c4d1524793
- Created full CAPVED folder with METADATA, 01-06 phases, and SUMMARY - Updated _INDEX.yml with new task entry - Documents: Polygon data loading, MySQL→PostgreSQL migration, 12 attention models Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
89 lines
2.2 KiB
Markdown
89 lines
2.2 KiB
Markdown
# 04-VALIDACION - ML Data Migration & Model Training
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## Fecha: 2026-01-25
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## Fase: VALIDACION (V)
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## Estado: COMPLETADA
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---
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## 1. Validacion de Datos
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### 1.1 Carga de Datos desde Polygon
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| Ticker | Bars 5m | Bars 15m | Status |
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|--------|---------|----------|--------|
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| XAUUSD | 70,071 | 17,744 | OK |
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| EURUSD | 70,104 | 18,577 | OK |
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| BTCUSD | 99,194 | 26,330 | OK |
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| GBPUSD | 69,862 | 18,550 | OK |
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| USDJPY | 69,934 | 18,567 | OK |
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| AUDUSD | 69,394 | 18,387 | OK |
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| **TOTAL** | **448,559** | **118,155** | **469,217** |
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### 1.2 Conexion PostgreSQL
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```python
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# Test ejecutado exitosamente
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db = PostgreSQLConnection()
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df = db.get_ticker_data('XAUUSD', '5m', limit=100)
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# Resultado: 100 rows, columnas: timestamp, open, high, low, close, volume, vwap
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```
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---
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## 2. Validacion de Modelos
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### 2.1 Metricas de Entrenamiento (12 modelos)
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| Modelo | Reg R2 | Clf Acc | High Flow % |
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|--------|--------|---------|-------------|
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| XAUUSD_5m | 0.225 | 58.4% | 40.2% |
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| XAUUSD_15m | 0.118 | 54.3% | 41.0% |
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| EURUSD_5m | 0.247 | 63.3% | 10.5% |
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| EURUSD_15m | 0.178 | 61.5% | 15.0% |
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| BTCUSD_5m | 0.296 | 62.3% | 12.8% |
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| BTCUSD_15m | 0.176 | 60.3% | 17.7% |
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| GBPUSD_5m | 0.268 | 59.4% | 23.5% |
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| GBPUSD_15m | 0.214 | 59.5% | 24.6% |
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| USDJPY_5m | 0.186 | 58.6% | 26.2% |
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| USDJPY_15m | 0.082 | 54.0% | 26.6% |
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| AUDUSD_5m | -0.238 | 77.2% | 1.9% |
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| AUDUSD_15m | -0.115 | 69.4% | 4.6% |
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### 2.2 Archivos Generados
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```
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models/attention/
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├── XAUUSD_5m_attention/
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│ ├── regressor.joblib
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│ ├── classifier.joblib
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│ └── metadata.joblib
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├── XAUUSD_15m_attention/
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│ └── ...
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└── ... (12 directorios total)
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```
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---
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## 3. Validacion de Compatibilidad MySQL
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```python
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# Query legado MySQL
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query = "SELECT * FROM tickers_agg_data WHERE ticker = :symbol"
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# Traduccion automatica a PostgreSQL
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translated = db._translate_mysql_query(query)
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# Resultado: Subquery con JOIN a market_data.ohlcv_5m y tickers
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```
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---
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## 4. Checklist de Validacion
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- [x] Datos cargados en PostgreSQL (469K bars)
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- [x] Conexion PostgreSQL funcionando
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- [x] Compatibilidad queries MySQL
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- [x] 12 modelos entrenados y guardados
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- [x] Metricas dentro de rangos esperados
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- [x] Reporte de entrenamiento generado
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