Feature Iteration Run #1345: zz_sylvain
Status: completed | Started: 2026-09-29 23:51:50 | Ended: 2026-09-29 23:51:58
📊 Iterations
| Iter | Y Label | Model | Warm | Proxy | Parent FS | Feature | Baseline PF | Modified PF | Scalar Score | Result |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C8 |
gradient_boosting |
— | — | #7 | k_iter1_obv_div_rsi_volnorm | 0.000 | 0.000 | 0.0000 | ❌ REJECT |
📄 Report Markdown
# AUTOLOOP: zz_sylvain (1 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**: 8.37s
> **Total accepted**: 0
> **Total rejected**: 1
## Iterations 詳情
### Iteration 1
- DSL: `// obv_div_rsi_volnorm: OBV 12-bar % change, normalized by ATR, gated by RSI(14)
obv_val = ta.obv(close, volume)
obv_pc = (obv_val - obv_val[12]) / (obv_val[12] + 1e-10)
atr_n = ta.atr(high, low, close, 5) / close
rsi_v = ta.rsi(close, 14)
result = obv_pc / (1 + atr_n) * rsi_v` (feature=k_iter1_obv_div_rsi_volnorm)
- 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: 非原生呼叫 ['RSI'] (只准 Pine 原生函數, 對齊 _check_fd_align A10)
📊 Multi-Objective Metrics
Iteration 1: k_iter1_obv_div_rsi_volnorm
Y Label: C8 | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
📁 Offline Report
Markdown backup: reports/autoloop/zz_sylvain/20260930_075158.md