────────┐│  │
│  │  │                    AgentOrchestrator                              ││  │
│  │  │  • Distribuye señales a agentes                                   ││  │
│  │  │  • Coordina risk management global                                ││  │
│  │  │  • Consolida reporting                                            ││  │
│  │  └───────────────────────────────────────────────────────────────────┘│  │
│  └───────────────────────────────────────────────────────────────────────┘  │
│                                    │                                         │
│  ┌─────────────────────────────────▼─────────────────────────────────────┐  │
│  │                        ML ENGINE (FastAPI)                             │  │
│  │  Señales compartidas para todos los agentes                           │  │
│  │  • AMDDetector → RangePredictor → TPSLClassifier                     │  │
│  └───────────────────────────────────────────────────────────────────────┘  │
│                                    │                                         │
│  ┌─────────────────────────────────▼─────────────────────────────────────┐  │
│  │                      MT4 GATEWAY SERVICE (FastAPI)                     │  │
│  │                                                                        │  │
│  │  ┌─────────────────────────────────────────────────────────────────┐  │  │
│  │  │                    AgentRegistry                                │  │  │
│  │  │  agent_1 → MT4 Terminal @ port 8081 → Account #22437           │  │  │
│  │  │  agent_2 → MT4 Terminal @ port 8082 → Account #XXXXX           │  │  │
│  │  │  agent_3 → MT4 Terminal @ port 8083 → Account #YYYYY           │  │  │
│  │  └─────────────────────────────────────────────────────────────────┘  │  │
│  │                                                                        │  │
│  │  Endpoints:                                                            │  │
│  │  POST /api/agents/{agent_id}/trade                                    │  │
│  │  GET  /api/agents/{agent_id}/positions                                │  │
│  │  GET  /api/agents/{agent_id}/account                                  │  │
│  │  GET  /api/agents/summary                                             │  │
│  └───────────────────────────────────────────────────────────────────────┘  │
│                                    │                                         │
│  ┌─────────────────────────────────▼─────────────────────────────────────┐  │
│  │                     MT4 TERMINALS LAYER (Windows)                      │  │
│  │                                                                        │  │
│  │  ┌──────────────────┐  ┌──────────────────┐  ┌──────────────────┐    │  │
│  │  │  MT4 Terminal #1 │  │  MT4 Terminal #2 │  │  MT4 Terminal #3 │    │  │
│  │  │                  │  │                  │  │                  │    │  │
│  │  │  Account: 22437  │  │  Account: XXXXX  │  │  Account: YYYYY  │    │  │
│  │  │  Balance: $200   │  │  Balance: $500   │  │  Balance: $1000  │    │  │
│  │  │  Strategy: AMD   │  │  Strategy: ICT   │  │  Strategy: Mixed │    │  │
│  │  │                  │  │                  │  │                  │    │  │
│  │  │  ┌────────────┐  │  │  ┌────────────┐  │  │  ┌────────────┐  │    │  │
│  │  │  │ EA Bridge  │  │  │  │ EA Bridge  │  │  │  │ EA Bridge  │  │    │  │
│  │  │  │ :8081     │  │  │  │ :8082     │  │  │  │ :8083     │  │    │  │
│  │  │  └────────────┘  │  │  └────────────┘  │  │  └────────────┘  │    │  │
│  │  └──────────────────┘  └──────────────────┘  └──────────────────┘    │  │
│  └───────────────────────────────────────────────────────────────────────┘  │
│                                                                              │
└─────────────────────────────────────────────────────────────────────────────┘

Componentes Detallados

1. MT4 Terminal + EA Bridge

Cada terminal MT4 corre con un Expert Advisor (EA) que expone una API REST local.

EA Bridge Recomendado: MT4-REST-API

// Configuración del EA
input int    SERVER_PORT = 8081;     // Puerto único por terminal
input string AUTH_TOKEN  = "secret"; // Token de autenticación
input bool   ALLOW_TRADE = true;     // Permitir trading

Endpoints expuestos por el EA:

Endpoint	Método	Descripción
`/account`	GET	Info de cuenta (balance, equity, margin)
`/tick/{symbol}`	GET	Precio actual bid/ask
`/positions`	GET	Posiciones abiertas
`/orders`	GET	Órdenes pendientes
`/trade`	POST	Abrir/cerrar/modificar orden
`/history`	GET	Historial de trades

2. MT4 Gateway Service

Servicio Python que unifica acceso a múltiples terminales.

