Feature Iteration Run #843: zz_sylvain
Status: completed | Started: 2026-07-23 11:41:55 | Ended: 2026-07-23 11:43:07
⭐ Best Accepted Iteration
Iteration 1: k_high.pct_change(12) * (1 - dist_to_high) * (1 + i_rsi(k_c…
baseline PF: 1.947 → modified PF: 2.386 | Cohen's d: 0.391 | p-value: 0.027
📊 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_5c7d8c | 1.947 | 2.386 | 1.3748 | ✅ ACCEPT |
| 2 | — |
gradient_boosting |
— | — | #1194 | k_iter2_k_high_pct_change_dist_to_high_i_macd | 0.000 | 0.000 | 0.0000 | ❌ REJECT |
| 3 | — |
gradient_boosting |
— | — | #1194 | k_iter3_k_high_pct_change_price_position_i_rsi | 0.000 | 0.000 | 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**: 1194
> **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**: 72.08s
> **Total accepted**: 1
> **Total rejected**: 2
## Iterations 詳情
### Iteration 1
- DSL: `k_high.pct_change(12) * (1 - dist_to_high) * (1 + i_rsi(k_close, 14) / 100)` (feature=k_loop_iter_1_5c7d8c)
- DSL valid: True
- FeatureSet candidate id: 1194
- baseline PF: 1.947 → modified PF: 2.386
- t_stat: 0.000, p_value: 0.027, cohens_d: 0.391
- scalar_score: 1.3748
- accepted: True, reason: accepted
**Metrics summary:**
- profit_factor: baseline=1.947, modified=2.386, diff=0.439
- sharpe_ratio: baseline=19.162, modified=25.291, diff=6.128
- win_rate: baseline=0.600, modified=0.607, diff=0.007
- max_drawdown: baseline=0.056, modified=0.027, diff=-0.029
- test_accuracy: baseline=0.992, modified=0.991, diff=-0.001
### Iteration 2
- DSL: `k_high.pct_change(12) * (1 - dist_to_high) * i_macd(k_close, 12, 26, 9) / (1 + atr_norm)` (feature=k_iter2_k_high_pct_change_dist_to_high_i_macd)
- DSL valid: True
- 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: generate unexpected error: value too long for type character varying(100)
### Iteration 3
- DSL: `k_high.pct_change(12) * (1 - price_position) * (1 + i_rsi(k_close, 14) / 100) / (1 + atr_norm)` (feature=k_iter3_k_high_pct_change_price_position_i_rsi)
- DSL valid: True
- 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: generate unexpected error: value too long for type character varying(100)
📊 Multi-Objective Metrics
Iteration 1: k_loop_iter_1_5c7d8c
Y Label: — | Parent FS: #7
Objective mode: scalarize
Scalar score: 1.3748
| Metric | Baseline | Modified | Diff |
|---|---|---|---|
| win_rate | 0.600 | 0.607 | 0.007 |
| max_drawdown | 0.056 | 0.027 | -0.029 |
| sharpe_ratio | 19.162 | 25.291 | 6.128 |
| profit_factor | 1.947 | 2.386 | 0.439 |
| test_accuracy | 0.992 | 0.991 | -0.001 |
Iteration 2: k_iter2_k_high_pct_change_dist_to_high_i_macd
Y Label: — | Parent FS: #1194
Objective mode: single
Scalar score: 0.0000
Iteration 3: k_iter3_k_high_pct_change_price_position_i_rsi
Y Label: — | Parent FS: #1194
Objective mode: single
Scalar score: 0.0000
📁 Offline Report
Markdown backup: reports/autoloop/zz_sylvain/20260723_194307.md