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docs: plan Phase 4c CNN+Ensemble + mise à jour PROJECT_STATUS

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- Nouveau : docs/CNN_ENSEMBLE_PLAN.md — architecture complète CNN 1D + Ensemble pondéré + RL (Phase 4d)
- PROJECT_STATUS : Phase 4b marquée avec fix bug SHORT LabelGenerator
- PROJECT_STATUS : Phase 4c CNN+Ensemble et Phase 4d RL ajoutées

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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Tika
2026-03-08 22:24:16 +00:00
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docs/PROJECT_STATUS.md
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@@ -110,7 +110,7 @@ Voir [docs/ML_STRATEGY_GUIDE.md](ML_STRATEGY_GUIDE.md) pour la documentation com
| Composant | Fichier | Statut |
|---|---|---|
| TechnicalFeatureBuilder (~50 features) | `src/ml/features/technical_features.py` | ✅ |
| LabelGenerator (forward simulation) | `src/ml/features/label_generator.py` | ✅ |
| LabelGenerator (forward simulation) | `src/ml/features/label_generator.py` | ✅ fix bug SHORT (2026-03-08) |
| MLStrategyModel (XGBoost/LightGBM) | `src/ml/ml_strategy_model.py` | ✅ |
| MLDrivenStrategy (hérite BaseStrategy) | `src/strategies/ml_driven/ml_strategy.py` | ✅ |
| Route POST /trading/train | `src/api/routers/trading.py` | ✅ |
@@ -121,6 +121,32 @@ Voir [docs/ML_STRATEGY_GUIDE.md](ML_STRATEGY_GUIDE.md) pour la documentation com
---
## Phase 4c — CNN + Ensemble 🟡 (En cours)
CNN 1D sur séquences brutes OHLCV + combinaison pondérée avec XGBoost.
Voir [docs/CNN_ENSEMBLE_PLAN.md](CNN_ENSEMBLE_PLAN.md) pour l'architecture complète.
| Composant | Fichier | Statut |
|---|---|---|
| PyTorch CPU dans requirements | `docker/requirements/api.txt` | 🟡 |
| CandlestickEncoder (normalisation séquences) | `src/ml/cnn/candlestick_encoder.py` | 🟡 |
| CNNModel (1D Conv PyTorch) | `src/ml/cnn/cnn_model.py` | 🟡 |
| CNNStrategyModel (train/predict/save/load) | `src/ml/cnn/cnn_strategy_model.py` | 🟡 |
| CNNDrivenStrategy (hérite BaseStrategy) | `src/strategies/cnn_driven/cnn_strategy.py` | 🟡 |
| Routes API CNN (train, status, list) | `src/api/routers/trading.py` | 🟡 |
| EnsembleModel (XGBoost + CNN pondérés) | `src/ml/ensemble/ensemble_model.py` | 🟡 |
| EnsembleStrategy (hérite BaseStrategy) | `src/strategies/ensemble/ensemble_strategy.py` | 🟡 |
| Routes API Ensemble (configure, signal) | `src/api/routers/trading.py` | 🟡 |
---
## Phase 4d — RL (Planifié, après 4c validée)
Agent RL (PPO via gymnasium) intégré à l'ensemble comme troisième signal.
Voir [docs/CNN_ENSEMBLE_PLAN.md](CNN_ENSEMBLE_PLAN.md) section Phase 4d.
---
## Routes API — État Complet
| Méthode | Route | Statut |