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Feature Iteration Run #1478: zz_sylvain

Status: completed | Started: 2026-10-01 00:34:18 | Ended: 2026-10-01 00:34:39

📊 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 C8 gradient_boosting — — #7 k_iter1_k_rsi_vol_atrnorm_neutral // RSI centered around 0 (subtract 0.5 … ❌ 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: 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**: 20.36s
> **Total accepted**: 0
> **Total rejected**: 1

## Iterations 詳情

### Iteration 1
- DSL: `// RSI centered around 0 (subtract 0.5 from 0-1 range)
rsi_val = ta.rsi(close, 14)
rsi_centered = (nz(rsi_val, 50.0) / 100.0) - 0.5

// Volume ratio: volume vs SMA
vol_sma = ta.sma(volume, 20)
vol_r = volume / (nz(vol_sma, ta.cum(volume) / (bar_index + 1)) + 1e-9)

// ATR normalization
atr_n = ta.atr(high, low, close, 5) / close

result = rsi_centered * vol_r / (1.0 + atr_n)
result` (feature=k_iter1_k_rsi_vol_atrnorm_neutral)
- 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_rsi_vol_atrnorm_neutral

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

📁 Offline Report

Markdown backup: reports/autoloop/zz_sylvain/20261001_083439.md