Feature Iteration Run #1329: zz_sylvain
Status: completed | Started: 2026-09-26 03:50:47 | Ended: 2026-09-26 03:52:38
📊 Iterations
| Iter | Y Label | Model | Warm | Proxy | Parent FS | Feature | Baseline PF | Modified PF | Scalar Score | Result |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C8 |
gradient_boosting |
— | — | #7 | 0.000 | 0.000 | 0.0000 | ❌ REJECT | |
| 2 | C8 |
gradient_boosting |
— | — | #7 | 0.000 | 0.000 | 0.0000 | ❌ REJECT | |
| 3 | C8 |
gradient_boosting |
— | — | #7 | k_iter3_k_corr_open_atr_vol | 0.000 | 0.000 | 0.0000 | ❌ REJECT |
| 4 | C8 |
gradient_boosting |
— | — | #7 | k_iter4_ta | 0.000 | 0.000 | 0.0000 | ❌ REJECT |
| 5 | C8 |
gradient_boosting |
— | — | #7 | k_iter5_ta | 0.000 | 0.000 | 0.0000 | ❌ REJECT |
📄 Report Markdown
# AUTOLOOP: zz_sylvain (5 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**: 110.58s
> **Total accepted**: 0
> **Total rejected**: 5
## Iterations 詳情
### Iteration 1
- DSL: `` (feature=)
- DSL valid: True
- 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: propose v4.2: LLM 回應 parse_failed — reject 該輪(不靜默落 stub)。
### Iteration 2
- DSL: `` (feature=)
- DSL valid: True
- 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: propose v4.2: LLM 回應 parse_failed — reject 該輪(不靜默落 stub)。
### Iteration 3
- DSL: `length = 14
corr_val = ta.correlation(close, open, length)
atr_n = ta.atr(high, low, close, 5) / close
vol_sma = ta.sma(volume, 20)
vol_r = volume / (nz(vol_sma, ta.cum(volume) / (bar_index + 1)) + 0.000000001)
result = corr_val / (1 + atr_n) * vol_r
result` (feature=k_iter3_k_corr_open_atr_vol)
- 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: 編譯錯誤: 未知 ta. 函數/名稱: correlation (對齊 vocabulary)
### Iteration 4
- DSL: `ta.sma(close, 12)` (feature=k_iter4_ta)
- DSL valid: True
- FeatureSet candidate id: 1470
- 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: scalar_score 0.0000 <= 0.0, constraints: ['sharpe_ratio >= 1.0: got 0.0000', 'win_rate >= 0.3: got 0.0000']
**Metrics summary:**
- profit_factor: baseline=0.000, modified=0.000, diff=0.000
- sharpe_ratio: baseline=0.000, modified=0.000, diff=0.000
- win_rate: baseline=0.000, modified=0.000, diff=0.000
- max_drawdown: baseline=0.000, modified=0.000, diff=0.000
- test_accuracy: baseline=0.000, modified=0.000, diff=0.000
### Iteration 5
- DSL: `ta.ema(close, 20)` (feature=k_iter5_ta)
- DSL valid: True
- FeatureSet candidate id: 1471
- 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: scalar_score 0.0000 <= 0.0, constraints: ['sharpe_ratio >= 1.0: got 0.0000', 'win_rate >= 0.3: got 0.0000']
**Metrics summary:**
- profit_factor: baseline=0.000, modified=0.000, diff=0.000
- sharpe_ratio: baseline=0.000, modified=0.000, diff=0.000
- win_rate: baseline=0.000, modified=0.000, diff=0.000
- max_drawdown: baseline=0.000, modified=0.000, diff=0.000
- test_accuracy: baseline=0.000, modified=0.000, diff=0.000
📊 Multi-Objective Metrics
Iteration 1:
Y Label: C8 | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
Iteration 2:
Y Label: C8 | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
Iteration 3: k_iter3_k_corr_open_atr_vol
Y Label: C8 | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
Iteration 4: k_iter4_ta
Y Label: C8 | Parent FS: #7
Objective mode: scalarize
Scalar score: 0.0000
Failed constraints: sharpe_ratio >= 1.0: got 0.0000, win_rate >= 0.3: got 0.0000
| Metric | Baseline | Modified | Diff |
|---|---|---|---|
| win_rate | 0.000 | 0.000 | 0.000 |
| max_drawdown | 0.000 | 0.000 | 0.000 |
| sharpe_ratio | 0.000 | 0.000 | 0.000 |
| profit_factor | 0.000 | 0.000 | 0.000 |
| test_accuracy | 0.000 | 0.000 | 0.000 |
Iteration 5: k_iter5_ta
Y Label: C8 | Parent FS: #7
Objective mode: scalarize
Scalar score: 0.0000
Failed constraints: sharpe_ratio >= 1.0: got 0.0000, win_rate >= 0.3: got 0.0000
| Metric | Baseline | Modified | Diff |
|---|---|---|---|
| win_rate | 0.000 | 0.000 | 0.000 |
| max_drawdown | 0.000 | 0.000 | 0.000 |
| sharpe_ratio | 0.000 | 0.000 | 0.000 |
| profit_factor | 0.000 | 0.000 | 0.000 |
| test_accuracy | 0.000 | 0.000 | 0.000 |
📁 Offline Report
Markdown backup: reports/autoloop/zz_sylvain/20260926_115238.md