Feature Iteration Run #971: volume_price_pivot_v86_y_C0
Status: completed | Started: 2026-07-25 23:29:56 | Ended: 2026-07-25 23:30:06
📊 Iterations
📄 Report Markdown
# AUTOLOOP: volume_price_pivot_v86_y_C0 (2 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**: 9.44s
> **Total accepted**: 0
> **Total rejected**: 2
## Iterations 詳情
### Iteration 1
- DSL: `k_volume * k_close_position_in_hl / (k_volume.rolling(20).mean() + 1)` (feature=k_iter1_k_volume_k_close_position_in__rolling_mean)
- 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_volume * k_close_position_in_hl / (k_volume.rolling.mean + 1)
### Iteration 2
- DSL: `i_rsi(k_close, 14) * (k_high - k_low) / k_close` (feature=k_iter2_i_rsi_k_close_k_high_k_low)
- 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: NaN ratio 1.000 exceeds 0.3
📊 Multi-Objective Metrics
Iteration 1: k_iter1_k_volume_k_close_position_in__rolling_mean
Y Label: C0 | Parent FS: #2
Objective mode: single
Scalar score: 0.0000
Iteration 2: k_iter2_i_rsi_k_close_k_high_k_low
Y Label: C0 | Parent FS: #2
Objective mode: single
Scalar score: 0.0000
📁 Offline Report
Markdown backup: reports/autoloop/volume_price_pivot_v86_y_C0/20260726_073006.md