Technical Reference — Trading AI Pro

Architecture en couches Écran 1

🌐 API Layer — FastAPI / WebSocket ↓ Port 8000

⚙️ Services — Strategy / Execution / Risk / AutoLearning ↓ Domain Logic

🔌 Infrastructure — MT5 Broker / Market Data / Event Bus ↓ Adapters

🧠 ML — MetaLabeler V2 / FeatureExtractor / RegimeClassifier ↓ LightGBM

📦 Domain — Models / Enums / Exceptions ↓ Pure Python

🗄️ DB — PostgreSQL / SQLAlchemy + Alembic ↓ ORM

Execution Flow — State Machine Écran 2

Execution Flow

SCAN

Market data

→

DELIBERATE

LLM / ML

→

PROPOSE

Signal

→

RISK CHECK

Guards

→

APPROVE

Validate

→

EXECUTE

MT5 order

→

RECORD

DB / Events

Risk Rejected ✗

→ dropped, no order sent

States:

■ Input ■ Guard ■ Broker ■ Persist

MultiModelOrchestrator Écran 3

MultiModelOrchestrator

strategy: best_confidence

Groq

llama-3.3-70b

weight: 1.2

→ BUY 74%

Gemma

gemini-2.5-flash

weight: 1.0

→ BUY 68%

Cerebras

llama3.1-8b

weight: 1.0

→ BUY 71%

↓ Aggregator — best_confidence → LlmDecisionPayload

side

BUY

confidence

0.74

quantity

0.01

model

groq/llama-3.3-70b

MetaLabeler V2 — Pipeline Écran 4

🧠 MetaLabeler V2 Pipeline

OHLCV H1 bars (168+)

→

FeatureExtractorV2
39 features

↓ Ensemble

LightGBM

XGBoost

Neural Net

SVM

P(profit)

0.67

0.67 ≥ 0.43 threshold → ✅ PASS

AUC: 0.71 | Youden threshold: 0.43

Risk Manager — Guard Stack Écran 5

🛡️ Risk Manager — 5 Guards

🔴

Kill Switch Guard

Emergency stop — overrides all

OFF

✓ Pass

📊

Spread Guard — max 1.0%

Current market spread

0.3%

✓ Pass

💰

Notional Guard — max $2,000

Position size in USD

$1,847

✓ Pass

📉

Daily Loss Guard — max $500

Realized PnL today

$0

✓ Pass

📌

Max Positions Guard — max 1/sym

Open positions per symbol

0

✓ Pass

API Endpoints — Route Groups Écran 6

🗺️ API Route Map

📊 GET /api/portfolio 3 ep.

⚡ POST /api/orders/propose 5 ep.

📈 GET /api/stats/… 4 ep.

🧠 GET /api/ml/… 3 ep.

🤖 GET /api/multi-model/… 2 ep.

⚙️ PUT /api/config/… 4 ep.

🔌 WS ws://…/ws/events live