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Feature Iteration Run #687: volume_price_pivot_v86_y_C0

Status: completed | Started: 2026-07-18 11:46:39 | Ended: 2026-07-18 11:46:44

📊 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
尚無 iteration 資料

📄 Report Markdown

# AUTOLOOP: volume_price_pivot_v86_y_C0 (1 iterations)

> **Phase**: Y4.7 Option B (DSL → Python code → FeatureSet candidate)
> **Target indicator**: volume_price_pivot_v86_y_C0
> **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**: 5.39s
> **Total accepted**: 0
> **Total rejected**: 1

## Iterations 詳情

### Iteration 1
- DSL: `k_high.pct_change(12)` (feature=k_loop_iter_1_75605d)
- DSL valid: True
- FeatureSet candidate id: 872
- 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: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3, constraints: ['sharpe_ratio >= 1.0: got 0.0000', 'win_rate >= 0.4: got 0.0000']

**Metrics summary:**
  - profit_factor: baseline=0.000, modified=0.000, diff=0.000
  - sharpe_ratio: baseline=0.000, modified=0.000, diff=0.000
  - win_rate: baseline=0.000, modified=0.000, diff=0.000
  - max_drawdown: baseline=0.000, modified=0.000, diff=0.000
  - test_accuracy: baseline=0.000, modified=0.000, diff=0.000

📁 Offline Report

Markdown backup: reports/autoloop/volume_price_pivot_v86_y_C0/20260718_194644.md