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Feature Iteration Run #1369: volume_price_pivot_v86_y_C0

Status: completed | Started: 2026-09-30 00:28:40 | Ended: 2026-09-30 00:29:27

📊 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_ta_5ba8	`ta.sma(close, 12)`	✅	0.000	0.000	0.0000	0.000	1.000	0.000	❌ REJECT	normalized_score 0.0000 <= 0.0, profit_factor_delta 0.0000 < 0.25, hypothesis test not confirmed, constraints: ['sharpe_ratio >= 1.0: got 0.0000', 'win_rate >= 0.3: got 0.0000']

📄 Report Markdown

# AUTOLOOP: volume_price_pivot_v86_y_C0 (1 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**: Adding OBV breakout improves Sharpe by 15%
> **Objective mode**: scalarize
> **Metrics**: ['profit_factor', 'sharpe_ratio', 'win_rate', 'max_drawdown', 'test_accuracy']
> **Total duration**: 47.46s
> **Total accepted**: 0
> **Total rejected**: 1

## Iterations 詳情

### Iteration 1
- DSL: `ta.sma(close, 12)` (feature=k_iter1_ta_5ba8)
- DSL valid: True
- FeatureSet candidate id: 1505
- 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: normalized_score 0.0000 <= 0.0, profit_factor_delta 0.0000 < 0.25, hypothesis test not confirmed, 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: k_iter1_ta_5ba8

Y Label: C0 | Parent FS: #2

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/volume_price_pivot_v86_y_C0/20260930_082927.md