Feature Iteration Run #1350: zz_sylvain
Status: completed | Started: 2026-09-29 23:58:08 | Ended: 2026-09-29 23:58:15
📊 Iterations
| Iter | Y Label | Model | Warm | Proxy | Parent FS | Feature | Baseline PF | Modified PF | Scalar Score | Result |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C8 |
gradient_boosting |
— | — | #7 | k_iter1_k_vol_atr_amplified_range | 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**: 7.06s
> **Total accepted**: 0
> **Total rejected**: 1
## Iterations 詳情
### Iteration 1
- DSL: `// Compute ATR normalized by close (volatility regime), then amplify by (1 + intraday range %)
// Captures: how wide today's bar is relative to recent true-range volatility
tr_val = ta.tr(true)
atr_val = ta.rma(tr_val, 14)
atr_norm = atr_val / close
hl_range_val = (high - low) / close
result = atr_norm * (1 + hl_range_val)
result` (feature=k_iter1_k_vol_atr_amplified_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: safe_eval DSL: 非原生呼叫 ['by', 'close'] (只准 Pine 原生函數, 對齊 _check_fd_align A10)
📊 Multi-Objective Metrics
Iteration 1: k_iter1_k_vol_atr_amplified_range
Y Label: C8 | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
📁 Offline Report
Markdown backup: reports/autoloop/zz_sylvain/20260930_075815.md