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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>
171 lines
4.6 KiB
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171 lines
4.6 KiB
Markdown
---
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id: "README"
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title: "Epicas y Historias de Usuario - OQI-006 ML Signals"
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type: "Documentation"
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project: "trading-platform"
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version: "1.0.0"
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updated_date: "2026-01-04"
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---
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# Epicas y Historias de Usuario - OQI-006 ML Signals
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**Version:** 1.0.0
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**Fecha:** 2025-12-05
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**Modulo:** OQI-006-ml-signals
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---
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## Descripcion General
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Este directorio contiene la documentacion formal de epicas e historias de usuario para el modulo de Senales ML de Trading Platform, con enfoque en la estrategia AMD (Accumulation-Manipulation-Distribution) y modelos ML avanzados.
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---
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## Epicas
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### OQI-006A - Estrategia AMD y Modelos ML Avanzados
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| Aspecto | Valor |
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|---------|-------|
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| **Archivo** | `EPICA-OQI-006A-ESTRATEGIA-AMD-ML.md` |
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| **Story Points** | 89 SP |
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| **Historias** | 11 |
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| **Prioridad** | P0 |
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| **Estado** | Ready |
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**Resumen:**
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Implementacion completa de la estrategia AMD como motor central de deteccion de fases de mercado, junto con modelos ML especializados (AMDDetector, LiquidityHunter, StrategyOrchestrator) para generar senales de alta probabilidad.
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**Modelos ML:**
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- AMDDetector (clasificador de fases)
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- RangePredictor (extendido con features AMD)
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- TPSLClassifier (stacking mejorado)
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- LiquidityHunter (detector de sweeps)
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- StrategyOrchestrator (meta-modelo de confluence)
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---
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## Historias de Usuario
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### Directorio: `historias-usuario/`
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| ID | Titulo | SP | Prioridad | Sprint | Estado |
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|----|--------|-----|-----------|--------|--------|
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| US-ML-020 | Ver Fase AMD Actual | 8 | P0 | 8 | Ready |
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| US-ML-021 | Alertas de Cambio de Fase | 5 | P0 | 8 | Ready |
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| US-ML-022 | Zonas de Liquidez (BSL/SSL) | 8 | P0 | 9 | Ready |
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| US-ML-023 | Senales Filtradas por Fase | 5 | P0 | 9 | Ready |
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| US-ML-024 | Score de Confluencia | 8 | P0 | 9 | Ready |
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| US-ML-025 | Predicciones Mejoradas AMD | 13 | P1 | 10 | Ready |
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| US-ML-026 | Order Blocks y FVG | 8 | P1 | 10 | Ready |
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| US-ML-027 | Integracion ICT/SMC | 13 | P1 | 10 | Ready |
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| US-ML-028 | Backtesting AMD | 8 | P2 | 11 | Ready |
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| US-ML-029 | Monitoring de Modelos | 5 | P1 | 11 | Ready |
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| US-ML-030 | Reentrenamiento Automatico | 8 | P2 | 11 | Ready |
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### Historias Detalladas Disponibles
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1. **US-ML-020-ver-fase-amd.md**
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- Visualizacion de fase AMD actual
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- Indicador con confianza y duracion
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- Historial de fases
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2. **US-ML-022-zonas-liquidez.md**
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- Zonas BSL/SSL en chart
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- Deteccion de sweeps
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- Probabilidad de visita
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3. **US-ML-024-score-confluencia.md**
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- Score multi-factor (0-100)
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- Desglose por componentes
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- Personalizacion de pesos
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4. **US-ML-027-integracion-ict-smc.md**
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- Killzones (London, NY, Asian)
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- Zonas OTE (Fibonacci)
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- Estructura BOS/CHOCH
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---
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## Roadmap de Sprints
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```
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Sprint 8 (2 semanas)
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├── US-ML-020: Ver fase AMD [8 SP]
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├── US-ML-021: Alertas cambio fase [5 SP]
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└── Total: 13 SP
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Sprint 9 (2 semanas)
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├── US-ML-022: Zonas liquidez [8 SP]
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├── US-ML-023: Senales filtradas [5 SP]
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├── US-ML-024: Score confluencia [8 SP]
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└── Total: 21 SP
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Sprint 10 (2 semanas)
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├── US-ML-025: Predicciones AMD [13 SP]
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├── US-ML-026: Order Blocks/FVG [8 SP]
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├── US-ML-027: ICT/SMC [13 SP]
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└── Total: 34 SP
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Sprint 11 (2 semanas)
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├── US-ML-028: Backtesting [8 SP]
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├── US-ML-029: Monitoring [5 SP]
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├── US-ML-030: Reentrenamiento [8 SP]
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└── Total: 21 SP
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TOTAL EPICA: 89 SP (8 semanas)
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```
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---
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## Dependencias
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### Internas
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- OQI-001 (Auth): Completado
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- OQI-003 (Trading Charts): En progreso
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- TradingAgent Phase 2: Completado
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### Externas
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- OQI-007 (LLM Agent): Bloqueado por esta epica
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- OQI-008 (Portfolio Manager): Bloqueado por esta epica
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---
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## Documentacion Relacionada
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| Tipo | Ubicacion |
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|------|-----------|
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| Estrategia AMD | `../estrategias/ESTRATEGIA-AMD-COMPLETA.md` |
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| Estrategia ICT/SMC | `../estrategias/ESTRATEGIA-ICT-SMC.md` |
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| Modelos ML | `../estrategias/MODELOS-ML-DEFINICION.md` |
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| Features/Targets | `../estrategias/FEATURES-TARGETS-ML.md` |
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| Pipeline | `../estrategias/PIPELINE-ORQUESTACION.md` |
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| TradingAgent | `[LEGACY: apps/ml-engine - migrado desde TradingAgent]/` |
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---
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## Metricas de Exito
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| Metrica | Baseline | Target |
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|---------|----------|--------|
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| AMD Accuracy (per class) | N/A | >65% |
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| Directional Accuracy | 70% | >85% |
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| Win Rate | 50% | >60% |
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| Profit Factor | 1.2 | >2.0 |
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| Max Drawdown | 15% | <10% |
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| Latencia E2E | N/A | <1,200ms |
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---
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## Contacto
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**Equipo:** Trading Platform - ML Engineering
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**Requirements Analyst:** Requirements-Analyst Agent
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**Trading Strategist:** Trading-Strategist Agent
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---
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**Creado por:** Requirements-Analyst
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**Fecha:** 2025-12-05
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**Ultima actualizacion:** 2025-12-05
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