04-VALIDACION - ML Data Migration & Model Training
Fecha: 2026-01-25
Fase: VALIDACION (V)
Estado: COMPLETADA
1. Validacion de Datos
1.1 Carga de Datos desde Polygon
| Ticker |
Bars 5m |
Bars 15m |
Status |
| XAUUSD |
70,071 |
17,744 |
OK |
| EURUSD |
70,104 |
18,577 |
OK |
| BTCUSD |
99,194 |
26,330 |
OK |
| GBPUSD |
69,862 |
18,550 |
OK |
| USDJPY |
69,934 |
18,567 |
OK |
| AUDUSD |
69,394 |
18,387 |
OK |
| TOTAL |
448,559 |
118,155 |
469,217 |
1.2 Conexion PostgreSQL
# Test ejecutado exitosamente
db = PostgreSQLConnection()
df = db.get_ticker_data('XAUUSD', '5m', limit=100)
# Resultado: 100 rows, columnas: timestamp, open, high, low, close, volume, vwap
2. Validacion de Modelos
2.1 Metricas de Entrenamiento (12 modelos)
| Modelo |
Reg R2 |
Clf Acc |
High Flow % |
| XAUUSD_5m |
0.225 |
58.4% |
40.2% |
| XAUUSD_15m |
0.118 |
54.3% |
41.0% |
| EURUSD_5m |
0.247 |
63.3% |
10.5% |
| EURUSD_15m |
0.178 |
61.5% |
15.0% |
| BTCUSD_5m |
0.296 |
62.3% |
12.8% |
| BTCUSD_15m |
0.176 |
60.3% |
17.7% |
| GBPUSD_5m |
0.268 |
59.4% |
23.5% |
| GBPUSD_15m |
0.214 |
59.5% |
24.6% |
| USDJPY_5m |
0.186 |
58.6% |
26.2% |
| USDJPY_15m |
0.082 |
54.0% |
26.6% |
| AUDUSD_5m |
-0.238 |
77.2% |
1.9% |
| AUDUSD_15m |
-0.115 |
69.4% |
4.6% |
2.2 Archivos Generados
models/attention/
├── XAUUSD_5m_attention/
│ ├── regressor.joblib
│ ├── classifier.joblib
│ └── metadata.joblib
├── XAUUSD_15m_attention/
│ └── ...
└── ... (12 directorios total)
3. Validacion de Compatibilidad MySQL
# Query legado MySQL
query = "SELECT * FROM tickers_agg_data WHERE ticker = :symbol"
# Traduccion automatica a PostgreSQL
translated = db._translate_mysql_query(query)
# Resultado: Subquery con JOIN a market_data.ohlcv_5m y tickers
4. Checklist de Validacion
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