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Feature Iteration Run #1822: volume_price_pivot_v86_y_C4

Status: completed | Started: 2026-10-03 13:18:51 | Ended: 2026-10-03 13:18:52

📊 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 C4 gradient_boosting — — #2 k_iter1_ta ta.sma(close, 12) ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT quality_gate: canonical duplicate: ta.sma(close,12)

📄 Report Markdown

# AUTOLOOP: volume_price_pivot_v86_y_C4 (1 iterations)

> **Phase**: Y4.7 Option B (DSL → Python code → FeatureSet candidate)
> **Target indicator**: volume_price_pivot_v86_y_C4
> **Base feature_set_id**: 2
> **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**: 1.46s
> **Total accepted**: 0
> **Total rejected**: 1

## Iterations 詳情

### Iteration 1
- DSL: `ta.sma(close, 12)` (feature=k_iter1_ta)
- 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: quality_gate: canonical duplicate: ta.sma(close,12)

📊 Multi-Objective Metrics

Iteration 1: k_iter1_ta

Y Label: C4 | Parent FS: #2

Objective mode: single

Scalar score: 0.0000

📁 Offline Report

Markdown backup: reports/autoloop/volume_price_pivot_v86_y_C4/20261003_211852.md