# apps/mt4-gateway/src/gateway.py

from fastapi import FastAPI, HTTPException
from typing import Dict, Optional
import aiohttp

app = FastAPI(title="MT4 Gateway Service")

# Configuración de agentes
AGENTS_CONFIG = {
    "agent_1": {
        "name": "Atlas",
        "mt4_host": "localhost",
        "mt4_port": 8081,
        "account": "22437",
        "strategy": "amd",
        "risk_config": {
            "max_risk_per_trade": 0.01,
            "max_daily_loss": 0.05,
            "max_positions": 1
        }
    },
    "agent_2": {
        "name": "Orion",
        "mt4_host": "localhost",
        "mt4_port": 8082,
        "account": "XXXXX",
        "strategy": "ict",
        "risk_config": {
            "max_risk_per_trade": 0.02,
            "max_daily_loss": 0.05,
            "max_positions": 2
        }
    },
    "agent_3": {
        "name": "Nova",
        "mt4_host": "localhost",
        "mt4_port": 8083,
        "account": "YYYYY",
        "strategy": "mixed",
        "risk_config": {
            "max_risk_per_trade": 0.02,
            "max_daily_loss": 0.05,
            "max_positions": 3
        }
    }
}


class MT4Client:
    """Cliente para comunicarse con un terminal MT4 vía EA Bridge"""

    def __init__(self, host: str, port: int, auth_token: str = "secret"):
        self.base_url = f"http://{host}:{port}"
        self.auth_token = auth_token

    async def get_account(self) -> Dict:
        async with aiohttp.ClientSession() as session:
            async with session.get(
                f"{self.base_url}/account",
                headers={"Authorization": self.auth_token}
            ) as resp:
                return await resp.json()

    async def get_tick(self, symbol: str) -> Dict:
        async with aiohttp.ClientSession() as session:
            async with session.get(
                f"{self.base_url}/tick/{symbol}",
                headers={"Authorization": self.auth_token}
            ) as resp:
                return await resp.json()

    async def get_positions(self) -> list:
        async with aiohttp.ClientSession() as session:
            async with session.get(
                f"{self.base_url}/positions",
                headers={"Authorization": self.auth_token}
            ) as resp:
                return await resp.json()

    async def open_trade(
        self,
        symbol: str,
        action: str,  # "buy" or "sell"
        lots: float,
        sl: Optional[float] = None,
        tp: Optional[float] = None,
        comment: str = "Trading Platform"
    ) -> Dict:
        async with aiohttp.ClientSession() as session:
            async with session.post(
                f"{self.base_url}/trade",
                headers={"Authorization": self.auth_token},
                json={
                    "symbol": symbol,
                    "action": action,
                    "lots": lots,
                    "sl": sl,
                    "tp": tp,
                    "comment": comment
                }
            ) as resp:
                return await resp.json()

    async def close_position(self, ticket: int) -> Dict:
        async with aiohttp.ClientSession() as session:
            async with session.post(
                f"{self.base_url}/trade",
                headers={"Authorization": self.auth_token},
                json={
                    "action": "close",
                    "ticket": ticket
                }
            ) as resp:
                return await resp.json()


# Gateway endpoints
@app.get("/api/agents")
async def list_agents():
    """Lista todos los agentes configurados"""
    return {
        agent_id: {
            "name": config["name"],
            "account": config["account"],
            "strategy": config["strategy"]
        }
        for agent_id, config in AGENTS_CONFIG.items()
    }


@app.get("/api/agents/{agent_id}/account")
async def get_agent_account(agent_id: str):
    """Obtiene info de cuenta de un agente"""
    if agent_id not in AGENTS_CONFIG:
        raise HTTPException(404, "Agent not found")

    config = AGENTS_CONFIG[agent_id]
    client = MT4Client(config["mt4_host"], config["mt4_port"])

    account = await client.get_account()
    return {
        "agent_id": agent_id,
        "name": config["name"],
        **account
    }


@app.get("/api/agents/{agent_id}/positions")
async def get_agent_positions(agent_id: str):
    """Obtiene posiciones abiertas de un agente"""
    if agent_id not in AGENTS_CONFIG:
        raise HTTPException(404, "Agent not found")

    config = AGENTS_CONFIG[agent_id]
    client = MT4Client(config["mt4_host"], config["mt4_port"])

    return await client.get_positions()


@app.post("/api/agents/{agent_id}/trade")
async def execute_agent_trade(
    agent_id: str,
    trade_request: dict
):
    """Ejecuta un trade para un agente específico"""
    if agent_id not in AGENTS_CONFIG:
        raise HTTPException(404, "Agent not found")

    config = AGENTS_CONFIG[agent_id]
    client = MT4Client(config["mt4_host"], config["mt4_port"])

