Feature Iteration Run #957: volume_price_pivot_v86_y_C0
Status: completed | Started: 2026-07-25 17:33:33 | Ended: 2026-07-25 17:33:33
📊 Iterations
| Iter | Y Label | Model | Warm | Proxy | Parent FS | Feature | Baseline PF | Modified PF | Scalar Score | Result |
|---|---|---|---|---|---|---|---|---|---|---|
| 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**: 0.06s
> **Total accepted**: 0
> **Total rejected**: 1
## Iterations 詳情
### Iteration 1
- DSL: `k_high.pct_change(12)` (feature=k_iter1_k_high_pct_change)
- 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: k_high.pct_change
📁 Offline Report
Markdown backup: reports/autoloop/volume_price_pivot_v86_y_C0/20260726_013333.md