Feature Iteration Run #577: zz_sylvain
Status: completed | Started: 2026-07-18 03:54:36 | Ended: 2026-07-18 03:56:04
⭐ Best Accepted Iteration
Iteration 1: i_rsi(i_ema(k_close, 12) - i_ema(k_close, 26), 14)
baseline PF: 1.286 → modified PF: 1.360 | Cohen's d: 0.000 | p-value: 1.000
📊 Iterations
| Iter | Y Label | Model | Warm | Proxy | Parent FS | Feature | Baseline PF | Modified PF | Scalar Score | Result |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | — |
gradient_boosting |
— | — | #7 | k_loop_iter_1_128a6c | 1.286 | 1.360 | 0.4853 | ✅ ACCEPT |
| 2 | — |
gradient_boosting |
— | — | #7 | k_iter_2_k_high | 0.000 | 0.000 | 0.0000 | ❌ REJECT |
| 3 | — |
gradient_boosting |
— | — | #7 | k_loop_iter_3_663aed | 1.286 | 1.286 | 0.0000 | ❌ REJECT |
📄 Report Markdown
# AUTOLOOP: zz_sylvain (3 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**: 87.43s
> **Total accepted**: 1
> **Total rejected**: 2
## Iterations 詳情
### Iteration 1
- DSL: `i_rsi(i_ema(k_close, 12) - i_ema(k_close, 26), 14)` (feature=k_loop_iter_1_128a6c)
- DSL valid: True
- FeatureSet candidate id: 684
- baseline PF: 1.286 → modified PF: 1.360
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.4853
- accepted: True, reason: accepted
**Metrics summary:**
- profit_factor: baseline=1.286, modified=1.360, diff=0.074
- sharpe_ratio: baseline=7.879, modified=9.711, diff=1.832
- win_rate: baseline=0.553, modified=0.574, diff=0.021
- max_drawdown: baseline=0.075, modified=0.080, diff=0.005
- test_accuracy: baseline=0.986, modified=0.986, diff=-0.000
### Iteration 2
- DSL: `(k_high.pct_change(12) - i_ema(k_high.pct_change(12), 9)) * k_volume.rolling(10).mean() / k_close` (feature=k_iter_2_k_high)
- 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 produces inf when ['k_close'] is zero; avoid unprotected division by these variables
### Iteration 3
- DSL: `k_high.pct_change(12) * dist_to_low - k_low.pct_change(12) * dist_to_high` (feature=k_loop_iter_3_663aed)
- DSL valid: True
- FeatureSet candidate id: 685
- baseline PF: 1.286 → modified PF: 1.286
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3
**Metrics summary:**
- profit_factor: baseline=1.286, modified=1.286, diff=0.000
- sharpe_ratio: baseline=7.879, modified=7.879, diff=0.000
- win_rate: baseline=0.553, modified=0.553, diff=0.000
- max_drawdown: baseline=0.075, modified=0.075, diff=0.000
- test_accuracy: baseline=0.986, modified=0.986, diff=0.000
📊 Multi-Objective Metrics
Iteration 1: k_loop_iter_1_128a6c
Y Label: — | Parent FS: #7
Objective mode: scalarize
Scalar score: 0.4853
| Metric | Baseline | Modified | Diff |
|---|---|---|---|
| win_rate | 0.553 | 0.574 | 0.021 |
| max_drawdown | 0.075 | 0.080 | 0.005 |
| sharpe_ratio | 7.879 | 9.711 | 1.832 |
| profit_factor | 1.286 | 1.360 | 0.074 |
| test_accuracy | 0.986 | 0.986 | 0.000 |
Iteration 2: k_iter_2_k_high
Y Label: — | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
Iteration 3: k_loop_iter_3_663aed
Y Label: — | Parent FS: #7
Objective mode: scalarize
Scalar score: 0.0000
| Metric | Baseline | Modified | Diff |
|---|---|---|---|
| win_rate | 0.553 | 0.553 | 0.000 |
| max_drawdown | 0.075 | 0.075 | 0.000 |
| sharpe_ratio | 7.879 | 7.879 | 0.000 |
| profit_factor | 1.286 | 1.286 | 0.000 |
| test_accuracy | 0.986 | 0.986 | 0.000 |
📁 Offline Report
Markdown backup: reports/autoloop/zz_sylvain/20260718_115604.md