    # Validar contra risk config
    risk_config = config["risk_config"]
    # TODO: Implementar validación de riesgo

    return await client.open_trade(
        symbol=trade_request["symbol"],
        action=trade_request["action"],
        lots=trade_request["lots"],
        sl=trade_request.get("sl"),
        tp=trade_request.get("tp"),
        comment=f"Trading Platform-{config['name']}"
    )


@app.get("/api/agents/summary")
async def get_agents_summary():
    """Resumen consolidado de todos los agentes"""
    summary = {
        "total_balance": 0,
        "total_equity": 0,
        "total_profit": 0,
        "total_positions": 0,
        "agents": []
    }

    for agent_id, config in AGENTS_CONFIG.items():
        try:
            client = MT4Client(config["mt4_host"], config["mt4_port"])
            account = await client.get_account()
            positions = await client.get_positions()

            agent_summary = {
                "agent_id": agent_id,
                "name": config["name"],
                "balance": account.get("balance", 0),
                "equity": account.get("equity", 0),
                "profit": account.get("profit", 0),
                "open_positions": len(positions),
                "status": "online"
            }

            summary["total_balance"] += account.get("balance", 0)
            summary["total_equity"] += account.get("equity", 0)
            summary["total_profit"] += account.get("profit", 0)
            summary["total_positions"] += len(positions)

        except Exception as e:
            agent_summary = {
                "agent_id": agent_id,
                "name": config["name"],
                "status": "offline",
                "error": str(e)
            }

        summary["agents"].append(agent_summary)

    return summary

3. Configuración por Agente

# apps/mt4-gateway/config/agents.yml

agents:
  agent_1:
    id: "agent_1"
    name: "Atlas"
    description: "Conservative AMD strategy"
    mt4:
      host: "localhost"
      port: 8081
      account: "22437"
      server: "EBCFinancialGroupKY-Demo02"
    strategy:
      type: "amd"
      pairs: ["XAUUSD"]
      timeframe: "5m"
    risk:
      initial_balance: 200
      max_risk_per_trade: 0.01  # 1%
      max_daily_loss: 0.05      # 5%
      max_positions: 1
      allowed_pairs: ["XAUUSD"]

  agent_2:
    id: "agent_2"
    name: "Orion"
    description: "Moderate ICT strategy"
    mt4:
      host: "localhost"
      port: 8082
      account: "XXXXX"
      server: "EBCFinancialGroupKY-Demo02"
    strategy:
      type: "ict"
      pairs: ["EURUSD", "GBPUSD"]
      timeframe: "15m"
    risk:
      initial_balance: 500
      max_risk_per_trade: 0.015
      max_daily_loss: 0.05
      max_positions: 2
      allowed_pairs: ["EURUSD", "GBPUSD"]

  agent_3:
    id: "agent_3"
    name: "Nova"
    description: "Aggressive mixed strategy"
    mt4:
      host: "localhost"
      port: 8083
      account: "YYYYY"
      server: "EBCFinancialGroupKY-Demo02"
    strategy:
      type: "mixed"
      pairs: ["XAUUSD", "EURUSD", "GBPUSD", "USDJPY"]
      timeframe: "5m"
    risk:
      initial_balance: 1000
      max_risk_per_trade: 0.02
      max_daily_loss: 0.05
      max_positions: 3
      allowed_pairs: ["XAUUSD", "EURUSD", "GBPUSD", "USDJPY"]

Setup de Múltiples Terminales MT4

Opción A: Windows Local/VPS

Instalar múltiples instancias de MT4:

:: Crear copias del directorio MT4
xcopy "C:\Program Files\EBC MT4" "C:\MT4_Agent1" /E /I
xcopy "C:\Program Files\EBC MT4" "C:\MT4_Agent2" /E /I
xcopy "C:\Program Files\EBC MT4" "C:\MT4_Agent3" /E /I

Configurar cada terminal con diferente puerto:

MT4_Agent1/terminal.exe → EA Bridge port 8081
MT4_Agent2/terminal.exe → EA Bridge port 8082
MT4_Agent3/terminal.exe → EA Bridge port 8083

Script de inicio:

:: start_all_agents.bat
start "" "C:\MT4_Agent1\terminal.exe"
start "" "C:\MT4_Agent2\terminal.exe"
start "" "C:\MT4_Agent3\terminal.exe"

Opción B: Docker (Más complejo, requiere Wine)

