Feature Iteration Run #1024

📊 Iterations

Iter	Y Label	Model	Warm	Proxy	Parent FS	Feature	DSL	DSL Valid	p-value	Result	Reason
1	`C8`	`lightgbm`	—	—	#7	k_iter1_hl_range_atr_norm	`obv_ensemble_3 * (1 - hl_range) / (1 + …`	❌	1.000	❌ REJECT	quality_gate: canonical duplicate: obv_ensemble_3 * (1 - hl_range) / (1 + atr_norm)
2	`C8`	`lightgbm`	—	—	#7	k_iter2_i_rsi_k_close_price_position_hl_range	`i_rsi(k_close, 14) * (1 - price_positio…`	❌	1.000	❌ REJECT	quality_gate: NaN ratio 1.000 exceeds 0.3
3	`C8`	`lightgbm`	—	—	#7	k_iter3_pct_change_atr_norm_vol_ratio	`obv_rebased.pct_change / (1 + atr_norm)…`	❌	1.000	❌ REJECT	safe_eval DSL triggered unexpected TypeError: unsupported operand type(s) for /: 'method' and 'float'
4	`C8`	`lightgbm`	—	—	#7	k_loop_iter_4_46cbd8	`i_atr(k_high, k_low, k_close, 14) / k_c…`	✅	1.000	❌ REJECT	1-trial proxy PF=0.000 < 0.95, no improvement expected
5	`C8`	`lightgbm`	—	—	#7	k_iter5_k_momentum_pct_chang_atr_norm	`k_momentum_pct_change * obv_ensemble_3 …`	❌	1.000	❌ REJECT	quality_gate: canonical duplicate: k_momentum_pct_change * obv_ensemble_3 / (1 + atr_norm * 10)
6	`C8`	`lightgbm`	—	—	#7	k_iter6_abs_k_volume_rolling_mean	`abs(o_div_binary_48) * k_volume.rolling…`	❌	1.000	❌ REJECT	safe_eval DSL: 變數未定義: abs
7	`C8`	`lightgbm`	—	—	#7	k_loop_iter_7_074339	`i_macd(k_close, 12, 26, 9) * (1 - price…`	✅	1.000	❌ REJECT	1-trial proxy PF=0.000 < 0.95, no improvement expected
8	`C8`	`lightgbm`	—	—	#7	k_loop_iter_8_0d3580	`k_high.pct_change(12) / (1 + atr_norm) …`	✅	1.000	❌ REJECT	1-trial proxy PF=0.000 < 0.95, no improvement expected
9	`C8`	`lightgbm`	—	—	#7	k_iter9_return_5_atr_norm	`obv_ensemble_3 * (1 - return_5) / (1 + …`	❌	1.000	❌ REJECT	quality_gate: canonical duplicate: obv_ensemble_3 * (1 - return_5) / (1 + atr_norm * 10)
10	`C8`	`lightgbm`	—	—	#7	k_iter10_i_rsi_k_close_i_ema_i_atr	`i_rsi(k_close, 14) * (k_close - i_ema(k…`	❌	1.000	❌ REJECT	quality_gate: NaN ratio 1.000 exceeds 0.3
11	`C8`	`lightgbm`	—	—	#7	k_loop_iter_11_03abb8	`i_atr(k_high, k_low, k_close, 14) * (1 …`	✅	1.000	❌ REJECT	1-trial proxy PF=0.000 < 0.95, no improvement expected
12	`C8`	`lightgbm`	—	—	#7	k_iter12_abs_k_volume_rolling_mean	`abs(o_div_binary(48)) * k_volume.rollin…`	❌	1.000	❌ REJECT	safe_eval DSL: 變數未定義: abs
13	`C8`	`lightgbm`	—	—	#7	k_loop_iter_13_929534	`obv_ensemble_3 * (1 - hl_range) * (k_cl…`	✅	1.000	❌ REJECT	1-trial proxy PF=0.000 < 0.95, no improvement expected
14	`C8`	`lightgbm`	—	—	#7	k_iter14_i_rsi_k_close_price_position_i_atr	`i_rsi(k_close, 14) * (1 - price_positio…`	❌	1.000	❌ REJECT	quality_gate: NaN ratio 1.000 exceeds 0.3
15	`C8`	`lightgbm`	—	—	#7	k_loop_iter_15_55fde2	`o_pct_change_12 * (k_close - i_ema(k_cl…`	✅	1.000	❌ REJECT	1-trial proxy PF=0.000 < 0.95, no improvement expected

