Annotations router and modules?

For example, i have modules: core, blog.

Router initialization:

$router = new \Phalcon\Mvc\Router\Annotations();
$router->setDefaultModule('core');

// some routes

$router->addModuleResource('core', 'Index', '/');

And when i trying to reach https://mysite/ i have an exception: Uncaught exception 'ReflectionException' with message 'Class IndexController does not exist'

And bootstrap (Module.php) doesn't load, code doesn't executing:

 $loader->registerDirs(array(
            $this->getModuleDirectory() . '/controllers/',
            $this->getModuleDirectory() . '/models/',
        ));

I'am doing something wrong? The idea is to load dynamically routes from annotations, and not from file or by specified code.