# Dockerfile.mt4
FROM scottyhardy/docker-wine

# Install MT4
COPY mt4_installer.exe /tmp/
RUN wine /tmp/mt4_installer.exe /silent

# Copy EA Bridge
COPY ea_bridge.ex4 /home/wineuser/.wine/drive_c/MT4/MQL4/Experts/

EXPOSE 8081
CMD ["wine", "/home/wineuser/.wine/drive_c/MT4/terminal.exe"]

# docker-compose.yml
version: '3.8'

services:
  mt4_agent1:
    build: .
    ports:
      - "8081:8081"
    environment:
      - MT4_LOGIN=22437
      - MT4_PASSWORD=AfcItz2391!
      - MT4_SERVER=EBCFinancialGroupKY-Demo02
      - EA_PORT=8081

  mt4_agent2:
    build: .
    ports:
      - "8082:8082"
    environment:
      - MT4_LOGIN=XXXXX
      - MT4_PASSWORD=password
      - MT4_SERVER=EBCFinancialGroupKY-Demo02
      - EA_PORT=8082

  mt4_gateway:
    build: ./mt4-gateway
    ports:
      - "8090:8090"
    depends_on:
      - mt4_agent1
      - mt4_agent2

Flujo de Ejecución Multi-Agente

┌──────────────────────────────────────────────────────────────────────────┐
│                        SIGNAL FLOW                                        │
│                                                                           │
│   [ML Engine]                                                             │
│       │                                                                   │
│       ▼                                                                   │
│   ┌────────────────────────────────────────────────┐                     │
│   │              AgentOrchestrator                 │                     │
│   │  Signal: XAUUSD LONG, Confidence: 78%         │                     │
│   └────────────────────────────────────────────────┘                     │
│       │                                                                   │
│       ├───────────────────┬───────────────────┐                          │
│       ▼                   ▼                   ▼                          │
│   ┌─────────┐         ┌─────────┐         ┌─────────┐                   │
│   │ Agent 1 │         │ Agent 2 │         │ Agent 3 │                   │
│   │ (Atlas) │         │ (Orion) │         │ (Nova)  │                   │
│   └────┬────┘         └────┬────┘         └────┬────┘                   │
│        │                   │                   │                         │
│        ▼                   ▼                   ▼                         │
│   Risk Check          Risk Check          Risk Check                     │
│   ✓ XAUUSD allowed   ✗ Not in pairs      ✓ XAUUSD allowed              │
│   ✓ Position OK      → SKIP              ✓ Position OK                  │
│        │                                      │                          │
│        ▼                                      ▼                          │
│   Calculate Size                         Calculate Size                  │
│   $200 × 1% = $2                        $1000 × 2% = $20                │
│   → 0.01 lots                           → 0.05 lots                      │
│        │                                      │                          │
│        ▼                                      ▼                          │
│   Execute via                            Execute via                     │
│   MT4 Terminal #1                       MT4 Terminal #3                  │
│   Port 8081                             Port 8083                        │
│        │                                      │                          │
│        ▼                                      ▼                          │
│   Position Opened                       Position Opened                  │
│   Ticket: 12345                         Ticket: 12348                    │
│                                                                           │
└──────────────────────────────────────────────────────────────────────────┘

Comparativa: MetaAPI vs EA Bridge para Multi-Agente

Aspecto	MetaAPI.cloud	EA Bridge
Costo	$10/mes por cuenta adicional	$0 (solo VPS)
Setup	Simple (web UI)	Complejo (instalar EA)
Mantenimiento	Bajo (cloud)	Alto (terminales 24/7)
Latencia	~200-500ms	~50-100ms
Escalabilidad	Fácil	Requiere más recursos
Independencia	Depende de tercero	Control total
10 agentes/mes	$100/mes	~$20 VPS

Recomendación:

1-2 agentes: MetaAPI más simple
3+ agentes: EA Bridge más económico
Producción seria: EA Bridge + VPS dedicado

Próximos Pasos

Fase 1: Setup inicial
- Instalar MT4 EBC en Windows/VPS
- Descargar EA Bridge (MT4-REST-API)
- Configurar primer terminal con cuenta demo
Fase 2: Gateway Service
- Crear proyecto apps/mt4-gateway
- Implementar MT4Client
- Implementar endpoints REST
Fase 3: Integración
- Conectar Gateway con ML Engine
- Implementar risk management por agente
- Crear dashboard multi-agente
Fase 4: Escalar
- Agregar segunda cuenta demo
- Configurar segundo terminal
- Test de operaciones paralelas

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