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Feature Iteration Run #1343: volume_price_pivot_v86_y_C0

Status: completed | Started: 2026-09-29 23:51:02 | Ended: 2026-09-29 23:51:14

📊 Iterations

Iter Y Label Model Warm Proxy Parent FS Feature DSL DSL Valid Baseline PF Modified PF Scalar Score t-stat p-value Cohen's d Result Reason
1 C0 gradient_boosting — — #2 k_iter1_k_vol_atrnorm_macd_proxy // atr_norm5 × momentum deviation from … ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT DSL smoke test syntax error: invalid character '×' (U+00D7) (<dsl>, line 1)
2 C0 gradient_boosting — — #2 k_iter2_k_volnorm_ppos vol_sma20 = ta.sma(volume, 20) cum_vol … ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT DSL smoke test syntax error: invalid syntax (<dsl>, line 1)

📄 Report Markdown

# AUTOLOOP: volume_price_pivot_v86_y_C0 (2 iterations)

> **Phase**: Y4.7 Option B (DSL → Python code → FeatureSet candidate)
> **Target indicator**: volume_price_pivot_v86_y_C0
> **Base feature_set_id**: 2
> **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**: 11.79s
> **Total accepted**: 0
> **Total rejected**: 2

## Iterations 詳情

### Iteration 1
- DSL: `// atr_norm5 × momentum deviation from SMA20
atr_val = ta.atr(high, low, close, 5)
denom = close
atr_norm_val = denom != 0 ? atr_val / denom : 0.0
sma20 = ta.sma(close, 20)
mom_dev = (close - sma20) / (close + 1e-8)
result = bar_index < 19 ? na : atr_norm_val * mom_dev
result` (feature=k_iter1_k_vol_atrnorm_macd_proxy)
- 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: DSL smoke test syntax error: invalid character '×' (U+00D7) (<dsl>, line 1)

### Iteration 2
- DSL: `vol_sma20 = ta.sma(volume, 20)
cum_vol = ta.cum(volume)
floor_vol = cum_vol / (bar_index + 1)
vol_ratio_val = volume / (nz(vol_sma20, floor_vol) + 1e-9)
denom = high - low
price_pos = denom != 0 ? (close - low) / denom : 0.5
result = vol_ratio_val * price_pos` (feature=k_iter2_k_volnorm_ppos)
- 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: DSL smoke test syntax error: invalid syntax (<dsl>, line 1)

📊 Multi-Objective Metrics

Iteration 1: k_iter1_k_vol_atrnorm_macd_proxy

Y Label: C0 | Parent FS: #2

Objective mode: single

Scalar score: 0.0000

Iteration 2: k_iter2_k_volnorm_ppos

Y Label: C0 | Parent FS: #2

Objective mode: single

Scalar score: 0.0000

📁 Offline Report

Markdown backup: reports/autoloop/volume_price_pivot_v86_y_C0/20260930_075114.md