Tika
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acc3338213
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feat: Phase 4c — CNN + Ensemble architecture (multi-signal trading)
## Nouveaux modules
### src/ml/cnn/
- candlestick_encoder.py : CandlestickEncoder, fenêtres OHLCV z-score (N, 64, 5)
- cnn_model.py : TradingCNN — 3 blocs Conv1D(5→32→64→128) + BN + ReLU + GlobalAvgPool
- cnn_strategy_model.py : CNNStrategyModel, API identique à MLStrategyModel (train/predict/save/load)
### src/ml/ensemble/
- ensemble_model.py : EnsembleModel, poids {xgboost:0.40, cnn:0.60}, accord requis entre modèles
### src/strategies/cnn_driven/
- cnn_strategy.py : CNNDrivenStrategy(BaseStrategy), SL/TP ATR-based, fallback CNN_AVAILABLE=False
### src/strategies/ensemble/
- ensemble_strategy.py : EnsembleStrategy(BaseStrategy), auto-load XGBoost + CNN au démarrage
## Modifications
- trading.py : routes POST /train-cnn, GET /train-cnn/{job_id}, GET /cnn-models,
POST /ensemble/configure, GET /ensemble/status + fix bugs (logging, _get_data_service, period_map)
- strategy_engine.py : support 'ml_driven' dans load_strategy()
- docker/requirements/api.txt : ajout torch>=2.0.0 + dépendances ML (scikit-learn, xgboost, lightgbm)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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2026-03-10 19:34:41 +00:00 |
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Tika
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da30ef19ed
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Initial commit — Trading AI Secure project complet
Architecture Docker (8 services), FastAPI, TimescaleDB, Redis, Streamlit.
Stratégies : scalping, intraday, swing. MLEngine + RegimeDetector (HMM).
BacktestEngine + WalkForwardAnalyzer + Optuna optimizer.
Routes API complètes dont /optimize async.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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2026-03-08 17:38:09 +00:00 |
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