跳到主要內容

Feature Iteration Run #1689: volume_price_pivot_v86_y_C0

Status: completed | Started: 2026-10-01 18:13:00 | Ended: 2026-10-01 18:20:48

📊 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_atr_volratio_14 ta.atr(high, low, close, 14) / close * … ✅ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT scalar_score 0.0000 <= 0.0, constraints: ['sharpe_ratio >= 1.0: got 0.0000', 'win_rate >= 0.3: got 0.0000']
2 C0 gradient_boosting — — #2 ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT propose A1: LLM 呼叫失敗 (All LLM models failed. Tried: ['ollama/Qwen3.8-27B-Instruct', 'csdn/deepseek-v4-flash', 'kimi/kimi-for-coding', 'ollama/Qwen3.8-27B-Instruct', 'minimax/MiniMax-M2.7']) — reject 該輪（不靜默落 stub）
3 C0 gradient_boosting — — #2 k_iter3_vol_ratio_mom_atr_norm vol_ratio = volume / (ta.sma(volume, 20… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT DSL smoke test syntax error: invalid syntax (<dsl>, line 1)

📊 Multi-Objective Metrics

Iteration 1: k_iter1_k_vol_atr_volratio_14

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

MetricBaselineModifiedDiff
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

Iteration 2:

Y Label: C0 | Parent FS: #2

Objective mode: single

Scalar score: 0.0000

Iteration 3: k_iter3_vol_ratio_mom_atr_norm

Y Label: C0 | Parent FS: #2

Objective mode: single

Scalar score: 0.0000

📁 Offline Report

Markdown backup: \\192.168.9.99\apischip.com\.openclaw\workspace\qv_p62\reports\AUTOLOOP_volume_price_pivot_v86_y_C0_20261002_022048.md