64 lines
2.2 KiB
JSON
64 lines
2.2 KiB
JSON
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{
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"state": {
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"library_size": 0,
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"recent_admissions": [],
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"recent_rejections": [
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{
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"factor_id": "momentum_reversal",
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"formula": "Neg(CsRank(Delta($close, 5)))",
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"reason": "Signal computation error: Expression evaluation failed for 'Neg(CsRank(Delta($close, 5)))': \"Feature '$close' not found in data. Available: ['$high', '$low', '$open']\"",
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"max_correlation": 0.0,
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"batch": 1
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},
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{
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"factor_id": "volume_surprise",
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"formula": "CsZScore(Div(Sub($volume, Mean($volume, 20)), Std($volume, 20)))",
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"reason": "Signal computation error: Expression evaluation failed for 'CsZScore(Div(Sub($volume, Mean($volume, 20)), Std($volume, 20)))': \"Feature '$volume' not found in data. Available: ['$high', '$low', '$open']\"",
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"max_correlation": 0.0,
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"batch": 1
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},
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{
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"factor_id": "price_range_ratio",
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"formula": "Div(Sub($high, $low), Add($high, $low))",
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"reason": "ICIR -0.3679 < threshold 0.5",
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"max_correlation": 0.0,
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"batch": 1
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},
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{
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"factor_id": "vwap_deviation",
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"formula": "CsRank(Div(Sub($close, $vwap), $vwap))",
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"reason": "Signal computation error: Expression evaluation failed for 'CsRank(Div(Sub($close, $vwap), $vwap))': \"Feature '$close' not found in data. Available: ['$high', '$low', '$open']\"",
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"max_correlation": 0.0,
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"batch": 1
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},
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{
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"factor_id": "return_skew",
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"formula": "Neg(Skew($returns, 20))",
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"reason": "Signal computation error: Expression evaluation failed for 'Neg(Skew($returns, 20))': \"Feature '$returns' not found in data. Available: ['$high', '$low', '$open']\"",
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"max_correlation": 0.0,
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"batch": 1
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}
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],
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"domain_saturation": {
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"Other": 0.0
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},
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"admission_log": [
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{
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"batch": 1,
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"admitted": 0,
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"rejected": 5,
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"admission_rate": 0.0
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}
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]
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},
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"success_patterns": [],
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"forbidden_directions": [],
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"insights": [
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{
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"insight": "Current direction is exhausted, need to pivot to new operator combinations",
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"evidence": "Batch 1: only 0/5 admitted (0%)",
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"batch_source": 1
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}
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],
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"version": 1
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}
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