Feature Iteration Run #982: zz_sylvain
Status: completed | Started: 2026-07-26 04:32:22 | Ended: 2026-07-26 04:32:47
📊 Iterations
| Iter | Y Label | Model | Warm | Proxy | Parent FS | Feature | Baseline PF | Modified PF | Scalar Score | Result |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C8 |
gradient_boosting |
— | — | #7 | k_iter1_k_high_pct_change | 0.000 | 0.000 | 0.0000 | ❌ REJECT |
| 2 | C8 |
gradient_boosting |
— | — | #7 | k_iter2_k_close_rolling_mean | 0.000 | 0.000 | 0.0000 | ❌ REJECT |
| 3 | C8 |
gradient_boosting |
— | — | #7 | k_iter3_k_volume_rolling_mean | 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**: 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**: 25.48s
> **Total accepted**: 0
> **Total rejected**: 3
## 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
### Iteration 2
- DSL: `k_close.rolling(20).mean()` (feature=k_iter2_k_close_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_close.rolling.mean
### Iteration 3
- DSL: `k_volume / k_volume.rolling(20).mean()` (feature=k_iter3_k_volume_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_volume.rolling.mean
📊 Multi-Objective Metrics
Iteration 1: k_iter1_k_high_pct_change
Y Label: C8 | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
Iteration 2: k_iter2_k_close_rolling_mean
Y Label: C8 | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
Iteration 3: k_iter3_k_volume_rolling_mean
Y Label: C8 | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
📁 Offline Report
Markdown backup: reports/autoloop/zz_sylvain/20260726_123247.md