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Feature Iteration Run #1801: zz_sylvain

Status: completed | Started: 2026-10-03 13:04:20 | Ended: 2026-10-03 13:04:42

📊 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 — — #1748 k_iter1_k_rsi_atrnorm_volbias_mom // k_rsi_atrnorm_volbias_mom rsi_val = … ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT safe_eval DSL: 求值失敗: '// k_rsi_atrnorm_volbias_mom\nrsi_val = ta.rsi(close,14)\nema_fast = ta.ema(close,12)\nema_slow = ta.ema(close,26)\nmacd_line = ema_fast - ema_slow\natr_n = ta.atr(high,low,close,14) / close\nvol_ratio_v = volume / (ta.sma(volume,20) + 1e-8)\nmom_norm = macd_line / (close * (1 + atr_n))\nrsi_centered = (rsi_val - 50.0) / 50.0\nresult = mom_norm * (1 + rsi_centered) * vol_ratio_v' → SyntaxError: invalid syntax (<string>, 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**: 1748
> **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**: 22.80s
> **Total accepted**: 0
> **Total rejected**: 1

## Iterations 詳情

### Iteration 1
- DSL: `// k_rsi_atrnorm_volbias_mom
rsi_val = ta.rsi(close, 14)
ema_fast = ta.ema(close, 12)
ema_slow = ta.ema(close, 26)
macd_line = ema_fast - ema_slow
atr_n = ta.atr(high, low, close, 14) / close
vol_ratio_v = volume / (ta.sma(volume, 20) + 1e-8)
mom_norm = macd_line / (close * (1 + atr_n))
rsi_centered = (rsi_val - 50.0) / 50.0
result = mom_norm * (1 + rsi_centered) * vol_ratio_v` (feature=k_iter1_k_rsi_atrnorm_volbias_mom)
- 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: 求值失敗: '// k_rsi_atrnorm_volbias_mom\nrsi_val = ta.rsi(close,14)\nema_fast = ta.ema(close,12)\nema_slow = ta.ema(close,26)\nmacd_line = ema_fast - ema_slow\natr_n = ta.atr(high,low,close,14) / close\nvol_ratio_v = volume / (ta.sma(volume,20) + 1e-8)\nmom_norm = macd_line / (close * (1 + atr_n))\nrsi_centered = (rsi_val - 50.0) / 50.0\nresult = mom_norm * (1 + rsi_centered) * vol_ratio_v' → SyntaxError: invalid syntax (<string>, line 1)

📊 Multi-Objective Metrics

Iteration 1: k_iter1_k_rsi_atrnorm_volbias_mom

Y Label: C8 | Parent FS: #1748

Objective mode: single

Scalar score: 0.0000

📁 Offline Report

Markdown backup: reports/autoloop/zz_sylvain/20261003_210442.md