📄 Report Markdown

# AUTOLOOP: zz_sylvain (15 iterations)

> **Phase**: Y4.7 Option B (DSL → Python code → FeatureSet candidate)
> **Target indicator**: zz_sylvain
> **Base feature_set_id**: 7
> **Claim**: (default) Propose a new k_* feature that improves risk-adjusted returns
> **Objective mode**: scalarize
> **Metrics**: ['profit_factor', 'sharpe_ratio', 'win_rate', 'max_drawdown', 'test_accuracy']
> **Total duration**: 200.73s
> **Total accepted**: 0
> **Total rejected**: 15

## Iterations 詳情

### Iteration 1
- DSL: `obv_ensemble_3 * (1 - hl_range) / (1 + atr_norm)` (feature=k_iter1_hl_range_atr_norm)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: quality_gate: canonical duplicate: obv_ensemble_3 * (1 - hl_range) / (1 + atr_norm)

### Iteration 2
- DSL: `i_rsi(k_close, 14) * (1 - price_position) * (1 + hl_range)` (feature=k_iter2_i_rsi_k_close_price_position_hl_range)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: quality_gate: NaN ratio 1.000 exceeds 0.3

### Iteration 3
- DSL: `obv_rebased.pct_change / (1 + atr_norm) * (1 + vol_ratio)` (feature=k_iter3_pct_change_atr_norm_vol_ratio)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: safe_eval DSL triggered unexpected TypeError: unsupported operand type(s) for /: 'method' and 'float'

### Iteration 4
- DSL: `i_atr(k_high, k_low, k_close, 14) / k_close * i_macd(k_close, 12, 26, 9)` (feature=k_loop_iter_4_46cbd8)
- DSL valid: True
- FeatureSet candidate id: 1352
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

### Iteration 5
- DSL: `k_momentum_pct_change * obv_ensemble_3 / (1 + atr_norm * 10)` (feature=k_iter5_k_momentum_pct_chang_atr_norm)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: quality_gate: canonical duplicate: k_momentum_pct_change * obv_ensemble_3 / (1 + atr_norm * 10)

### Iteration 6
- DSL: `abs(o_div_binary_48) * k_volume.rolling.mean(20) * (1 - price_position) / (1 + atr_norm)` (feature=k_iter6_abs_k_volume_rolling_mean)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: safe_eval DSL: 變數未定義: abs

### Iteration 7
- DSL: `i_macd(k_close, 12, 26, 9) * (1 - price_position) / (1 + i_atr(k_high, k_low, k_close, 14))` (feature=k_loop_iter_7_074339)
- DSL valid: True
- FeatureSet candidate id: 1353
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

### Iteration 8
- DSL: `k_high.pct_change(12) / (1 + atr_norm) * (1 - price_position) * (1 + return_5)` (feature=k_loop_iter_8_0d3580)
- DSL valid: True
- FeatureSet candidate id: 1354
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

### Iteration 9
- DSL: `obv_ensemble_3 * (1 - return_5) / (1 + atr_norm * 10)` (feature=k_iter9_return_5_atr_norm)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: quality_gate: canonical duplicate: obv_ensemble_3 * (1 - return_5) / (1 + atr_norm * 10)

