Feature Iteration Run #1048: zz_sylvain

# AUTOLOOP: zz_sylvain (8 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**: 102.21s
> **Total accepted**: 0
> **Total rejected**: 8

## Iterations 詳情

### Iteration 1
- DSL: `obv_ensemble_3 / (1 + atr_norm * 10) * i_rsi(k_close, 14) / 100` (feature=k_iter1_atr_norm_i_rsi_k_close)
- 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 2
- DSL: `(k_high.pct_change(12) / (1 + atr_norm)) * (1 - price_position) * (1 + hl_range)` (feature=k_loop_iter_2_cf50df)
- DSL valid: True
- FeatureSet candidate id: 1381
- 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 3
- DSL: `(abs(o_div_binary(12)) * k_volume.rolling.mean) / (1 + atr_norm * 10) * (1 - return_5)` (feature=k_iter3_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 4
- DSL: `k_high.pct_change(12) / (1 + atr_norm) * (1 - price_position) * (1 - return_5) * (1 + hl_range)` (feature=k_loop_iter_4_9f7f7d)
- DSL valid: True
- FeatureSet candidate id: 1382
- 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 / (1 + atr_norm) * (1 - price_position) * (1 + hl_range)` (feature=k_loop_iter_5_6075fe)
- DSL valid: True
- FeatureSet candidate id: 1383
- 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 6
- DSL: `(i_macd(k_close, 12, 26, 9) - i_macd(k_close, 6, 13, 4)) / (1 + i_atr(k_high, k_low, k_close, 14) / k_close) * (1 - price_position)` (feature=k_loop_iter_6_2b4280)
- DSL valid: True
- FeatureSet candidate id: 1384
- 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 7
- DSL: `i_macd(k_close, 12, 26, 9) / (1 + i_atr(k_high, k_low, k_close, 14) / k_close * 10) * o_div_amplitude(12) * (1 - price_position)` (feature=k_iter7_i_macd_k_close_i_atr_k_high)
- 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: DSL hallucinated function call: Call(func=Name(id='o_div_amplitude', ctx=Load()), args=[Constant(value=12)], keywords=[]) — 'Series' object is not callable

### Iteration 8
- DSL: `obv_ensemble_3 * (1 - hl_range) / (1 + atr_norm) * (1 - return_5)` (feature=k_loop_iter_8_0385dd)
- DSL valid: True
- FeatureSet candidate id: 1385
- 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