### Iteration 10
- DSL: `i_rsi(k_close, 14) * (k_close - i_ema(k_close, 20)) / (1 + i_atr(k_high, k_low, k_close, 14))` (feature=k_iter10_i_rsi_k_close_i_ema_i_atr)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: quality_gate: NaN ratio 1.000 exceeds 0.3

### Iteration 11
- DSL: `i_atr(k_high, k_low, k_close, 14) * (1 - hl_range) * obv_ensemble_3 / (1 + i_atr(k_high, k_low, k_close, 14))` (feature=k_loop_iter_11_03abb8)
- DSL valid: True
- FeatureSet candidate id: 1355
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

### Iteration 12
- DSL: `abs(o_div_binary(48)) * k_volume.rolling.mean * (1 - price_position) / (1 + atr_norm)` (feature=k_iter12_abs_k_volume_rolling_mean)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: safe_eval DSL: 變數未定義: abs

### Iteration 13
- DSL: `obv_ensemble_3 * (1 - hl_range) * (k_close - i_ema(k_close, 20)) / (i_atr(k_high, k_low, k_close, 14) + 1e-10)` (feature=k_loop_iter_13_929534)
- DSL valid: True
- FeatureSet candidate id: 1356
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

### Iteration 14
- DSL: `i_rsi(k_close, 14) * (1 - price_position) / (1 + i_atr(k_high, k_low, k_close, 14) / k_close)` (feature=k_iter14_i_rsi_k_close_price_position_i_atr)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: quality_gate: NaN ratio 1.000 exceeds 0.3

### Iteration 15
- DSL: `o_pct_change_12 * (k_close - i_ema(k_close, 20)) / (i_atr(k_high, k_low, k_close, 14) + 1e-10)` (feature=k_loop_iter_15_55fde2)
- DSL valid: True
- FeatureSet candidate id: 1357
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

📊 Multi-Objective Metrics

Iteration 1: k_iter1_hl_range_atr_norm

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 2: k_iter2_i_rsi_k_close_price_position_hl_range

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 3: k_iter3_pct_change_atr_norm_vol_ratio

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 4: k_loop_iter_4_46cbd8

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 5: k_iter5_k_momentum_pct_chang_atr_norm

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 6: k_iter6_abs_k_volume_rolling_mean

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 7: k_loop_iter_7_074339

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 8: k_loop_iter_8_0d3580

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 9: k_iter9_return_5_atr_norm

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 10: k_iter10_i_rsi_k_close_i_ema_i_atr

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 11: k_loop_iter_11_03abb8

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 12: k_iter12_abs_k_volume_rolling_mean

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 13: k_loop_iter_13_929534

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 14: k_iter14_i_rsi_k_close_price_position_i_atr

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 15: k_loop_iter_15_55fde2

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

📁 Offline Report

Markdown backup: reports/autoloop/zz_sylvain/20260726_233702.md

Feature Iteration Run #1024: zz_sylvain

📊 Iterations

📄 Report Markdown

📊 Multi-Objective Metrics

Iteration 1: k_iter1_hl_range_atr_norm

Iteration 2: k_iter2_i_rsi_k_close_price_position_hl_range

Iteration 3: k_iter3_pct_change_atr_norm_vol_ratio

Iteration 4: k_loop_iter_4_46cbd8

Iteration 5: k_iter5_k_momentum_pct_chang_atr_norm

Iteration 6: k_iter6_abs_k_volume_rolling_mean

Iteration 7: k_loop_iter_7_074339

Iteration 8: k_loop_iter_8_0d3580

Iteration 9: k_iter9_return_5_atr_norm

Iteration 10: k_iter10_i_rsi_k_close_i_ema_i_atr

Iteration 11: k_loop_iter_11_03abb8

Iteration 12: k_iter12_abs_k_volume_rolling_mean

Iteration 13: k_loop_iter_13_929534

Iteration 14: k_iter14_i_rsi_k_close_price_position_i_atr

Iteration 15: k_loop_iter_15_55fde2

📁 Offline Report